# EDGAR Filing Document

**Accession Number:** 0001222922
**File Stem:** 0001410368-25-028954
**Filing Date:** 2025-11
**Character Count:** 793446
**Document Hash:** 9e09da5c4794169eff54230bcaea2156
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-028954.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-028954

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Ltd Duration Income Fund
- **CENTRAL INDEX KEY:** 0001222922

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21323
- **FILM NUMBER:** 251509872

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LTD DURATION INCOME FUND
- **DATE OF NAME CHANGE:** 20050331

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LIMITED DURATION INCOME FUND
- **DATE OF NAME CHANGE:** 20030313

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21323

- **c. CIK number of Registrant:** 0001222922

- **d. LEI of Registrant:** NZ7KR43H6Z5W1GY0QX46

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

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

- **c. LEI of Series:** NZ7KR43H6Z5W1GY0QX46

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $2253629523.93

**Total Liabilities:** $1026822045.13

**Net Assets:** $1226807478.80

**Delayed Delivery Securities:** $211145130.67

**Cash Not Reported:** $15888256.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -304.25000000 | **1-Year:** -6174.10000000 | **5-Year:** -40504.03000000 | **10-Year:** -15781.41000000 | **30-Year:** -4933.33000000

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

- **3-Month:** -4253.40000000 | **1-Year:** -100725.79000000 | **5-Year:** -252348.35000000 | **10-Year:** -51805.62000000 | **30-Year:** -6812.20000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.25%                | 1.67%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4858569.37             | $-5944300.76                               |
| Month 2  | $1780942.87              | $16184248.58                               |
| Month 3  | $-465319.03              | $2736202.27                                |

**Designated Index Information**

- **Index Name:** 33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA B US HY/ 33.34% ICE BofA US MBS

- **Index Identifier:** MLMBHYSNP

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Bank USA NA                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-794.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                     | Sabre GLBL Inc 2022 Term Loan B                                                                                              | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     94828 | PA      | $88862.16     | 0.01%             | 2028-06-30      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                                                    | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4255000 | PA      | $4324590.53   | 0.35%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                             | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |   1975853 | PA      | $1982996.09   | 0.16%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                               | Matador Resources Co                                                                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1414376.60   | 0.12%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                         | AZURIA WATER SOLUTIONS INC 2025 DELAYED DRAW TERM LOAN                                                                       | CUSIP: 00771PAN1<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     64935 | PA      | $65097.40     | 0.01%             | 2028-05-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $900.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                           | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $889800.07    | 0.07%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1284400 | PA      | $209357.20    | 0.02%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                           | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $375708.23    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $984538.56    | 0.08%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Armor Holding II LLC                               | Armor Holding II LLC 2025 Add-on Term Loan                                                                                   | CUSIP: 04225VAH5<br>LEI: 254900X6HLK0YPTHHF09 | Long             | LON              | CORP              | US        |    198995 | PA      | $199343.22    | 0.02%             | 2028-12-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Cardenas Markets Inc                               | Cardenas Markets Inc 2022 Term Loan                                                                                          | CUSIP: 14141NAB6<br>LEI: 254900WQ0CLAIQ6DHO57 | Long             | LON              | CORP              | US        |    389950 | PA      | $333678.03    | 0.03%             | 2029-08-01      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                                   | Delivery Hero SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116332.41    | 0.01%             | 2030-02-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABVH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149948 | PA      | $2483.05      | 0.00%             | 2041-11-25      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1353712.75   | 0.11%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                             | Ritchie Bros Holdings Inc                                                                                                    | CUSIP: 76774LAC1<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    422000 | PA      | $441898.57    | 0.04%             | 2031-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                   | Carlyle US CLO 2022-6 Ltd                                                                                                    | CUSIP: 14317NAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2021228.00   | 0.16%             | 2036-10-25      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $3870.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                  | Iron Mountain Inc 2023 Term Loan B                                                                                           | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    856293 | PA      | $857898.75    | 0.07%             | 2031-01-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                           | Viking Ocean Cruises Ship VII Ltd                                                                                            | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    422000 | PA      | $421930.37    | 0.03%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RECIPHARM AB                                       | Recipharm AB EUR Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: 5493001Q7PMOE0LQ5N14 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1173498.86   | 0.10%             | 2028-02-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                          | Madison Safety & Flow LLC 2025 Term Loan B                                                                                   | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    433996 | PA      | $435037.26    | 0.04%             | 2031-09-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                    | Hanesbrands Inc                                                                                                              | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |   1349000 | PA      | $1429667.50   | 0.12%             | 2031-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                  | Invenergy Thermal Operating I LLC 2025 Term Loan B                                                                           | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    896087 | PA      | $904671.02    | 0.07%             | 2032-05-17      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                            | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1710474.27   | 0.14%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-42513.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BOBL FUTURE DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -17 | NC      | $-1596.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COHNREZNICK LLP                                    | COHNREZNICK LLP DELAYED DRAW TERM LOAN                                                                                       | CUSIP: 19250AAD6<br>LEI: 2549009CGTGAQPUXNH39 | Long             | LON              | CORP              | US        |    136278 | PA      | $136704.75    | 0.01%             | 2032-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-89.42       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL INC                      | MONITRONICS INTERNATIONAL INC                                                                                                | CUSIP: 937BQB903<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |     26092 | NS      | $339196.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2015-C31                                                                               | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475000 | PA      | $2139030.14   | 0.17%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    466000 | PA      | $258031.72    | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1537 | PA      | $1590.63      | 0.00%             | 2030-12-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                | Pachelbel Bidco SpA                                                                                                          | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $126941.97    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $6217738.80   | 0.51%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    470000 | PA      | $403986.33    | 0.03%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    481900 | PA      | $78549.70     | 0.01%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                                   | Pegasus BidCo BV 2025 EUR 1st Lien Repriced Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    939940 | PA      | $1111057.71   | 0.09%             | 2029-07-12      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                           | Broadstreet Partners Inc 2024 Term Loan B4                                                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |   1135955 | PA      | $1138294.73   | 0.09%             | 2031-06-13      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                               | Dynamo Newco II GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | DBT              | CORP              | DE        |    235000 | PA      | $287259.13    | 0.02%             | 2031-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                           | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $586402.76    | 0.05%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IMPRIVATA INC                                      | Imprivata Inc 2025 Term Loan B                                                                                               | CUSIP: 45323KAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    515295 | PA      | $518074.96    | 0.04%             | 2027-12-01      | Floating      | 7.00%                 | 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        |    660000 | PA      | $657225.95    | 0.05%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                    | United Group BV                                                                                                              | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    120000 | PA      | $144798.90    | 0.01%             | 2031-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                  | Invenergy Thermal Operating I LLC 2025 Term Loan C                                                                           | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |     64062 | PA      | $64676.22     | 0.01%             | 2032-05-17      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HKN42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10355294 | PA      | $10890395.50  | 0.89%             | 2055-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IRCA SPA/GALLARATE                                 | Irca SpA/Gallarate                                                                                                           | CUSIP: 000000000<br>LEI: 815600CDE52BA2426216 | Long             | DBT              | CORP              | IT        |    130000 | PA      | $154080.96    | 0.01%             | 2029-12-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Synlab Bondco PLC                                  | Synlab Bondco Plc 2020 EUR Term Loan B4                                                                                      | CUSIP: 000000000<br>LEI: 5493007KBBOGQWJ10272 | Long             | LON              | CORP              | GB        |    500000 | PA      | $586951.95    | 0.05%             | 2027-07-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                               | Flutter Financing BV 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   3021188 | PA      | $3016655.72   | 0.25%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                      | INEOS Quattro Holdings UK Ltd 2023 USD Term Loan                                                                             | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    415438 | PA      | $367857.44    | 0.03%             | 2030-03-14      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Cerba Healthcare SAS                               | Cerba Healthcare SAS 2021 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | LON              | CORP              | FR        |         0 | PA      | $0.00         | 0.00%             | 2028-06-30      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                | New Home Co Inc/The                                                                                                          | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    775000 | PA      | $805466.03    | 0.07%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                             | Ritchie Bros Holdings Inc                                                                                                    | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1158710.73   | 0.09%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA MAX HOLDING LLC                         | ECI Macola Max Holding LLC 2025 Term Loan                                                                                    | CUSIP: 26825UAN1<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |   1387747 | PA      | $1389481.26   | 0.11%             | 2030-05-09      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                           | Moog Inc                                                                                                                     | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |    955000 | PA      | $942164.32    | 0.08%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                       | Calpine Corp                                                                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    680000 | PA      | $673851.64    | 0.05%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1346000 | PA      | $1299328.18   | 0.11%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                           | Sinclair Television Group Inc                                                                                                | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    160000 | PA      | $114400.00    | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                  | DISH Network Corp                                                                                                            | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2197584.78   | 0.18%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     50000 | PA      | $37969.09     | 0.00%             | 2042-04-13      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TJCE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10236 | PA      | $10332.72     | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1505450.71   | 0.12%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1100000 | PA      | $1066923.00   | 0.09%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $1017788.00   | 0.08%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries Inc/NY                                                                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1706825.26   | 0.14%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                         | Camelot US Acquisition LLC 2024 Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   2085635 | PA      | $2075207.12   | 0.17%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                                                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    700000 | PA      | $545300.00    | 0.04%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                       | Cloudera Inc 2021 Term Loan                                                                                                  | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   2260113 | PA      | $2229499.95   | 0.18%             | 2028-10-08      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Inc                                | Del Monte Foods Inc 2025 PIK Term Loan                                                                                       | CUSIP: 24521WAF6<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     55222 | PA      | $28335.56     | 0.00%             | 2028-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    337951 | PA      | $324179.79    | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                         | Ciena Corp                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1798163.69   | 0.15%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    600000 | PA      | $339900.00    | 0.03%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     60000 | PA      | $13609.87     | 0.00%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B4UL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    783467 | PA      | $0.01         | 0.00%             | 2048-06-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1334365.68   | 0.11%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                    | Amber Finco PLC                                                                                                              | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |    165000 | PA      | $204220.58    | 0.02%             | 2029-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                               | IHO Verwaltungs GmbH                                                                                                         | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200908.01    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    355000 | PA      | $386718.61    | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC          | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   1005468 | PA      | $1006438.78   | 0.08%             | 2028-10-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                             | Champ Acquisition Corp                                                                                                       | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1455657.41   | 0.12%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                              | SS&C Technologies Inc                                                                                                        | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    517000 | PA      | $516649.73    | 0.04%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | Long: BEV4V9AX0 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   2041000 | OU      | $-12410.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATOS SE                                            | Atos SE                                                                                                                      | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    251988 | PA      | $279372.86    | 0.02%             | 2030-12-18      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VAREX IMAGING CORPORATIO                           | Varex Imaging Corp                                                                                                           | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    387000 | PA      | $395244.65    | 0.03%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                           | Raising Cane's Restaurants LLC                                                                                               | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1473493.59   | 0.12%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                              | BOOTS GROUP BIDCO LTD USD TERM LOAN                                                                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |   1600000 | PA      | $1606328.00   | 0.13%             | 2032-08-30      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                              | Canpack SA / Canpack US LLC                                                                                                  | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2027000 | PA      | $1903798.53   | 0.16%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    647000 | PA      | $654776.29    | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds             | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $207682.95    | 0.02%             | 2031-01-21      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                 | Viking Cruises Ltd                                                                                                           | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    658000 | PA      | $661759.15    | 0.05%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RECESS HOLDINGS INC                                | Recess Holdings Inc 2025 Repriced Term Loan                                                                                  | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1310044 | PA      | $1316712.34   | 0.11%             | 2030-02-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging BV                               | Trivium Packaging BV EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 724500GMZWW3PVYET548 | Long             | LON              | CORP              | NL        |    500000 | PA      | $591322.36    | 0.05%             | 2030-05-28      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes             | NRZ Excess Spread-Collateralized Notes                                                                                       | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1104489 | PA      | $1081287.12   | 0.09%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                             | Calderys Financing LLC                                                                                                       | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2457553.07   | 0.20%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC   | Roper Industrial Products Investment Company LLC 2024 EUR 1st Lien Term Loan B                                               | CUSIP: 77669LAJ2<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    986337 | PA      | $1168385.54   | 0.10%             | 2029-11-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                   | Gloves Buyer Inc 2025 Term Loan                                                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   2125000 | PA      | $2069218.75   | 0.17%             | 2032-05-21      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners Clo XXII Ltd                                                                                         | CUSIP: 08186WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005092.00   | 0.16%             | 2035-04-20      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265263 | PA      | $270286.63    | 0.02%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    571774 | PA      | $106611.16    | 0.01%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XXXVI Ltd                                                                                               | CUSIP: 55819NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2918856.00   | 0.24%             | 2035-04-15      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc                                | MKS Instruments Inc 2025 EUR Repriced Term Loan                                                                              | CUSIP: 55314NBA1<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |   1456717 | PA      | $1722171.97   | 0.14%             | 2029-08-17      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $205012.67    | 0.02%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Vