# EDGAR Filing Document

**Accession Number:** 0000915845
**File Stem:** 0001752724-25-159304
**Filing Date:** 2025-6
**Character Count:** 536340
**Document Hash:** cb3345040649db4f0ba26d2271988046
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-159304.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-159304

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB HIGH INCOME FUND INC
- **CENTRAL INDEX KEY:** 0000915845

**ORGANIZATION NAME:**
- **EIN:** 133747683
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08188
- **FILM NUMBER:** 251079021

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN HIGH INCOME FUND INC
- **DATE OF NAME CHANGE:** 20080130

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN EMERGING MARKET DEBT FUND INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE EMERGING MARKET DEBT FUND INC
- **DATE OF NAME CHANGE:** 19931207

## Series and Classes Contracts Data

### AB HIGH INCOME FUND INC (Series ID: S000009981)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000027601 | Class A       | AGDAX           |
| C000027603 | Class C       | AGDCX           |
| C000068506 | Advisor Class | AGDYX           |
| C000068509 | Class I       | AGDIX           |
| C000135461 | Class Z       | AGDZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AB HIGH INCOME FUND INC

- **b. Investment Company Act file number:** 811-08188

- **c. CIK number of Registrant:** 0000915845

- **d. LEI of Registrant:** 2NEZ4DLQSXZQH9D3RU96

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AB HIGH INCOME FUND INC

- **b. EDGAR series identifier (if any):** S000009981

- **c. LEI of Series:** 2NEZ4DLQSXZQH9D3RU96

**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:** $3105870892.23

**Total Liabilities:** $115018530.70

**Net Assets:** $2990852361.53

**Delayed Delivery Securities:** $26166068.37

**Cash Not Reported:** $8333328.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1629.58000000 | **1-Year:** -19471.04000000 | **5-Year:** -54239.15000000 | **10-Year:** -51981.19000000 | **30-Year:** -13140.39000000

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

- **3-Month:** -7750.62000000 | **1-Year:** -222284.52000000 | **5-Year:** -607164.14000000 | **10-Year:** -117465.32000000 | **30-Year:** -26094.21000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027603 | 0.60%                | -1.26%               | -0.17%               |
| Class ID C000027601 | 0.67%                | -1.21%               | -0.11%               |
| Class ID C000068506 | 0.69%                | -1.19%               | -0.09%               |
| Class ID C000135461 | 0.69%                | -1.04%               | -0.08%               |
| Class ID C000068509 | 0.69%                | -1.04%               | -0.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1772379.75              | $3181306.44                                |
| Month 2  | $-1669184.80             | $-46051511.18                              |
| Month 3  | $-386712.44              | $-20904679.14                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global High Yield Hedged in USD

- **Index Identifier:** LG30TRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                                                           | United Airlines Inc                                                                                                                                  | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     5509000 | PA      | $5429366.08   | 0.18%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    11502000 | PA      | $10727862.03  | 0.36%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5059000 | PA      | $5085639.08   | 0.17%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                                          | Matador Resources Co                                                                                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      445000 | PA      | $428455.87    | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                                       | Avis Budget Finance Plc                                                                                                                              | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |      568000 | PA      | $633616.91    | 0.02%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14442000 | PA      | $12579715.08  | 0.42%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                                                                                         | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2695000 | PA      | $2892016.90   | 0.10%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                               | Cemex SAB de CV                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     2222000 | PA      | $2183115.00   | 0.07%             | 2026-06-08      | Fixed         | 5.12%                 | 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        |     7119000 | PA      | $7101482.63   | 0.24%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6848000 | PA      | $6331613.82   | 0.21%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     2128000 | PA      | $1993295.58   | 0.07%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CAB                                                                           | CAB SELAS                                                                                                                                            | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     4859000 | PA      | $5192459.11   | 0.17%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                      | Virgolino de Oliveira Finance SA                                                                                                                     | CUSIP: G9372JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     9525400 | PA      | $952.54       | 0.00%             | 2025-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     5188000 | PA      | $4481290.64   | 0.15%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Alliance Bernstein                                                            | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                                     | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    55095169 | NS      | $55095169.33  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS333B6   CDX 2I667KLL0 05.000 SP 06/20/2030 MSNYUS33XXX FIXED / Short: IS333B6   CDX 2I667KLL0 05.000 SP 06/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    37210000 | OU      | $2955927.58   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1276000 | PA      | $1248374.60   | 0.04%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF GROUP SACA /EUR/ REGD 144A P/P                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     5064000 | PA      | $5789308.52   | 0.19%             | 2032-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1654000 | PA      | $1079235.00   | 0.04%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2006-A8                                                                                                       | CUSIP: 761119AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      493698 | PA      | $214891.42    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4398000 | PA      | $3839197.60   | 0.13%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                     | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $211098.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9327000 | PA      | $8860556.73   | 0.30%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     3189000 | PA      | $3029330.25   | 0.10%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                              | Armor Holdco Inc                                                                                                                                     | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     8586000 | PA      | $7879984.21   | 0.26%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FINThrive Software Intermediate Holdings, Inc.                                | FINThrive Software Intermediate Holdings, Inc. Tranche D Term Loans (Third Out)                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1545500 | PA      | $1112760.00   | 0.04%             | 2029-12-17      | Floating      | 11.18%                | No            |                  3 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS32TH1   CDS US91087BAC46 01.000 BP 06/20/2030 MSNYUS33XXX FLOAT / Short: IS32TH1   CDS US91087BAC46 01.000 BP 06/20/2030 MSNYUS33XXX FIXED   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     7980000 | OU      | $136965.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                                         | Crown Americas LLC / Crown Americas Capital Corp V                                                                                                   | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      685000 | PA      | $674399.65    | 0.02%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                              | MGM Resorts International                                                                                                                            | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     2251000 | PA      | $2169165.48   | 0.07%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2955393.35   | 0.10%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1105000 | PA      | $1209504.56   | 0.04%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                           | Allegiant Travel Co                                                                                                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3397046.63   | 0.11%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CENCOSUD SA                                                                   | Cencosud SA                                                                                                                                          | CUSIP: 15132HAJ0<br>LEI: 549300NLTGCFV7482429 | Long             | DBT              | CORP              | CL        |     1567000 | PA      | $1591288.50   | 0.05%             | 2031-05-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1772000 | PA      | $1589865.39   | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                  | Calpine Corp                                                                                                                                         | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      686000 | PA      | $662782.93    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                       | KazMunayGas National Co JSC                                                                                                                          | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3160000 | PA      | $3072310.00   | 0.10%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                       | Rfna LP                                                                                                                                              | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     1027000 | PA      | $1009252.99   | 0.03%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     1362000 | PA      | $1292294.53   | 0.04%             | 2033-01-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      213000 | PA      | $198448.27    | 0.01%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $66664.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4253000 | PA      | $3970506.17   | 0.13%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      891000 | PA      | $929078.66    | 0.03%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $192095.23    | 0.01%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     6737000 | PA      | $7261730.58   | 0.24%             | 2030-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    11363000 | PA      | $11555931.35  | 0.39%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                              | Advantage Sales & Marketing Inc. Term B-2 Loan (First Lien)                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2976754 | PA      | $2612101.48   | 0.09%             | 2027-10-28      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2774000 | PA      | $2276848.74   | 0.08%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                                                      | PetSmart Inc / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3529000 | PA      | $3291261.68   | 0.11%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     6171000 | PA      | $6190282.09   | 0.21%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                     | Arko Corp                                                                                                                                            | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4612000 | PA      | $3689819.49   | 0.12%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 3.000% 04/07/27                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -2467500 | PA      | $-2467500.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CALDERYS FINANCING LLC                                                        | Calderys Financing LLC                                                                                                                               | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |     6939000 | PA      | $7331117.69   | 0.25%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      537000 | PA      | $507817.38    | 0.02%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $1065955.63   | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1016000 | PA      | $979263.79    | 0.03%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                    | Phinia Inc                                                                                                                                           | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2083245.35   | 0.07%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                                        | Velocity Vehicle Group LLC                                                                                                                           | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2379000 | PA      | $2407633.10   | 0.08%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                         | AG TTMT Escrow Issuer LLC                                                                                                                            | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1167000 | PA      | $1200699.39   | 0.04%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      826000 | PA      | $803730.08    | 0.03%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOARRE INVESTMENTS SARL                                                       | Loarre Investments Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 549300VE6QY38GTUE732 | Long             | DBT              | CORP              | LU        |     2240000 | PA      | $2568740.18   | 0.09%             | 2029-05-15      | Fixed         | 6.50%                 | 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        |     1312000 | PA      | $1299122.00   | 0.04%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PAPREC HOLDING SA                                                             | PAPREC HOLDING SA /EUR/ REGD 144A P/P                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1797000 | PA      | $2143308.54   | 0.07%             | 2029-11-17      | Fixed         | 7.25%                 | 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        |      614000 | PA      | $571964.69    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                                                 | REVERSE REPO CONTRACT U S_____________ JEFFEREIES                                                                                                    | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |     -314170 | PA      | $-314170.00   | -0.01%            |  |  |  | No            |                  1 | 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        |     3729503 | PA      | $2952759.26   | 0.10%             | 2030-03-06      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                          | Vermilion Energy Inc                                                                                                                                 | CUSIP: 923725AD7<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | CORP              | CA        |      675000 | PA      | $592996.09    | 0.02%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                      | Summit Midstream Holdings LLC                                                                                                                        | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3768000 | PA      | $3707092.09   | 0.12%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                           | CitiMortgage Alternative Loan Trust Series 2007-A3                                                                                                   | CUSIP: 12567AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      461082 | PA      | $417659.00    | 0.01%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                   | Tenneco Inc                                                                                                                                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     8316000 | PA      | $7930013.77   | 0.27%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HLD                                                               | Lamb Weston Holdings Inc                                                                                                                             | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |     3671000 | PA      | $3445798.28   | 0.12%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                      | Greenko Wind Projects Mauritius Ltd                                                                                                                  | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |     2455000 | PA      | $2362937.50   | 0.08%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                       | VF Corp                                                                                                                                              | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     7097000 | PA      | $5836648.38   | 0.20%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-26CB                                                                                                                     | CUSIP: 02147WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186520 | PA      | $88736.25     | 0.00%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                       | Alcoa Nederland Holding BV                                                                                                                           | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |     3049000 | PA      | $3152822.08   | 0.11%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                       | Royal Caribbean Cruises Ltd                                                                                                                          | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    21202000 | PA      | $21178517.51  | 0.71%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                      | Medco Maple Tree Pte Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      935000 | PA      | $954289.05    | 0.03%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| ModivCare, Inc.                                                               | ModivCare, Inc. Amendment No. 5 Incremental Term Loan                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      689438 | PA      | $519877.53    | 0.02%             | 2026-01-09      | Floating      | 11.71%                | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                                      | Kronos Acquisition Holdings Inc                                                                                                                      | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1538000 | PA      | $1273284.76   | 0.04%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                              | Gruenenthal GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     3233000 | PA      | $3848347.93   | 0.13%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                           | Senegal Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     3641000 | PA      | $2175497.50   | 0.07%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     3713000 | PA      | $3752038.89   | 0.13%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                            | Mattamy Group Corp                                                                                                                                   | CUSIP: 57701RAJ1<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      685000 | PA      | $665801.43    | 0.02%             | 2027-12-15      | Fixed         | 5.25%                 | 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        |      995000 | PA      | $837231.76    | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     5969000 | PA      | $5432129.58   | 0.18%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | UNITED GROUP BV /EUR/ REGD V/R 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1531000 | PA      | $1729133.24   | 0.06%             | 2029-02-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      714000 | PA      | $657853.28    | 0.02%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                        | FMG Resources August 2006 Pty Ltd                                                                                                                    | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      308000 | PA      | $303704.33    | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | 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        |      935000 | PA      | $895290.41    | 0.03%             | 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        |     7797000 | PA      | $8094307.48   | 0.27%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1482000 | PA      | $1442043.55   | 0.05%             | 2032-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3326370 | PA      | $3551852.20   | 0.12%             | 2029-01-25      | Floating      | 14.72%                | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                       | Acu Petroleo Luxembourg Sarl                                                                                                                         | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1978146 | PA      | $1971222.89   | 0.07%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                                            | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     1406000 | PA      | $1343771.21   | 0.04%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                             | Vibrantz Technologies Inc                                                                                                                            | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     2403000 | PA      | $1836847.38   | 0.06%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                   | INEOS Styrolution Ludwigshafen GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |      111000 | PA      | $118156.86    | 0.00%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ascend Learning, LLC                                                          | Ascend Learning, LLC Initial Term Loan (Second Lien)                                                                                                 | CUSIP: 000000000<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     1382384 | PA      | $1354307.89   | 0.05%             | 2029-12-10      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | Adani Electricity Mumbai Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     3475000 | PA      | $2995450.00   | 0.10%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                            | Osaic Holdings Inc                                                                                                                                   | CUSIP: 00791GAA5<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |     6141000 | PA      | $6151286.79   | 0.21%             | 2027-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2298000 | PA      | $1677540.00   | 0.06%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                      | SLM Corp                                                                                                                                             | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1394172.43   | 0.05%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1750821 | PA      | $2067061.17   | 0.07%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     6837000 | PA      | $6793574.86   | 0.23%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                                     | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      469286 | PA      | $464710.62    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                      | ALLWYN ENTERTAINMENT FIN /EUR/ REGD REG S                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1590000 | PA      | $1898257.07   | 0.06%             | 2030-04-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                 | CommScope LLC                                                                                                                                        | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       96000 | PA      | $98190.21     | 0.00%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                           | Coinbase Global Inc                                                                                                                                  | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      379000 | PA      | $328916.73    | 0.01%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $780419.52    | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                             | MOTION FINCO SARL /EUR/ REGD REG S                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1092000 | PA      | $1200256.37   | 0.04%             | 2030-06-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                        | Cushman & Wakefield US Borrower LLC                                                                                                                  | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     1996000 | PA      | $2135291.12   | 0.07%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $777138.75    | 0.03%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      800000 | PA      | $717701.62    | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                      | OCP SA                                                                                                                                               | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      344000 | PA      | $342245.60    | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | Las Vegas Sands Corp                                                                                                                                 | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1218175.31   | 0.04%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      859000 | PA      | $900469.20    | 0.03%             | 2029-02-21      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                                      | Korn Ferry                                                                                                                                           | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     2404000 | PA      | $2326124.10   | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     4357000 | PA      | $4446108.14   | 0.15%             | 2033-03-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RENO DE MEDICI SPA                                                            | Reno de Medici SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 815600D6907FE7116F38 | Long             | DBT              | CORP              | IT        |     2400000 | PA      | $2107100.96   | 0.07%             | 2029-04-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                           | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     7240000 | PA      | $6527851.88   | 0.22%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                               | AdaptHealth LLC                                                                                                                                      | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1791924.18   | 0.06%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      685000 | PA      | $664872.09    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                      | PM General Purchaser LLC                                                                                                                             | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6497000 | PA      | $6268585.62   | 0.21%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-15CB                                                                                                                     | CUSIP: 02151CBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      337928 | PA      | $193196.58    | 0.01%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                             | KAPLA HOLDING SAS /EUR/ REGD 144A P/P                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     4409000 | PA      | $4981030.21   | 0.17%             | 2031-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                               | Goat Holdco LLC                                                                                                                                      | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2313000 | PA      | $2268346.47   | 0.08%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                        | DIRECTV Financing, LLC 2024 Refinancing Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4879524 | PA      | $4709374.95   | 0.16%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                           | Minejesa Capital BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     3820696 | PA      | $3717537.21   | 0.12%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                           | PACHELBEL BIDCO SPA /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     2585000 | PA      | $3087383.66   | 0.10%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                         | Transocean Aquila Ltd                                                                                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3186523 | PA      | $3142809.77   | 0.11%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                           | Inversiones CMPC SA                                                                                                                                  | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |      675000 | PA      | $679136.54    | 0.02%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3997778 | PA      | $4282005.76   | 0.14%             | 2029-05-25      | Floating      | 13.97%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                          | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     3095000 | PA      | $3084167.50   | 0.10%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3971960 | PA      | $4233269.63   | 0.14%             | 2028-08-25      | Floating      | 16.22%                | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                      | Turkiye Vakiflar Bankasi TAO                                                                                                                         | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |     1411000 | PA      | $1479080.75   | 0.05%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                              | Transnet SOC Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     1030000 | PA      | $1035793.75   | 0.03%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2744000 | PA      | $2746522.53   | 0.09%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                      | Israel Electric Corp Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     4664000 | PA      | $4521654.72   | 0.15%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      963000 | PA      | $951427.86    | 0.03%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                            | ICELAND BONDCO PLC /EUR/ REGD V/R 144A P/P                                                                                                           | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |     1447000 | PA      | $1644993.86   | 0.06%             | 2027-12-15      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                                                   | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4164000 | PA      | $4321508.01   | 0.14%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO Distribution Inc                                                                                                                               | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1627132.39   | 0.05%             | 2033-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                                          | Aramark International Finance Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      486000 | PA      | $531895.61    | 0.02%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                             | Amsted Industries Inc                                                                                                                                | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      685000 | PA      | $689326.82    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-HY12                                                                                                                     | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1558438 | PA      | $1422120.94   | 0.05%             | 2036-08-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CURO SVP LLC REGD                                                             | CURO SVP LLC REGD                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8635846 | PA      | $8959690.10   | 0.30%             | 2027-08-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | MILLER HOMES GROUP FIN /EUR/ REGD V/R 144A P/P                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1541000 | PA      | $1753554.92   | 0.06%             | 2030-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      989000 | PA      | $989870.62    | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4404000 | PA      | $4318489.29   | 0.14%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                  | Entegris Inc                                                                                                                                         | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     6339000 | PA      | $6310819.60   | 0.21%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                 | CHC Group LLC                                                                                                                                        | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      104383 | NS      | $20.88        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                                                        | IMA Industria Macchine Automatiche SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |     2560000 | PA      | $2897877.99   | 0.10%             | 2029-04-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     3043000 | PA      | $3042455.61   | 0.10%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3616617.53   | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                                      | MetLife Capital Trust IV                                                                                                                             | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9269000 | PA      | $10048603.63  | 0.34%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      484000 | PA      | $504684.70    | 0.02%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                            | JSW Infrastructure Ltd                                                                                                                               | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      564000 | PA      | $537985.50    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-16CB                                                                                                                     | CUSIP: 02152AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      317875 | PA      | $233610.87    | 0.01%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3907000 | PA      | $3858984.02   | 0.13%             | 2031-03-18      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2007-A1                                                                                                       | CUSIP: 761136AH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      860628 | PA      | $253323.14    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                            | Dominican Republic International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     8497334 | PA      | $8777745.77   | 0.29%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     3056000 | PA      | $3267485.59   | 0.11%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1397000 | PA      | $1312597.79   | 0.04%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | Nabors Industries Inc                                                                                                                                | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     2304000 | PA      | $2172703.33   | 0.07%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $25587.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                         | Quikrete Holdings Inc                                                                                                                                | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     6070000 | PA      | $6110746.03   | 0.20%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                                             | Waste Pro USA Inc                                                                                                                                    | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |     2007000 | PA      | $2052781.90   | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     6959000 | PA      | $6686194.19   | 0.22%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PT SORIK MAR GEO POW                                                          | Sorik Marapi Geothermal Power PT                                                                                                                     | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |     1500696 | PA      | $1459426.86   | 0.05%             | 2031-08-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     4133000 | PA      | $3900548.84   | 0.13%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Battalion Oil Corp                                                            | Battalion Oil Corp                                                                                                                                   | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |         135 | NS      | $174.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      310000 | PA      | $307870.30    | 0.01%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNT OIL CO OF PERU                                                           | Hunt Oil Co of Peru LLC Sucursal Del Peru                                                                                                            | CUSIP: 445640AD7<br>LEI: 549300SVO0550J3IKN50 | Long             | DBT              | CORP              | PE        |     1874000 | PA      | $1926706.25   | 0.06%             | 2038-11-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-9 Trust                                                                       | CUSIP: 93935WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1523038 | PA      | $406735.73    | 0.01%             | 2036-10-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1581750.00   | 0.05%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                           | Jazz Securities DAC                                                                                                                                  | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     7888000 | PA      | $7491455.41   | 0.25%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                         | Lehman Mortgage Trust 2007-1                                                                                                                         | CUSIP: 52521FAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2857422 | PA      | $327120.56    | 0.01%             | 2037-02-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                    | Weber-Stephen Products LLC Initial Term B Loan                                                                                                       | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     1854068 | PA      | $1735871.42   | 0.06%             | 2027-10-30      | Floating      | 7.69%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-42                                                                                                                       | CUSIP: 02148YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      797846 | PA      | $405615.73    | 0.01%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4961000 | PA      | $4611388.71   | 0.15%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNG HOLDINGS INC                                                              | CNG Holdings Inc                                                                                                                                     | CUSIP: 12612DAK2<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |     4422000 | PA      | $3979800.00   | 0.13%             | 2026-06-30      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      434000 | PA      | $432915.00    | 0.01%             | 2027-02-23      | Fixed         | 4.75%                 | 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      | $-9878958.07  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1361000 | PA      | $1388046.05   | 0.05%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Modivcare, Inc.                                                               | Modivcare, Inc. Term Loan                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4813877 | PA      | $3231314.63   | 0.11%             | 2031-07-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO VERWALTUNGS GMBH /EUR/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     2189000 | PA      | $2552705.38   | 0.09%             | 2029-10-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      410000 | PA      | $391037.50    | 0.01%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     3148000 | PA      | $3266124.04   | 0.11%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                | 1261229 BC Ltd                                                                                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5396000 | PA      | $5287435.12   | 0.18%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1172271.08   | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                           | JP Morgan Madison Avenue Securities Trust Series 2015-1                                                                                              | CUSIP: 46645DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1791581 | PA      | $1849521.21   | 0.06%             | 2025-10-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    18694000 | PA      | $19763185.94  | 0.66%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     3047000 | PA      | $1065462.01   | 0.04%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3165000 | PA      | $2813324.63   | 0.09%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |     1321000 | PA      | $1259903.75   | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     1654000 | PA      | $1686868.60   | 0.06%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      889000 | PA      | $908224.72    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      340000 | PA      | $309772.56    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3591000 | PA      | $3452742.01   | 0.12%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     8273000 | PA      | $8505683.09   | 0.28%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     4460000 | PA      | $4239453.00   | 0.14%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      269000 | PA      | $247861.39    | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                      | Jaguar Land Rover Automotive PLC                                                                                                                     | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     4095000 | PA      | $4037670.57   | 0.14%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Consumer Loan Underlying Bond (CLUB) Certificate                              | Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-36                                                                              | CUSIP: 21055KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1924 | PA      | $1864.65      | 0.00%             | 2044-10-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2907000 | PA      | $2854002.08   | 0.10%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                        | Sable International Finance Ltd                                                                                                                      | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     2467000 | PA      | $2424021.33   | 0.08%             | 2032-10-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                                                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1416000 | PA      | $1474764.00   | 0.05%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      858000 | PA      | $870870.00    | 0.03%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac STACR Debt Notes 2015-HQA2                                                                                                               | CUSIP: 3137G0HM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6946390 | PA      | $7221137.54   | 0.24%             | 2028-05-25      | Floating      | 14.97%                | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                       | Titanium 2l Bondco Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |     1310400 | PA      | $443867.73    | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      671000 | PA      | $510798.75    | 0.02%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                             | INEOS Finance PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     4341000 | PA      | $4819912.04   | 0.16%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2761762.36   | 0.09%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc                                                          | AssuredPartners, Inc 2024 Term Loan                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5460000 | PA      | $5458580.40   | 0.18%             | 2031-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                      | Service Properties Trust                                                                                                                             | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     2265000 | PA      | $2202221.77   | 0.07%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1324000 | PA      | $1237971.92   | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAB2<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      431000 | PA      | $436208.73    | 0.01%             | 2026-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $2924860.08   | 0.10%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                            | Vivion Investments Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |       17043 | PA      | $18518.25     | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                         | Neptune BidCo US Inc. Dollar Term B Loan (First Lien)                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7698086 | PA      | $6774854.63   | 0.23%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      713000 | PA      | $709658.25    | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      322000 | PA      | $316401.19    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                          | Teva Pharmaceutical Finance Netherlands II BV                                                                                                        | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |     1768000 | PA      | $2010579.83   | 0.07%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2095000 | PA      | $1978004.35   | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $882213.35    | 0.03%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2610000 | PA      | $2568240.00   | 0.09%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      294000 | PA      | $295607.53    | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     2928000 | PA      | $2966046.23   | 0.10%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      931000 | PA      | $941611.71    | 0.03%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                               | Masterbrand Inc                                                                                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     3776000 | PA      | $3784582.96   | 0.13%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION T                                                      | AerCap Global Aviation Trust                                                                                                                         | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |     1371000 | PA      | $1372060.21   | 0.05%             | 2045-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                      | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                                                               | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      785000 | PA      | $764033.75    | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10549000 | PA      | $8865092.03   | 0.30%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $1064250.00   | 0.04%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                                             | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      137950 | PA      | $99490.22     | 0.00%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2736000 | PA      | $2687271.84   | 0.09%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                      | ROCKIES EXPRESS PIPELINE                                                                                                                             | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     2192000 | PA      | $2230668.61   | 0.07%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     8330000 | PA      | $7770431.75   | 0.26%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REVERSE REPO CONTRACT U S_____ THE BA                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -1095000 | PA      | $-1095000.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                         | Lottomatica Group Spa                                                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |     1181000 | PA      | $1349269.80   | 0.05%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                         | Belron UK Finance PLC                                                                                                                                | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     1128000 | PA      | $1127955.39   | 0.04%             | 2029-10-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      764000 | PA      | $739170.00    | 0.02%             | 2029-05-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1990996.85   | 0.07%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300024.45    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                     | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $184276.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2493000 | PA      | $2573662.41   | 0.09%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2011-GC5                                                                                                                | CUSIP: 36191YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7936509 | PA      | $6888884.26   | 0.23%             | 2044-08-10      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                         | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |      900404 | PA      | $208093.81    | 0.01%             | 2037-04-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     4536000 | PA      | $4132255.31   | 0.14%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                      | Empresas Publicas de Medellin ESP                                                                                                                    | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     5114000 | PA      | $4575904.92   | 0.15%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3572000 | PA      | $3910361.70   | 0.13%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                                | PHH Alternative Mortgage Trust Series 2007-1                                                                                                         | CUSIP: 69337BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303974 | PA      | $220164.42    | 0.01%             | 2037-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                   | Rad CLO 10 Ltd                                                                                                                                       | CUSIP: 48662MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3792710 | PA      | $3701142.60   | 0.12%             | 2034-04-23      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    17736000 | PA      | $8893247.73   | 0.30%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                                | Truist Insurance Holdings, LLC Term Loan (Second Lien )                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2915789 | PA      | $2904126.31   | 0.10%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                                            | K2016470260 SA LTD 25% PIK 31/12/2022 USD1'A1'                                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | ABS-O            | CORP              | ZA        |     3941905 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-26CB                                                                                                                     | CUSIP: 02147WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      704839 | PA      | $335325.20    | 0.01%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-3                                                                                                                        | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      276306 | PA      | $243562.08    | 0.01%             | 2047-05-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                           | Buckeye Partners LP                                                                                                                                  | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29247.38     | 0.00%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                              | AMC Networks Inc                                                                                                                                     | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     5114000 | PA      | $5287676.04   | 0.18%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2908000 | PA      | $2756471.30   | 0.09%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6105000 | PA      | $6176699.93   | 0.21%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G-1 PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       12389 | NS      | $253974.50    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Liberty Mutual Group Inc                                                      | Liberty Mutual Group Inc                                                                                                                             | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    12355000 | PA      | $13841149.10  | 0.46%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                      | Focus Financial Partners LLC                                                                                                                         | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      941000 | PA      | $946148.45    | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEOPHARMED GENTILI SPA                                                        | Neopharmed Gentili SPA                                                                                                                               | CUSIP: 000000000<br>LEI: 815600C8FD3DCB866E50 | Long             | DBT              | CORP              | IT        |     1890000 | PA      | $2205967.42   | 0.07%             | 2030-04-08      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9646000 | PA      | $9163819.22   | 0.31%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                            | Saavi Energia Sarl                                                                                                                                   | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1605000 | PA      | $1611685.42   | 0.05%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                              | ITT Holdings LLC                                                                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    10492000 | PA      | $9591647.91   | 0.32%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                           | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                                               | CUSIP: 949771AC3<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |     1175327 | PA      | $1221688.72   | 0.04%             | 2025-11-25      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 302ESCAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18493278 | PA      | $0.18         | 0.00%             | 2025-03-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                                      | Beacon Roofing Supply Inc                                                                                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     4745000 | PA      | $4757610.07   | 0.16%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     6106000 | PA      | $5829461.09   | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4499006.52   | 0.15%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      137305 | PA      | $51489.38     | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                             | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6639000 | PA      | $6418663.74   | 0.21%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHH Alternative Mortgage Trust                                                | PHH Alternative Mortgage Trust Series 2007-2                                                                                                         | CUSIP: 69337HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      164985 | PA      | $144546.67    | 0.00%             | 2037-05-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Operating Company, LLC                                            | Vistra Zero Operating Company, LLC Initial Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6107000 | PA      | $5924583.91   | 0.20%             | 2031-04-30      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                         | RealTruck Group, Inc. Second Amendment Incremental Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3551033 | PA      | $3371279.47   | 0.11%             | 2028-01-31      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                      | Virgolino de Oliveira Finance SA                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    13518480 | PA      | $1351.85      | 0.00%             | 2022-02-09      | Fixed         | 11.75%                | No            |                  3 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REVERSE REPO CONTRACT U S_____ BNY MELLO                                                                                                             | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |    -1762162 | PA      | $-1762162.50  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2393000 | PA      | $2102868.47   | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BBFI LIQUIDATING TRUST                                                        | BBFI Liquidating Trust                                                                                                                               | CUSIP: 07335VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2173974 | PA      | $0.02         | 0.00%             | 2099-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       47734 | PA      | $23222.59     | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     3375000 | PA      | $3359946.89   | 0.11%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                         | Rackspace Finance LLC                                                                                                                                | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11100960 | PA      | $4176531.61   | 0.14%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      332000 | PA      | $304543.04    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     2346000 | PA      | $2131893.55   | 0.07%             | 2032-03-19      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     1550000 | PA      | $1523693.68   | 0.05%             | 2028-06-03      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                          | Western Digital Corp                                                                                                                                 | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      552000 | PA      | $547950.30    | 0.02%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      559000 | PA      | $497791.88    | 0.02%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                                                             | Triumph Group Inc                                                                                                                                    | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     7505000 | PA      | $7880650.24   | 0.26%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                         | Guatemala Government Bond                                                                                                                            | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1520000 | PA      | $1512400.00   | 0.05%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                  | MPH Acquisition Holdings LLC Exchange First Out Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      666556 | PA      | $656557.66    | 0.02%             | 2030-12-31      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     1508000 | PA      | $1401064.39   | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1106810.78   | 0.04%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                            | Bausch + Lomb Corp                                                                                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    11521000 | PA      | $12015865.08  | 0.40%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO                                                      | Great Canadian Gaming Corp                                                                                                                           | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     2882000 | PA      | $2861580.51   | 0.10%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                        | Gran Tierra Energy Inc                                                                                                                               | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2425750.00   | 0.08%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                       | VZ Secured Financing BV                                                                                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     5961000 | PA      | $5213956.57   | 0.17%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     3914000 | PA      | $3238195.33   | 0.11%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac STACR Debt Notes 2016-DNA4                                                                                                               | CUSIP: 3137G0LK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1799022 | PA      | $1947441.67   | 0.07%             | 2029-03-25      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                              | Lenovo Group Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     2591000 | PA      | $2652600.51   | 0.09%             | 2028-01-27      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     4671000 | PA      | $4187551.50   | 0.14%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1513755.00   | 0.05%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                        | Turkiye Government International Bonds                                                                                                               | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     3878000 | PA      | $3579394.00   | 0.12%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                        | Group 1 Automotive Inc                                                                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     4361000 | PA      | $4143709.25   | 0.14%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                           | Boels Topholding BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     2472000 | PA      | $2885309.38   | 0.10%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     1862000 | PA      | $1877033.86   | 0.06%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     5268000 | PA      | $4944228.93   | 0.17%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      283000 | PA      | $289824.74    | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                            | CT Investment GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |     1681000 | PA      | $1956689.64   | 0.07%             | 2030-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4646221.54   | 0.16%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                                                 | REVERSE REPO CONTRACT U S_____ JEFFER                                                                                                                | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |     -937750 | PA      | $-937750.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     2791893 | PA      | $2602144.78   | 0.09%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2523000 | PA      | $2445057.62   | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                                         | Indika Energy Tbk PT                                                                                                                                 | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |     1398000 | PA      | $1302768.24   | 0.04%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                                                       | Panama Notas del Tesoro                                                                                                                              | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1503000 | PA      | $1483130.19   | 0.05%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      450000 | PA      | $389542.86    | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2864836 | PA      | $3087504.68   | 0.10%             | 2028-09-25      | Floating      | 16.72%                | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                           | Cosan Luxembourg SA                                                                                                                                  | CUSIP: 22113AAB1<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |     1827000 | PA      | $1783060.65   | 0.06%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                               | Veritas US Inc. Dollar Term Loan B                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1386507 | PA      | $1356460.94   | 0.05%             | 2029-12-09      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1251734 | PA      | $1248393.50   | 0.04%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     3985000 | PA      | $2480662.50   | 0.08%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                    | Akbank TAS                                                                                                                                           | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1051000 | PA      | $1051987.94   | 0.04%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     6509000 | PA      | $5587195.42   | 0.19%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     2486541 | PA      | $1440556.77   | 0.05%             | 2030-01-15      | Fixed         | 12.75%                | 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        |     4380000 | PA      | $4244384.99   | 0.14%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                                      | Continuum Green Energy India Pvt / Co-Issuers                                                                                                        | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1217654 | PA      | $1219540.86   | 0.04%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229AW6<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1323321.52   | 0.04%             | 2026-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA A      SHARES                                         | K201640219 SOUTH AFRICA A      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    64873855 | NS      | $64.87        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     3875000 | PA      | $3625331.89   | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                 | Telecomunicaciones Digitales SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |      219000 | PA      | $198468.75    | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                      | Kingston Airport Revenue Finance Ltd                                                                                                                 | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     1545000 | PA      | $1521438.75   | 0.05%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3788000 | PA      | $3878888.63   | 0.13%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1939000 | PA      | $1832278.35   | 0.06%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     1030000 | PA      | $984428.27    | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     4715000 | PA      | $4702719.92   | 0.16%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                                                                                            | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     2280000 | PA      | $2378818.00   | 0.08%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                          | Bidvest Group UK PLC/The                                                                                                                             | CUSIP: 88332EAA1<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |      666000 | PA      | $649769.58    | 0.02%             | 2026-09-23      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                       | Frontier Communications Holdings LLC                                                                                                                 | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2925000 | PA      | $3102444.01   | 0.10%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Polaris Newco, LLC                                                            | Polaris Newco, LLC Dollar Term Loan (First Lien)                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7723464 | PA      | $7436228.74   | 0.25%             | 2028-06-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                                        | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1200000 | PA      | $1456043.52   | 0.05%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     3171000 | PA      | $2674155.92   | 0.09%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                       | US Acute Care Solutions LLC                                                                                                                          | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      218000 | PA      | $221040.54    | 0.01%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1839031.91   | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     6311000 | PA      | $6455402.05   | 0.22%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2811000 | PA      | $2373891.07   | 0.08%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Tire Distributors, Inc.                                              | American Tire Distributors, Inc. Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |     4991610 | PA      | $1497483.00   | 0.05%             | 2028-10-20      | Floating      | 14.75%                | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2007-A5                                                                                                       | CUSIP: 76114HAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      212703 | PA      | $107596.57    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     3557000 | PA      | $3595121.90   | 0.12%             | 2028-02-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBE9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1066000 | PA      | $821323.43    | 0.03%             | 2028-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                                      | TECHEM VERWALTUNGSGESELL /EUR/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     3382000 | PA      | $3927081.10   | 0.13%             | 2029-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                        | Trinity Industries Inc                                                                                                                               | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     3072000 | PA      | $3166560.31   | 0.11%             | 2028-07-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                        | EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                                                                                               | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | NUSS              | ZA        |      229567 | PA      | $0.00         | 0.00%             | 2025-06-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4460000 | PA      | $2063186.46   | 0.07%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac STACR Debt Notes 2015-DNA2                                                                                                               | CUSIP: 3137G0FZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12068100 | PA      | $12153961.31  | 0.41%             | 2027-12-25      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                       | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $92722.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     2189000 | PA      | $2045505.91   | 0.07%             | 2035-06-15      | Fixed         | 8.38%                 | 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        |     7607000 | PA      | $6381642.61   | 0.21%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     3349000 | PA      | $3337875.66   | 0.11%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                       | Alcoa Nederland Holding BV                                                                                                                           | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      675000 | PA      | $628880.81    | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                                       | Studio City Finance Ltd                                                                                                                              | CUSIP: 86389QAE2<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      671000 | PA      | $669322.50    | 0.02%             | 2025-07-15      | Fixed         | 6.00%                 | 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        |     5650000 | PA      | $5431907.12   | 0.18%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                      | Wyndham Hotels & Resorts Inc                                                                                                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     1994000 | PA      | $1915995.44   | 0.06%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     1167000 | PA      | $1132252.43   | 0.04%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |           1 | NC      | $52486.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO IIA CREDIT BACKED LOANS LTD CLASS B VARIABLE REGD P/P                     | CCO IIA CREDIT BACKED LOANS LTD CLASS B VARIABLE REGD P/P                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      541780 | PA      | $535278.71    | 0.02%             | 2036-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-24CB                                                                                                                     | CUSIP: 02146TAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      347608 | PA      | $171541.28    | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                      | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5631000 | PA      | $5434716.85   | 0.18%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REVERSE REPO CONTRACT U S_____________ BONYM_                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -300000 | PA      | $-300000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRUST                                              | WFRBS Commercial Mortgage Trust 2014-C20                                                                                                             | CUSIP: 92890FAC0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     2693302 | PA      | $271484.81    | 0.01%             | 2047-05-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                 | JSW Steel Ltd                                                                                                                                        | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |     2171000 | PA      | $1930670.30   | 0.06%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                     | Boxer Parent Company Inc. 2031 Replacement Dollar Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8450874 | PA      | $8272222.54   | 0.28%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                           | Altice Financing SA                                                                                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     7503000 | PA      | $5517099.13   | 0.18%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1405000 | PA      | $1227814.03   | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                                       | EnerSys                                                                                                                                              | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4898373.35   | 0.16%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      993000 | PA      | $847965.84    | 0.03%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                       | Kodiak Gas Services LLC                                                                                                                              | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     6018000 | PA      | $6115761.99   | 0.20%             | 2029-02-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     2616000 | PA      | $2578408.08   | 0.09%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                      | Telecommunications co Telekom Srbija AD Belgrade                                                                                                     | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      623000 | PA      | $616421.12    | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10429000 | PA      | $6502078.11   | 0.22%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    10614000 | PA      | $9763580.21   | 0.33%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                                  | Pagaya AI Debt Grantor Trust 2024-S1                                                                                                                 | CUSIP: 694963AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5048968 | PA      | $5131013.76   | 0.17%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                       | Natura &Co Luxembourg Holdings Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |     2316000 | PA      | $2115751.21   | 0.07%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REVERSE RC BNYMEL 4.500% 10/02/26                                                                                                                    | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -794000 | PA      | $-794000.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC                                                                  | Cars.com Inc                                                                                                                                         | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     4403000 | PA      | $4327814.50   | 0.14%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                       | ILFC E-Capital Trust II                                                                                                                              | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     1500000 | PA      | $1251885.47   | 0.04%             | 2065-12-21      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                        | BCP V MODULAR SERVICES /EUR/ REGD 144A P/P                                                                                                           | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |     5428000 | PA      | $5532654.18   | 0.18%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |           1 | NC      | $-25587.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     8652000 | PA      | $7234843.67   | 0.24%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                      | IPD 3 BV /EUR/ REGD 144A P/P                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2533000 | PA      | $2870946.77   | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                         | Nabors Industries Ltd                                                                                                                                | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     3831000 | PA      | $3046615.24   | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                      | Vistra Operations Co LLC                                                                                                                             | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     1177000 | PA      | $1132307.71   | 0.04%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      705000 | PA      | $619644.16    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                                                                                       | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5818000 | PA      | $5639968.15   | 0.19%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                        | FMG Resources August 2006 Pty Ltd                                                                                                                    | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     5645000 | PA      | $5565088.76   | 0.19%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                               | ENGINEERING SPA /EUR/ REGD 144A P/P                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      770000 | PA      | $899042.73    | 0.03%             | 2030-01-27      | Fixed         | 8.62%                 | 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        |     1534000 | PA      | $1562221.78   | 0.05%             | 2032-01-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-547921.90   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-4                                                                                                                        | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1180174 | PA      | $1010287.38   | 0.03%             | 2047-06-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                | ANGI Group LLC                                                                                                                                       | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8847000 | PA      | $8086613.53   | 0.27%             | 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        |    16477000 | PA      | $15493168.88  | 0.52%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                  | US Foods Inc                                                                                                                                         | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     1278000 | PA      | $1253810.49   | 0.04%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                  | Navient Corp                                                                                                                                         | CUSIP: 78442FAZ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1571264.97   | 0.05%             | 2033-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1522000 | PA      | $1517068.46   | 0.05%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Inizio Group Limited                                                          | Inizio Group Limited Initial Dollar Term Loan (First Lien)                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     4669000 | PA      | $4517257.50   | 0.15%             | 2028-08-19      | Floating      | 8.65%                 | No            |                  3 | On Loan: No      |
| APCOA GROUP GMBH                                                              | APCOA GROUP GMBH /EUR/ REGD 144A P/P                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     3023000 | PA      | $3432872.32   | 0.11%             | 2031-03-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                                          | CURO GROUP HLDGS LLC                                                                                                                                 | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      610655 | NS      | $2747947.50   | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW GOLD INC                                                                  | New Gold Inc                                                                                                                                         | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |     2192000 | PA      | $2240227.42   | 0.07%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | United Airlines Inc                                                                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $1773635.68   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                          | Colombia Government International Bond                                                                                                               | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3612000 | PA      | $3666180.00   | 0.12%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                            | Iceland Bondco PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      430000 | PA      | $606373.66    | 0.02%             | 2027-12-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                      | Almaviva-The Italian Innovation Co SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     4266000 | PA      | $4927084.66   | 0.16%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | Las Vegas Sands Corp                                                                                                                                 | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     3398000 | PA      | $3396626.94   | 0.11%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                       | Natura &Co Luxembourg Holdings Sarl                                                                                                                  | CUSIP: 63883KAB1<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |      548000 | PA      | $500618.16    | 0.02%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2251000 | PA      | $2204584.38   | 0.07%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                                      | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1044000 | PA      | $1049337.58   | 0.04%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                                                                                       | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     1858000 | PA      | $1877740.12   | 0.06%             | 2054-12-15      | Fixed         | 6.95%                 | 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        |    56885000 | PA      | $8004476.83   | 0.27%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure, LLC                                               | Third Coast Infrastructure, LLC Initial Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6182119 | PA      | $6027565.78   | 0.20%             | 2030-09-25      | Floating      | 8.57%                 | No            |                  3 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2363000 | PA      | $2268952.60   | 0.08%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REVERSE REPO CONTRACT U S___ THE BA                                                                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -2527500 | PA      | $-2527500.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     7031000 | PA      | $7171418.35   | 0.24%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Orbit Private Holdings I Ltd                                                  | Orbit Private Holdings I Ltd 2024 Refinancing Term Loan (First Lien)                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      870874 | PA      | $867607.96    | 0.03%             | 2028-12-11      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                      | ASP Unifrax Holdings Inc                                                                                                                             | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     7937095 | PA      | $3180220.54   | 0.11%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     3000000 | PA      | $2907958.47   | 0.10%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     6251000 | PA      | $5625274.90   | 0.19%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                       | Acu Petroleo Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1268634 | PA      | $1264193.78   | 0.04%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US ULTRA BOND CBT JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         140 | NC      | $-66437.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     5716000 | PA      | $4907557.48   | 0.16%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2005-QS14 Trust                                                                                                                          | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      597770 | PA      | $521642.11    | 0.02%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6117000 | PA      | $6215513.61   | 0.21%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                               | Madison IAQ LLC                                                                                                                                      | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1157888.22   | 0.04%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials, Inc.                                           | Foundation Building Materials, Inc. Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7400000 | PA      | $6857358.00   | 0.23%             | 2031-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                         | Encompass Health Corp                                                                                                                                | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      685000 | PA      | $673605.68    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                       | Fideicomiso PA Pacifico Tres                                                                                                                         | CUSIP: 31574EAB6<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        | 60383852018 | PA      | $12968273.09  | 0.43%             | 2035-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $220495.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1556587.96   | 0.05%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      701000 | PA      | $677363.34    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    10094000 | PA      | $9507968.10   | 0.32%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                                      | Magnetation LLC / Mag Finance Corp                                                                                                                   | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16121000 | PA      | $0.16         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| NEWMARK GROUP INC                                                             | Newmark Group Inc                                                                                                                                    | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     8230000 | PA      | $8610376.53   | 0.29%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     7963000 | PA      | $7930909.91   | 0.27%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | ADANI ELECTRICITY MUMBAI REGD REG S                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      357000 | PA      | $291847.50    | 0.01%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2005-QA10 Trust                                                                                                                          | CUSIP: 761118GD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075391 | PA      | $719510.71    | 0.02%             | 2035-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     8724000 | PA      | $7168533.92   | 0.24%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      967000 | PA      | $802319.90    | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     7586000 | PA      | $4732906.39   | 0.16%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                             | NFE Financing LLC                                                                                                                                    | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    21139357 | PA      | $14553105.16  | 0.49%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     4804000 | PA      | $4696462.27   | 0.16%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                        | SierraCol Energy Andina LLC                                                                                                                          | CUSIP: 82653LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      971000 | PA      | $892349.00    | 0.03%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     3918000 | PA      | $4099901.30   | 0.14%             | 2028-05-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PAYSAFE LTD                                                                   | PAYSAFE LTD /RESTRICTED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       46899 | NS      | $714271.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 4.000% 04/07/27                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -1897160 | PA      | $-1897160.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                       | Dealer Tire LLC / DT Issuer LLC                                                                                                                      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4369000 | PA      | $4249222.47   | 0.14%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                                   | Clover Holdings SPV III LLC Dollar Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      546832 | PA      | $533161.30    | 0.02%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| AZURE POWER ENERGY LTD                                                        | Azure Power Energy Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |     1620812 | PA      | $1517404.25   | 0.05%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2239000 | PA      | $1419749.90   | 0.05%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                                      | Baiterek National Managing Holding JSC                                                                                                               | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     1578000 | PA      | $1575633.00   | 0.05%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                               | Lehman XS Trust Series 2007-16N                                                                                                                      | CUSIP: 52525BAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      298312 | PA      | $261190.68    | 0.01%             | 2047-09-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Commscope, LLC                                                                | Commscope, LLC Initial Term Loan                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     7860894 | PA      | $7706112.77   | 0.26%             | 2029-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     6167000 | PA      | $5459453.12   | 0.18%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      732000 | PA      | $614678.73    | 0.02%             | 2048-03-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                                                | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6162000 | PA      | $6118375.20   | 0.20%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2505000 | PA      | $2459704.87   | 0.08%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                                       | CD&R Smokey Buyer Inc / Radio Systems Corp                                                                                                           | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2238000 | PA      | $1926064.90   | 0.06%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                  | UPL Corp Ltd                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      837000 | PA      | $770040.00    | 0.03%             | 2028-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                         | Genesis Energy LP / Genesis Energy Finance Corp                                                                                                      | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5793000 | PA      | $5770974.96   | 0.19%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                   | JetBlue Airways Corporation Initial Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4921270 | PA      | $4429143.00   | 0.15%             | 2029-07-27      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3262000 | PA      | $3572506.16   | 0.12%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                                              | Aris Mining Corp                                                                                                                                     | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |      532000 | PA      | $536809.84    | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11885000 | PA      | $10818225.10  | 0.36%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                            | Niagara Energy SAC                                                                                                                                   | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     1563000 | PA      | $1538085.78   | 0.05%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                      | Virgin Media Secured Finance PLC                                                                                                                     | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |     3049000 | PA      | $2732666.25   | 0.09%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LTR Intermediate Holdings, Inc.                                               | LTR Intermediate Holdings, Inc. Initial Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3147649 | PA      | $2971915.36   | 0.10%             | 2028-05-05      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1162000 | PA      | $1010962.24   | 0.03%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                | OPAL BIDCO                                                                                                                                           | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     1670000 | PA      | $1670115.28   | 0.06%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC                                                                  | PetSmart LLC Initial Term Loan                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5633157 | PA      | $5541618.48   | 0.19%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     3445000 | PA      | $2911495.79   | 0.10%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12053800 | PA      | $11839091.69  | 0.40%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REVERSE REPO CONTRACT U S BNY ME                                                                                                                     | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |    -2095605 | PA      | $-2095605.00  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1114000 | PA      | $1052384.66   | 0.04%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                      | Aston Martin Capital Holdings Ltd                                                                                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    10176000 | PA      | $8886848.86   | 0.30%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                      | Globo Comunicacao e Participacoes SA                                                                                                                 | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     1478000 | PA      | $1378693.18   | 0.05%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                        | Standard Chartered PLC                                                                                                                               | CUSIP: 853254AA8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     3500000 | PA      | $3265924.66   | 0.11%             | 2027-01-30      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                                | LSB Industries Inc                                                                                                                                   | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     5922000 | PA      | $5554962.85   | 0.19%             | 2028-10-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                       | Sotera Health Holdings LLC                                                                                                                           | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     4522000 | PA      | $4649763.59   | 0.16%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BK2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      330000 | PA      | $150860.99    | 0.01%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                      | Allison Transmission Inc                                                                                                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2739696.66   | 0.09%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2243000 | PA      | $2203242.49   | 0.07%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     2031000 | PA      | $1942143.75   | 0.06%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1110000 | PA      | $884880.90    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                        | Millennium Escrow Corp                                                                                                                               | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5653000 | PA      | $4103752.73   | 0.14%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                                | MONITRONICS INTERNATIONAL, INC                                                                                                                       | CUSIP: 609ESCAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6914000 | PA      | $0.07         | 0.00%             | 2025-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     2960000 | PA      | $1765390.56   | 0.06%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1300000 | PA      | $1219400.00   | 0.04%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Industries Holdings Ltd                                                       | Industries Holdings Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300L6O0HBD3F72080 | Long             | EC               | CORP              | US        |     5004988 | NS      | $5.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                                             | REVERSE RC THE BA 3.500% 04/26/27                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -2843212 | PA      | $-2843212.50  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| El Salvador Government International Bonds                                    | El Salvador Government International Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      238000 | PA      | $189924.00    | 0.01%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD COP                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $174678.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STUDIO CITY CO LTD                                                            | Studio City Co Ltd                                                                                                                                   | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |     1338000 | PA      | $1333317.00   | 0.04%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      414000 | PA      | $391008.53    | 0.01%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     4495000 | PA      | $4586894.75   | 0.15%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     2430000 | PA      | $2419256.12   | 0.08%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                                                                | ARD Finance SA                                                                                                                                       | CUSIP: 000000000<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |     6024051 | PA      | $238462.37    | 0.01%             | 2027-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                                         | Zorlu Enerji Elektrik Uretim AS                                                                                                                      | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |     1770000 | PA      | $1610926.56   | 0.05%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $3217712.93   | 0.11%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                              | Transnet SOC Ltd                                                                                                                                     | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     4870000 | PA      | $4897393.75   | 0.16%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                      | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3051000 | PA      | $2953471.83   | 0.10%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | Buckeye Partners LP                                                                                                                                  | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      840000 | PA      | $810842.68    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     3755000 | PA      | $3932282.71   | 0.13%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                            | HARBOUR ENERGY PLC                                                                                                                                   | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     3974000 | PA      | $3792467.20   | 0.13%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                                | US Radiology Specialists, Inc. TLB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4607490 | PA      | $4604633.02   | 0.15%             | 2027-12-15      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2929114.35   | 0.10%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $3025179.32   | 0.10%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                        | Mueller Water Products Inc                                                                                                                           | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      533000 | PA      | $499302.66    | 0.02%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                             | Owens & Minor Inc                                                                                                                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     4558000 | PA      | $3881507.47   | 0.13%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     2268000 | PA      | $2228888.79   | 0.07%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                                                                                          | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1256000 | PA      | $1639999.32   | 0.05%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      780949 | PA      | $517866.81    | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNYMEL 0.500% 03/01/27                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |    -1700000 | PA      | $-1700000.00  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                                              | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3292000 | PA      | $3191854.17   | 0.11%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2261725.37   | 0.08%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                 | JSW Steel Ltd                                                                                                                                        | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      813000 | PA      | $775650.78    | 0.03%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1346000 | PA      | $1316938.74   | 0.04%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                              | CFAMC III Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |      270000 | PA      | $262406.25    | 0.01%             | 2027-11-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3814000 | PA      | $3933012.90   | 0.13%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    12630000 | PA      | $11097391.81  | 0.37%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     5503000 | PA      | $5181100.25   | 0.17%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1299000 | PA      | $1484970.68   | 0.05%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1223000 | PA      | $1266599.95   | 0.04%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1602000 | PA      | $1507801.10   | 0.05%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2769000 | PA      | $2869149.66   | 0.10%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                      | Acadia Healthcare Co Inc                                                                                                                             | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     4574000 | PA      | $4579409.03   | 0.15%             | 2033-03-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                      | Lindblad Expeditions LLC                                                                                                                             | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1506959.29   | 0.05%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                           | Somnigroup International Inc                                                                                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      685000 | PA      | $636022.45    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     4115000 | PA      | $3315344.31   | 0.11%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                                                         | Foundation Building Materials Inc                                                                                                                    | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1048393.20   | 0.04%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                  | Virtusa Corp                                                                                                                                         | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     3521000 | PA      | $3350576.10   | 0.11%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                | EDGE FINCO PLC /GBP/ REGD 144A P/P                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1631000 | PA      | $2205338.70   | 0.07%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                                                      | Vertiv Group Corp                                                                                                                                    | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |      377000 | PA      | $363907.37    | 0.01%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     9865000 | PA      | $9251859.67   | 0.31%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd. (Delta Air Lines, Inc.)                                      | SkyMiles IP Ltd. (Delta Air Lines, Inc.) Initial Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      629288 | PA      | $633875.11    | 0.02%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS33AY8   CDX 2I65BRAD4 05.000 SP 06/20/2030 MSNYUS33XXX FIXED / Short: IS33AY8   CDX 2I65BRAD4 05.000 SP 06/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   166250000 | OU      | $6977699.25   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                       | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                              | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1314000 | PA      | $1314944.77   | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) | Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2024 Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4606850 | PA      | $4580959.50   | 0.15%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                                         | Neogen Food Safety Corp                                                                                                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3395000 | PA      | $3432389.81   | 0.11%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     4216000 | PA      | $3986439.10   | 0.13%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-13                                                                                                              | CUSIP: 17025JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      299738 | PA      | $104797.14    | 0.00%             | 2037-08-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      525000 | PA      | $479169.35    | 0.02%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                          | OneMain Finance Corp                                                                                                                                 | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      723000 | PA      | $725865.74    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                  | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                                | CUSIP: 94986KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      859899 | PA      | $753787.09    | 0.03%             | 2037-12-28      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     3394000 | PA      | $3052687.11   | 0.10%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WESCO INTERNATIONAL INC                                                       | WESCO International Inc                                                                                                                              | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      211900 | NS      | $5388617.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1484491 | PA      | $1138233.75   | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1712992 | PA      | $1850418.32   | 0.06%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                       | AS Mileage Plan IP Ltd. Term Loan B                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2407900 | PA      | $2394367.60   | 0.08%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                      | OCP SA                                                                                                                                               | CUSIP: 67091TAJ4<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      338000 | PA      | $334579.44    | 0.01%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      663000 | PA      | $747329.77    | 0.02%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                                           | Mclaren Finance PLC                                                                                                                                  | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |     9232000 | PA      | $9239563.13   | 0.31%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     3439000 | PA      | $3087790.03   | 0.10%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2239987.49   | 0.07%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                              | Ziggo Bond Co BV                                                                                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |     4106000 | PA      | $3633186.67   | 0.12%             | 2030-02-28      | Fixed         | 5.12%                 | 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        |     1046000 | PA      | $1064645.19   | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $3399740.53   | 0.11%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     1909677 | PA      | $1648972.35   | 0.06%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                          | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                                       | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28592.94     | 0.00%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      446000 | PA      | $444952.68    | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     8775000 | PA      | $7999365.47   | 0.27%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac STACR Debt Notes 2015-HQA1                                                                                                               | CUSIP: 3137G0GM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12431611 | PA      | $12483044.68  | 0.42%             | 2028-03-25      | Floating      | 13.27%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     4985000 | PA      | $4674987.64   | 0.16%             | 2033-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1214000 | PA      | $979584.43    | 0.03%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     3631000 | PA      | $3598635.30   | 0.12%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                          | Kallpa Generacion SA                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     1067000 | PA      | $1047260.50   | 0.04%             | 2027-08-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                                                                                                  | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     5606000 | PA      | $5706207.25   | 0.19%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     2171000 | PA      | $2218050.54   | 0.07%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |     1684000 | PA      | $1419780.40   | 0.05%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                      | Electricite de France SA                                                                                                                             | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1365000 | PA      | $1518829.96   | 0.05%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| F-BRASILE SPA/F-BRASILE                                                       | F-Brasile SpA / F-Brasile US LLC                                                                                                                     | CUSIP: 30191BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     5660000 | PA      | $5665329.06   | 0.19%             | 2026-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6508839.65   | 0.22%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    11405270 | PA      | $11054108.35  | 0.37%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                        | MGM China Holdings Ltd                                                                                                                               | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     8457000 | PA      | $8249803.50   | 0.28%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | GFL Environmental Inc                                                                                                                                | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      685000 | PA      | $653798.80    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     3059000 | PA      | $2986529.20   | 0.10%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                                                | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2149000 | PA      | $2134266.74   | 0.07%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5902000 | PA      | $5674223.35   | 0.19%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                      | Moss Creek Resources Holdings Inc                                                                                                                    | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |     3473000 | PA      | $3190917.28   | 0.11%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                      | Performance Food Group Inc                                                                                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      328000 | PA      | $310421.10    | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                 | LGI Homes Inc                                                                                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     2559000 | PA      | $2361785.85   | 0.08%             | 2032-11-15      | Fixed         | 7.00%                 | 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        |     2353000 | PA      | $2330061.24   | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     3090000 | PA      | $3044607.90   | 0.10%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9762900 | PA      | $10331131.04  | 0.35%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                         | Lehman Mortgage Trust 2007-1                                                                                                                         | CUSIP: 52521FAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2857422 | PA      | $402420.78    | 0.01%             | 2037-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      892000 | PA      | $1056166.78   | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5363000 | PA      | $4275329.97   | 0.14%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      651000 | PA      | $599457.77    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                              | AMC Networks Inc                                                                                                                                     | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     4017000 | PA      | $2956844.01   | 0.10%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1872000 | PA      | $1655990.89   | 0.06%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    14888000 | PA      | $12169417.26  | 0.41%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                       | Summer BC Holdco B SARL                                                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      541000 | PA      | $598081.69    | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                       | INEOS Quattro Finance 2 Plc                                                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     6160000 | PA      | $6667271.44   | 0.22%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                         | Ellucian Holdings Inc                                                                                                                                | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |     1627000 | PA      | $1630133.39   | 0.05%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2075000 | PA      | $2055074.36   | 0.07%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                      | Virgolino de Oliveira Finance SA                                                                                                                     | CUSIP: 92824BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4053657 | PA      | $405.37       | 0.00%             | 2018-01-28      | Fixed         | 10.50%                | No            |                  3 | On Loan: No      |
| Standard Chartered Bank                                                       | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-192392.74   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                     | Crown Subsea Communications Holding, Inc. 2024 Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6858175 | PA      | $6844458.65   | 0.23%             | 2031-01-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                         | Playtika Holding Corp                                                                                                                                | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     5315000 | PA      | $4699296.47   | 0.16%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                                                                                                    | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      986000 | PA      | $857878.10    | 0.03%             | 2030-12-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                         | BANIJAY ENTERTAINMENT /EUR/ REGD 144A P/P                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     2077000 | PA      | $2447147.60   | 0.08%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4978200 | PA      | $5027593.20   | 0.17%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7590102 | PA      | $0.08         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| Jefferies LLC                                                                 | REV RC JEFFER 1.750% 04/08/27                                                                                                                        | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |    -1269770 | PA      | $-1269770.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     4668000 | PA      | $4639352.39   | 0.16%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION / TITAN                                                       | Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC                                                                                          | CUSIP: 44805RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1345000 | PA      | $1364727.13   | 0.05%             | 2029-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2417000 | PA      | $2359230.07   | 0.08%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| VF CORP                                                                       | VF Corp                                                                                                                                              | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      339000 | PA      | $314565.48    | 0.01%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                                                                                             | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4854000 | PA      | $4927048.67   | 0.16%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                        | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6823000 | PA      | $6145541.67   | 0.21%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                    | Arcosa Inc                                                                                                                                           | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     1337000 | PA      | $1254831.01   | 0.04%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      702066 | PA      | $425803.03    | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1470000 | PA      | $1455790.77   | 0.05%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                             | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                               | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      187783 | PA      | $155168.61    | 0.01%             | 2037-03-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                | Dcli Bidco LLC                                                                                                                                       | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |     1697000 | PA      | $1581094.46   | 0.05%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SENEGAL                                                                       | REPUBLIC OF SENEGAL REGD REG S SER 7Y                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |     1775000 | PA      | $1384500.00   | 0.05%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                                        | ESC SOUTHEASTERN GROCE                                                                                                                               | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      508189 | NS      | $91474.02     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Milano Acquisition Corp.                                                      | Milano Acquisition Corp. Term Loan B                                                                                                                 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6673775 | PA      | $6193062.99   | 0.21%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $3623674.97   | 0.12%             | 2033-01-27      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                          | Gates Corp/DE                                                                                                                                        | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     1249000 | PA      | $1269255.61   | 0.04%             | 2029-05-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                        | Ardonagh Group Finance Ltd                                                                                                                           | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     4366000 | PA      | $4446514.85   | 0.15%             | 2032-02-15      | Fixed         | 8.88%                 | 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        |    23087000 | PA      | $21446541.67  | 0.72%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                            | Kontoor Brands Inc                                                                                                                                   | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |     3885000 | PA      | $3575280.88   | 0.12%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     2565023 | PA      | $2558177.72   | 0.09%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1968000 | PA      | $1800967.16   | 0.06%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     3847000 | PA      | $3446912.00   | 0.12%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2806000 | PA      | $2328138.20   | 0.08%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAK7<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |     1389000 | PA      | $1413683.32   | 0.05%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GTCR W DUT/W-2 MERGER SU                                                      | GTCR W DUT/W-2 MERGER SU /GBP/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      369000 | PA      | $527419.34    | 0.02%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                        | Match Group Holdings II LLC                                                                                                                          | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      685000 | PA      | $659182.19    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC                                                                  | Asurion, LLC New B-11 Term Loan                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     6105400 | PA      | $5907096.61   | 0.20%             | 2028-08-19      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     2643000 | PA      | $2607196.23   | 0.09%             | 2032-10-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5087375.45   | 0.17%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      496000 | PA      | $491627.35    | 0.02%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ERP IRON ORE LLC                                                              | ERP IRON ORE LLC                                                                                                                                     | CUSIP: 26886EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1354914 | PA      | $0.01         | 0.00%             | 2019-12-31      | Floating      | 9.03%                 | No            |                  3 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     5326000 | PA      | $4862682.47   | 0.16%             | 2028-03-09      | Fixed         | 2.75%                 | 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        |     1097000 | PA      | $1072084.14   | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |     1389000 | PA      | $1171065.90   | 0.04%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     1878000 | PA      | $1573705.41   | 0.05%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     3973000 | PA      | $3737045.48   | 0.12%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1018000 | PA      | $950403.79    | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1471000 | PA      | $1457797.14   | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2840000 | PA      | $3039006.70   | 0.10%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                           | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                                               | CUSIP: 949771AG4<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |      568932 | PA      | $594066.60    | 0.02%             | 2025-11-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    12224000 | PA      | $10468114.94  | 0.35%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                             | Trinidad & Tobago Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      558000 | PA      | $548932.50    | 0.02%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                                      | Ziggo BV                                                                                                                                             | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $828598.44    | 0.03%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     5861000 | PA      | $5705683.50   | 0.19%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     5889000 | PA      | $5127621.20   | 0.17%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                      | Project Alpha Intermediate Holding, Inc. Incremental 2nd Lien TL                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4500000 | PA      | $4303125.00   | 0.14%             | 2032-11-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| STENA INTERNATIONAL SA                                                        | Stena International SA                                                                                                                               | CUSIP: 85858EAD5<br>LEI: 213800A4LTGG4W55QP46 | Long             | DBT              | CORP              | LU        |      293000 | PA      | $291174.55    | 0.01%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Operations Co LLC                                                                                                                             | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297451.81    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05675M2D5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      468000 | PA      | $431730.00    | 0.01%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     5020000 | PA      | $4993343.80   | 0.17%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINThrive Software Intermediate Holdings, Inc.                                | FINThrive Software Intermediate Holdings, Inc. Tranche C Term Loan                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      281000 | PA      | $237445.00    | 0.01%             | 2028-12-15      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                      | Volcan Cia Minera SAA                                                                                                                                | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     2483000 | PA      | $2337899.69   | 0.08%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1487000 | PA      | $1415583.88   | 0.05%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                          | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4763000 | PA      | $4776777.93   | 0.16%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                                       | Biocon Biologics Global PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     3255000 | PA      | $2928004.36   | 0.10%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                     | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $13272.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2200000 | PA      | $2257051.70   | 0.08%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     9369000 | PA      | $8902593.10   | 0.30%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     8199000 | PA      | $8634429.21   | 0.29%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8402822 | PA      | $9150946.99   | 0.31%             | 2029-04-25      | Floating      | 13.72%                | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     2554000 | PA      | $2244602.92   | 0.08%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                                       | EFESTO BIDCO SPA/US LLC                                                                                                                              | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     6093000 | PA      | $6037781.33   | 0.20%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                                                       | Garrett Motion Holdings Inc / Garrett LX I Sarl                                                                                                      | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6597000 | PA      | $6580798.49   | 0.22%             | 2032-05-06      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                   | Opal US LLC USD Term Loan                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3150000 | PA      | $3120484.50   | 0.10%             | 2032-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CEMEX SAB DE CV                                                               | Cemex SAB de CV                                                                                                                                      | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     1885000 | PA      | $1852012.50   | 0.06%             | 2026-06-08      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4331000 | PA      | $3514325.63   | 0.12%             | 2028-06-01      | Fixed         | 4.88%                 | 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        |     1748000 | PA      | $1770724.00   | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     3943000 | PA      | $3888783.75   | 0.13%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                       | Royal Caribbean Cruises Ltd                                                                                                                          | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     6220000 | PA      | $6211577.56   | 0.21%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     4036000 | PA      | $3998200.20   | 0.13%             | 2033-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                       | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5614000 | PA      | $5174704.50   | 0.17%             | 2031-08-12      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     3251000 | PA      | $3162848.61   | 0.11%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2956000 | PA      | $2838351.20   | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      820000 | PA      | $798047.71    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1740000 | PA      | $1608081.03   | 0.05%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      697000 | PA      | $679599.90    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $6528817.29   | 0.22%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                             | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      297724 | PA      | $267710.22    | 0.01%             | 2047-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                            | Murphy Oil USA Inc                                                                                                                                   | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      685000 | PA      | $616940.65    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                                             | Cometa Energia SA de CV                                                                                                                              | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |     1539498 | PA      | $1527028.07   | 0.05%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                      | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                                  | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7442000 | PA      | $7346493.32   | 0.25%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 5YR NOTE (CBT) JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1764 | NC      | $4526446.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B Loan (First Lien)                                                                                                               | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     4308533 | PA      | $3878455.36   | 0.13%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                       | SBA Communications Corp                                                                                                                              | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |     1408000 | PA      | $1304180.78   | 0.04%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      752000 | PA      | $831885.08    | 0.03%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                                              | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4530000 | PA      | $4268078.98   | 0.14%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3699000 | PA      | $2983243.50   | 0.10%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       63917 | PA      | $31095.62     | 0.00%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                       | Titan International Inc                                                                                                                              | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     6965000 | PA      | $6817246.44   | 0.23%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                      | CT Trust                                                                                                                                             | CUSIP: 000000000<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1688000 | PA      | $1522913.60   | 0.05%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                          | Fortrea Holdings Inc                                                                                                                                 | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     1476000 | PA      | $1282644.28   | 0.04%             | 2030-06-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                                        | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1250000 | PA      | $1499485.25   | 0.05%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                          | Cleveland-Cliffs Inc                                                                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    10969000 | PA      | $10626726.94  | 0.36%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                     | ACProducts Holdings, Inc. Initial Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5113513 | PA      | $3420377.76   | 0.11%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| VIRGOLINO DE OLIVEIRA FI                                                      | Virgolino de Oliveira Finance SA                                                                                                                     | CUSIP: 92824DAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2500000 | PA      | $250.00       | 0.00%             | 2020-01-13      | Fixed         | 10.87%                | No            |                  3 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | Miller Homes Group Finco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $3764715.40   | 0.13%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     3046000 | PA      | $3000681.67   | 0.10%             | 2032-07-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1735000 | PA      | $1840955.82   | 0.06%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2442000 | PA      | $2342893.43   | 0.08%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3497000 | PA      | $3433362.33   | 0.11%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                                               | Thor Industries Inc                                                                                                                                  | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     2054000 | PA      | $1847250.21   | 0.06%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1900000 | PA      | $2262993.84   | 0.08%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1218094.53   | 0.04%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     6145000 | PA      | $6406162.50   | 0.21%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                      | Medco Maple Tree Pte Ltd                                                                                                                             | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     1436000 | PA      | $1465624.68   | 0.05%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                          | Excelerate Energy LP                                                                                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     3254000 | PA      | $3303013.21   | 0.11%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5201000 | PA      | $4911472.19   | 0.16%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                         | Hightower Holding LLC                                                                                                                                | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     5609000 | PA      | $5737148.09   | 0.19%             | 2030-07-23      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1379855.95   | 0.05%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                      | Lloyds Banking Group PLC                                                                                                                             | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4748000 | PA      | $4739729.08   | 0.16%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     3277000 | PA      | $3096765.00   | 0.10%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       17933 | NS      | $412459.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     7452000 | PA      | $5046096.91   | 0.17%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                               | ChaseFlex Trust Series 2007-1                                                                                                                        | CUSIP: 16165VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      466623 | PA      | $158819.85    | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1969000 | PA      | $1521658.46   | 0.05%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1539000 | PA      | $1419842.62   | 0.05%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Textron Financial Corp                                                        | Textron Financial Corp                                                                                                                               | CUSIP: 883199AR2<br>LEI: 4E8B2CNXPE5P5AY03O18 | Long             | DBT              | CORP              | US        |      125000 | PA      | $113091.32    | 0.00%             | 2042-02-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2333000 | PA      | $2140527.50   | 0.07%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                                        | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1264887.79   | 0.04%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                                                      | Five Point Operating Co LP / Five Point Capital Corp                                                                                                 | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              |  | US        |     3984677 | PA      | $4055590.10   | 0.14%             | 2028-01-15      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1323000 | PA      | $1221244.13   | 0.04%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                             | Nexstar Media Inc                                                                                                                                    | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1248000 | PA      | $1174690.58   | 0.04%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6655000 | PA      | $6195409.69   | 0.21%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1395307.72   | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     2442000 | PA      | $2324637.48   | 0.08%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                      | Altice France Holding SA                                                                                                                             | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     1308000 | PA      | $403553.26    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1644000 | PA      | $1520700.00   | 0.05%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     3533000 | PA      | $3556256.47   | 0.12%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                          | RLJ Lodging Trust LP                                                                                                                                 | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     1492000 | PA      | $1347512.50   | 0.05%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                | Trust Fibra Uno                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     3999000 | PA      | $3713071.50   | 0.12%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      328000 | PA      | $317839.76    | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    18628000 | PA      | $17324262.23  | 0.58%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                      | Snap Inc                                                                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     5488000 | PA      | $5479151.81   | 0.18%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                             | Nexa Resources SA                                                                                                                                    | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     2633000 | PA      | $2688221.67   | 0.09%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                          | BCP V Modular Services Finance II PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      538000 | PA      | $587749.78    | 0.02%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     7228503 | PA      | $7658527.51   | 0.26%             | 2030-06-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3580000 | PA      | $4528589.54   | 0.15%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    10068000 | PA      | $9369596.13   | 0.31%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     9720000 | PA      | $8643510.00   | 0.29%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP                                                            | MPT OPER PARTNERSP/FINL /EUR/ REGD 144A P/P                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |      385000 | PA      | $442124.58    | 0.01%             | 2032-01-29      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3729602.05   | 0.12%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                         | Freeport Indonesia PT                                                                                                                                | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      696000 | PA      | $693473.52    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | 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        |     3586258 | PA      | $3564019.16   | 0.12%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    13090000 | PA      | $13350432.75  | 0.45%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                             | Imola Merger Corp                                                                                                                                    | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      868000 | PA      | $830476.49    | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                | Transocean Inc                                                                                                                                       | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     3253600 | PA      | $3175072.96   | 0.11%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                   | Ivory Coast Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     1558179 | PA      | $1421838.60   | 0.05%             | 2032-12-31      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                      | Raven Acquisition Holdings LLC                                                                                                                       | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4706000 | PA      | $4601039.49   | 0.15%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2674522.31   | 0.09%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)           | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) Initial Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4254836 | PA      | $3269118.34   | 0.11%             | 2029-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                      | Allison Transmission Inc                                                                                                                             | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      279000 | PA      | $278548.39    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                      | Hess Midstream Operations LP                                                                                                                         | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2143000 | PA      | $2011201.88   | 0.07%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                       | Howard Midstream Energy Partners LLC                                                                                                                 | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2565000 | PA      | $2668513.50   | 0.09%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |           1 | NC      | $14847.75     | 0.00%             |  |  |  | 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        |     2542000 | PA      | $2298097.46   | 0.08%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US LONG BOND(CBT) JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -168 | NC      | $122468.78    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                                                                                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     3237143 | PA      | $3476528.59   | 0.12%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3924000 | PA      | $3641327.83   | 0.12%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                       | India Clean Energy Holdings                                                                                                                          | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |     2606000 | PA      | $2435307.00   | 0.08%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5208000 | PA      | $4681771.65   | 0.16%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                          | Aramark Services Inc                                                                                                                                 | CUSIP: 038522AQ1<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |     3832000 | PA      | $3771748.05   | 0.13%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                        | MGM China Holdings Ltd                                                                                                                               | CUSIP: 55300RAE1<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      437000 | PA      | $436235.25    | 0.01%             | 2025-06-18      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                               | ZF Finance GmbH                                                                                                                                      | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $104409.55    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CCO IIA CREDIT BACKED LOANS LTD CLASS A VARIABLE REGD P/P                     | CCO IIA CREDIT BACKED LOANS LTD CLASS A VARIABLE REGD P/P                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |     1516976 | PA      | $1504081.94   | 0.05%             | 2036-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     5072000 | PA      | $5204336.04   | 0.17%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                       | TransMontaigne Partners LLC                                                                                                                          | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2203000 | PA      | $2216954.02   | 0.07%             | 2030-05-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     7844000 | PA      | $6722972.94   | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1180343.56   | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296388.41    | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     1642000 | PA      | $1619424.82   | 0.05%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                              | CFAMC III Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |     1151000 | PA      | $1138051.25   | 0.04%             | 2027-04-27      | Fixed         | 4.75%                 | 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        |     7413000 | PA      | $6894305.72   | 0.23%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXIDE COMMON STOCK                                                            | EXIDE COMMON STOCK                                                                                                                                   | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | US        |        4045 | NS      | $861585.00    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                                      | Merlin Entertainments Group US Holdings Inc                                                                                                          | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1659097.86   | 0.06%             | 2031-01-19      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc.                                                       | Lumen Technologies Inc. Term B-1 Loan                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1333222 | PA      | $1272400.01   | 0.04%             | 2029-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      471227 | PA      | $532109.13    | 0.02%             | 2027-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                                                      | Radiate Holdco LLC / Radiate Finance Inc                                                                                                             | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5030000 | PA      | $4348258.15   | 0.15%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      367000 | PA      | $340752.88    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      810000 | PA      | $724143.52    | 0.02%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CROSSGATES INC                                                                | CROSSGATES SENIOR LOAN REGD                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7535775 | PA      | $7400884.99   | 0.25%             | 2025-07-25      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1139000 | PA      | $975405.43    | 0.03%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                           | CIRSA FINANCE INTER /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1375000 | PA      | $1620795.09   | 0.05%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12011000 | PA      | $11329645.52  | 0.38%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                                       | Aris Water Holdings LLC                                                                                                                              | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     4256000 | PA      | $4226725.96   | 0.14%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5423000 | PA      | $5162068.23   | 0.17%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      187650 | PA      | $70368.75     | 0.00%             | 2034-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                        | FMG Resources August 2006 Pty Ltd                                                                                                                    | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2160000 | PA      | $2094119.03   | 0.07%             | 2027-09-15      | Fixed         | 4.50%                 | 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        |     5739000 | PA      | $5066038.32   | 0.17%             | 2029-01-15      | Fixed         | 8.38%                 | 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        |      743000 | PA      | $752985.92    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                      | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                             | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $726392.69    | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                               | ENGINEERING SPA /EUR/ REGD V/R 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     1418000 | PA      | $1600738.72   | 0.05%             | 2030-01-31      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                  | Embecta Corp                                                                                                                                         | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     6541000 | PA      | $5887112.84   | 0.20%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      763000 | PA      | $676393.98    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | 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        |     5119000 | PA      | $5165208.09   | 0.17%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1372000 | PA      | $1398808.41   | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                      | Turk Telekomunikasyon AS                                                                                                                             | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     1509000 | PA      | $1511923.69   | 0.05%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     3599000 | PA      | $3455040.00   | 0.12%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                      | Lima Metro Line 2 Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |     1553065 | PA      | $1433416.85   | 0.05%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2121000 | PA      | $1903221.47   | 0.06%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1502000 | PA      | $1533711.53   | 0.05%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                  | ADT Security Corp/The                                                                                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2387169.58   | 0.08%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HLDGS INC                                                         | ASP UNIFRAX HLDGS INC                                                                                                                                | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    11768551 | PA      | $10533961.98  | 0.35%             | 2029-09-30      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     7458000 | PA      | $6095951.13   | 0.20%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                         | Element Solutions Inc                                                                                                                                | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     8518000 | PA      | $8064422.21   | 0.27%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7200000 | PA      | $7671143.02   | 0.26%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      685000 | PA      | $690401.65    | 0.02%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                           | Senegal Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1709000 | PA      | $1621434.02   | 0.05%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF HOLDING CO LLC                                                                                                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4065889.63   | 0.14%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                           | CSN Inova Ventures                                                                                                                                   | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |    10378000 | PA      | $9667107.00   | 0.32%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-24CB                                                                                                                     | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1818100 | PA      | $897214.00    | 0.03%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNY ME 1.000% 02/10/27                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -194925 | PA      | $-194925.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                      | Altice France Holding SA                                                                                                                             | CUSIP: 000000000<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     1210000 | PA      | $413458.72    | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                        | DIRECTV Financing, LLC 2025 Incremental Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1940000 | PA      | $1793413.60   | 0.06%             | 2031-02-17      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                         | Emergent BioSolutions Inc                                                                                                                            | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     7811000 | PA      | $5029802.14   | 0.17%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     9773550 | PA      | $6480938.15   | 0.22%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                                                      | Matthews International Corp                                                                                                                          | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |     1494000 | PA      | $1548480.31   | 0.05%             | 2027-10-01      | Fixed         | 8.62%                 | 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        |     3132000 | PA      | $3033342.94   | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      297000 | PA      | $348057.29    | 0.01%             | 2029-04-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                          | Amentum Holdings Inc                                                                                                                                 | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     7394000 | PA      | $7522511.20   | 0.25%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6580000 | PA      | $4446260.17   | 0.15%             | 2028-07-01      | Fixed         | 7.38%                 | 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      | $-284678.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      318000 | PA      | $277011.54    | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5360000 | PA      | $5133575.27   | 0.17%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIRACILIK VE MALT SANAYII A                                      | ANADOLU EFES BIR REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     1008000 | PA      | $888935.04    | 0.03%             | 2028-06-29      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                             | Levi Strauss & Co                                                                                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      858000 | PA      | $751785.71    | 0.03%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                         | Gray Television, Inc. Term D Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8237621 | PA      | $7588084.97   | 0.25%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                               | Murphy Oil Corp                                                                                                                                      | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     2693000 | PA      | $2452864.62   | 0.08%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                      | Tengizchevroil Finance Co International Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     5264000 | PA      | $4596130.00   | 0.15%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                           | Limak Yenilenebilir Enerji AS                                                                                                                        | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      706000 | PA      | $678642.50    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |     2637173 | PA      | $937668.14    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac STACR Debt Notes 2015-DNA3                                                                                                               | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7427185 | PA      | $7649224.65   | 0.26%             | 2028-04-25      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                              | MDC Holdings Inc                                                                                                                                     | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     9963000 | PA      | $9208541.76   | 0.31%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                 | ModivCare Inc                                                                                                                                        | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |       97000 | PA      | $4086.44      | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                       | Penske Automotive Group Inc                                                                                                                          | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      521000 | PA      | $482743.77    | 0.02%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     1792000 | PA      | $1717698.04   | 0.06%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     6477000 | PA      | $6872548.04   | 0.23%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4938000 | PA      | $4495359.75   | 0.15%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1341000 | PA      | $879193.13    | 0.03%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     4139000 | PA      | $4246462.06   | 0.14%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                      | Windstream Services LLC / Windstream Escrow Finance Corp                                                                                             | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4218000 | PA      | $4324891.12   | 0.14%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                      | Brandywine Operating Partnership LP                                                                                                                  | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      939000 | PA      | $986369.47    | 0.03%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                      | Elanco Animal Health Inc                                                                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     8293000 | PA      | $8413506.00   | 0.28%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                       | New Fortress Energy Inc                                                                                                                              | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |      157134 | NS      | $853237.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2245000 | PA      | $1394145.00   | 0.05%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |     2519000 | PA      | $2500611.30   | 0.08%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                       | American Axle & Manufacturing Inc                                                                                                                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     3602000 | PA      | $3160182.21   | 0.11%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                      | SeaWorld Parks & Entertainment Inc                                                                                                                   | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     4269000 | PA      | $4056788.44   | 0.14%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3145999 | PA      | $2422972.30   | 0.08%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC                                                           | St Marys Cement Inc Canada                                                                                                                           | CUSIP: 78478EAC2<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |      665000 | PA      | $659186.12    | 0.02%             | 2034-04-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1448000 | PA      | $1446067.09   | 0.05%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4009000 | PA      | $4130724.22   | 0.14%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                             | Owens & Minor Inc                                                                                                                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |       26000 | PA      | $21090.36     | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      602000 | PA      | $581707.19    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                                             | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     5580381 | PA      | $4304227.33   | 0.14%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     3007000 | PA      | $3083441.97   | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UniCredit SpA                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     3049000 | PA      | $3061834.34   | 0.10%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                           | Senegal Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      395000 | PA      | $273932.50    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     1479000 | PA      | $1456332.52   | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                         | Quikrete Holdings Inc                                                                                                                                | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1712000 | PA      | $1718533.93   | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AG TRACKER                                                                    | AG TRACKER                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      297893 | NS      | $0.30         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ECO Material Technologies Inc.                                                | ECO Material Technologies Inc. Initial Term Loan                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     6390000 | PA      | $6315428.70   | 0.21%             | 2032-02-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                           | Boels Topholding BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |     2623000 | PA      | $3072442.10   | 0.10%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1439598.62   | 0.05%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                 | Aircastle Ltd                                                                                                                                        | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     2705000 | PA      | $2625699.14   | 0.09%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4980000 | PA      | $4405756.20   | 0.15%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                            | Canacol Energy Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     2107000 | PA      | $969220.00    | 0.03%             | 2028-11-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                           | Rocket Software Inc                                                                                                                                  | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5310254.04   | 0.18%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                  | Ares XXXIV CLO Ltd                                                                                                                                   | CUSIP: 04015GAT6<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |    11494185 | PA      | $11489909.16  | 0.38%             | 2033-04-17      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1243000 | PA      | $1201099.73   | 0.04%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     3485000 | PA      | $3553949.96   | 0.12%             | 2032-01-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                                        | FMG Resources August 2006 Pty Ltd                                                                                                                    | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     5711000 | PA      | $5167743.69   | 0.17%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    11348484 | PA      | $11137402.20  | 0.37%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                   | Corp Nacional del Cobre de Chile                                                                                                                     | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1317000 | PA      | $1363095.00   | 0.05%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CCO IIA CREDIT BACKED LOANS LTD SUB NOTES VARIABLE REGD P/P                   | CCO IIA CREDIT BACKED LOANS LTD SUB NOTES VARIABLE REGD P/P                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      735995 | PA      | $766612.87    | 0.03%             | 2036-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                        | Patrick Industries Inc                                                                                                                               | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142841.19    | 0.00%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                                | Constellium SE                                                                                                                                       | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     4738000 | PA      | $5051747.74   | 0.17%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 10YR NOTE (CBT)JUN25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1053 | NC      | $-2657179.69  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| New Cotai Participation Corp                                                  | New Cotai Participation Corp CLASS B RESTRICTED                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          14 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Icon Parent Inc.                                                              | Icon Parent Inc. Term Loan                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4660000 | PA      | $4629430.40   | 0.15%             | 2031-11-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                       | El Salvador Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     3166000 | PA      | $3213490.00   | 0.11%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1139000 | PA      | $1141067.83   | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                            | Mattamy Group Corp                                                                                                                                   | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     5478000 | PA      | $5019522.08   | 0.17%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                      | Permian Resources Operating LLC                                                                                                                      | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     3429000 | PA      | $3351009.04   | 0.11%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                         | Fortress Intermediate 3 Inc                                                                                                                          | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     3778000 | PA      | $3865892.30   | 0.13%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                               | MV24 Capital BV                                                                                                                                      | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     2387165 | PA      | $2279742.96   | 0.08%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J5                                                                                                                       | CUSIP: 12668EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      575466 | PA      | $297586.06    | 0.01%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                        | Comstock Resources Inc                                                                                                                               | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1289000 | PA      | $1230458.51   | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                       | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1958000 | PA      | $1984315.52   | 0.07%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      675000 | PA      | $572062.50    | 0.02%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                | Opal Bidco SAS                                                                                                                                       | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     3589000 | PA      | $4035305.09   | 0.13%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2183000 | PA      | $1601086.97   | 0.05%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     5181000 | PA      | $5192435.04   | 0.17%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                        | Digicel Group Holdings Ltd                                                                                                                           | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      681462 | PA      | $6814.62      | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-8914.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                                         | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                                 | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3609000 | PA      | $3707765.34   | 0.12%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                             | PROG Holdings Inc                                                                                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     4772000 | PA      | $4395749.80   | 0.15%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     4588000 | PA      | $4368111.84   | 0.15%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      685000 | PA      | $676834.31    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     3048000 | PA      | $2791321.67   | 0.09%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                      | OCP SA                                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1492000 | PA      | $1503861.40   | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Street LLC                                                              | REVERSE REPO CONTRACT U S_____________ CLEAR SECS                                                                                                    | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Short            | RA               | CORP              | US        |    -2252280 | PA      | $-2252280.00  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      614000 | PA      | $559269.42    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                                                | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     5582000 | PA      | $5483969.53   | 0.18%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05674RAG9<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1673000 | PA      | $1706460.00   | 0.06%             | 2028-10-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     4260000 | PA      | $4665862.34   | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25772000 | PA      | $23353673.81  | 0.78%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     3195000 | PA      | $3087053.54   | 0.10%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                          | Bank Leumi Le-Israel BM                                                                                                                              | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     1500000 | PA      | $1536766.52   | 0.05%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE REGD REG S                                            | IRB INFRASTRUCTURE DEVE REGD REG S                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1480000 | PA      | $1445308.80   | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      738000 | PA      | $720527.64    | 0.02%             | 2032-01-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GIP II Blue Holding, L.P.                                                     | GIP II Blue Holding, L.P. Initial Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4106434 | PA      | $4112429.24   | 0.14%             | 2028-09-29      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                      | LCM Investments Holdings II LLC                                                                                                                      | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     5229000 | PA      | $4943694.78   | 0.17%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2006-AA3                                                                                         | CUSIP: 320516AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      206221 | PA      | $161362.09    | 0.01%             | 2036-06-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     4714000 | PA      | $4565198.39   | 0.15%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-133167.97   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                                 | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4976462 | PA      | $5407245.48   | 0.18%             | 2029-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     1719000 | PA      | $1678394.42   | 0.06%             | 2030-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                        | AthenaHealth Group Inc                                                                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     7398000 | PA      | $7074840.86   | 0.24%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zacapa S.a r.l.                                                               | Zacapa S.a r.l. Seventh Amendment Incremental Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     7475970 | PA      | $7431562.74   | 0.25%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     1164000 | PA      | $1181928.68   | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3920208 | PA      | $4313199.96   | 0.14%             | 2028-10-25      | Floating      | 17.22%                | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                  | UPL Corp Ltd                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |     2376000 | PA      | $2067856.56   | 0.07%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    24966000 | PA      | $20393311.33  | 0.68%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                                      | Boost Newco Borrower LLC                                                                                                                             | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      821000 | PA      | $865796.95    | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     1117000 | PA      | $1068131.25   | 0.04%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-18799.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3651000 | PA      | $3619053.75   | 0.12%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                        | Rede D'or Finance Sarl                                                                                                                               | CUSIP: 000000000<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      604000 | PA      | $562662.24    | 0.02%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                        | Engie Energia Chile SA                                                                                                                               | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     2849000 | PA      | $2929484.25   | 0.10%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                                                 | ZHONGSHENG GROUP REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1570000 | PA      | $1539331.86   | 0.05%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     2319000 | PA      | $2258206.79   | 0.08%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                                                  | Spirit Aviation Holdings Inc                                                                                                                         | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      190915 | NS      | $2259097.20   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| CITGO PETROLEUM CORP                                                          | CITGO Petroleum Corp                                                                                                                                 | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     2387000 | PA      | $2376385.61   | 0.08%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clover Holding 2, LLC                                                         | Clover Holding 2, LLC (Fixed) Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     8119000 | PA      | $7997215.00   | 0.27%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| TURK IHRACAT KR BK                                                            | Turkiye Ihracat Kredi Bankasi AS                                                                                                                     | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      612000 | PA      | $634760.28    | 0.02%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                           | Coinbase Global Inc                                                                                                                                  | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     2166000 | PA      | $1999915.86   | 0.07%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     3331000 | PA      | $3161658.89   | 0.11%             | 2033-02-28      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                          | Oleoducto Central SA                                                                                                                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |      610000 | PA      | $589796.80    | 0.02%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                           | Diebold Nixdorf Inc                                                                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     2614000 | PA      | $2723472.75   | 0.09%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                      | Altice France Holding SA                                                                                                                             | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     9715000 | PA      | $2965255.92   | 0.10%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                                                           | Griffon Corp                                                                                                                                         | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295935.67    | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                      | Globo Comunicacao e Participacoes SA                                                                                                                 | CUSIP: 37959DAB0<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |      391000 | PA      | $364728.71    | 0.01%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Bahrain                                                            | Bahrain Government International Bond                                                                                                                | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     1973000 | PA      | $1995196.25   | 0.07%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                                            | Trinidad Generation UnLtd                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      202000 | PA      | $193415.00    | 0.01%             | 2027-11-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                    | Arcosa Inc                                                                                                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     4465000 | PA      | $4548832.74   | 0.15%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                                            | K2016470219 South Africa Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |     5622018 | PA      | $0.00         | 0.00%             | 2022-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      350000 | PA      | $350386.56    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EREGLI DEMIR VE CELIK                                                         | Eregli Demir ve Celik Fabrikalari TAS                                                                                                                | CUSIP: 29482KAA9<br>LEI: 789000VYQF5IDGG49908 | Long             | DBT              | CORP              | TR        |     1682000 | PA      | $1686205.00   | 0.06%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                                         | Southern Gas Corridor CJSC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     3785000 | PA      | $3807785.70   | 0.13%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     5026000 | PA      | $3682966.40   | 0.12%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2811000 | PA      | $2709750.03   | 0.09%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |     2127000 | PA      | $2458893.92   | 0.08%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                           | White Cap Buyer LLC                                                                                                                                  | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2257000 | PA      | $2193273.49   | 0.07%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FIXED / Short: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1300000 | OU      | $-527934.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2588000 | PA      | $2458421.66   | 0.08%             | 2029-05-03      | Fixed         | 8.75%                 | 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        |     9196000 | PA      | $9273507.11   | 0.31%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA ENERGY CORP                                                            | Vistra Energy Corp Exp 31Dec46                                                                                                                       | CUSIP: 92840M110<br>LEI: 549300KP43CPCUJOOG15 | N/A              | DE               |  | US        |       45881 | NS      | $56204.23     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      305852 | PA      | $148949.92    | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2251000 | PA      | $2190223.00   | 0.07%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                 | ModivCare Inc                                                                                                                                        | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |     3342150 | PA      | $1190640.94   | 0.04%             | 2029-10-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CODELCO INC                                                                   | Corp Nacional del Cobre de Chile                                                                                                                     | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     1475000 | PA      | $1494175.00   | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1113000 | PA      | $1008846.08   | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REVERSE REPO CONTRACT U S_____ THE BA                                                                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -1158850 | PA      | $-1158850.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                         | Level 3 Financing Inc                                                                                                                                | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     6411450 | PA      | $7172383.07   | 0.24%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                      | Cia de Minas Buenaventura SAA                                                                                                                        | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |     1612000 | PA      | $1607986.12   | 0.05%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                              | WFRBS Commercial Mortgage Trust 2011-C4                                                                                                              | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1841955 | PA      | $1736779.28   | 0.06%             | 2044-06-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                         | Level 3 Financing Inc                                                                                                                                | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     7606009 | PA      | $8438697.22   | 0.28%             | 2030-12-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Agiliti Health, Inc.                                                          | Agiliti Health, Inc. Term Loan                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4695167 | PA      | $4519097.91   | 0.15%             | 2030-05-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                      | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      554000 | PA      | $621711.28    | 0.02%             | 2026-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                                    | El Salvador Government International Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      751000 | PA      | $744992.00    | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1122716.90   | 0.04%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA B      SHARES                                         | K201640219 SOUTH AFRICA B      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    10275684 | NS      | $10.28        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INGEVITY CORP                                                                 | Ingevity Corp                                                                                                                                        | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $3043252.13   | 0.10%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                                           | GENM Capital Labuan Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |     2056000 | PA      | $1815962.00   | 0.06%             | 2031-04-19      | Fixed         | 3.88%                 | 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        |     2594000 | PA      | $2539874.45   | 0.08%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     3332000 | PA      | $3516684.10   | 0.12%             | 2029-03-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      436932 | PA      | $210164.29    | 0.01%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     2474000 | PA      | $2257341.60   | 0.08%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J1                                                                                                                       | CUSIP: 12668BKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      595535 | PA      | $402004.65    | 0.01%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                  | GS Mortgage Securities Trust 2013-GC13                                                                                                               | CUSIP: 36198EBB0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1040429.55   | 0.03%             | 2046-07-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      548000 | PA      | $545262.43    | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     3495424 | PA      | $3438623.36   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                               | MARB BondCo PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     5583000 | PA      | $4803054.90   | 0.16%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                                      | TAV Havalimanlari Holding AS                                                                                                                         | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     1470000 | PA      | $1505647.50   | 0.05%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                           | COMM 2012-CCRE3 Mortgage Trust                                                                                                                       | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225220 | PA      | $13107.78     | 0.00%             | 2045-10-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                         | Loyalty Ventures Inc. TLB                                                                                                                            | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |     5904518 | PA      | $44283.88     | 0.00%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| Jane Street Group, LLC                                                        | Jane Street Group, LLC 1st Lien Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     5541065 | PA      | $5460608.68   | 0.18%             | 2031-12-15      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     5839000 | PA      | $6261739.40   | 0.21%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                              | Ambipar Lux Sarl                                                                                                                                     | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     4685000 | PA      | $4586987.93   | 0.15%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     1527000 | PA      | $1507530.75   | 0.05%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                             | Owens & Minor Inc                                                                                                                                    | CUSIP: 690732AH5<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     3161000 | PA      | $3258631.56   | 0.11%             | 2030-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                             | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                                                                                      | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3793000 | PA      | $3749389.83   | 0.13%             | 2033-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac STACR Debt Notes 2015-HQ2                                                                                                                | CUSIP: 3137G0FM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      281541 | PA      | $282535.83    | 0.01%             | 2025-05-25      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                 | AG Issuer LLC                                                                                                                                        | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6370000 | PA      | $6274719.51   | 0.21%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      991000 | PA      | $1005865.00   | 0.03%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                           | LCM 28 Ltd                                                                                                                                           | CUSIP: 50200WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $485424.50    | 0.02%             | 2030-10-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      895000 | PA      | $969127.35    | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $778293.98    | 0.03%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-7T2                                                                                                                      | CUSIP: 02147BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2047659 | PA      | $694441.85    | 0.02%             | 2037-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ATD New Holdings Inc                                                          | ATD New Holdings Inc                                                                                                                                 | CUSIP: 04683P100<br>LEI: 5493001F45YR8KICVO87 | Long             | EC               | CORP              | US        |      161762 | NS      | $0.16         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                                                | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     2909000 | PA      | $2762784.85   | 0.09%             | 2031-06-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     9996000 | PA      | $8686241.61   | 0.29%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     9731722 | PA      | $9052389.71   | 0.30%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                       | Surgery Center Holdings Inc                                                                                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3057810.21   | 0.10%             | 2032-03-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2872000 | PA      | $1878000.80   | 0.06%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                            | Braskem Idesa SAPI                                                                                                                                   | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     6736000 | PA      | $5207803.68   | 0.17%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     3895000 | PA      | $3777674.15   | 0.13%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-23

**Name of Applicant:** AB HIGH INCOME FUND INC

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller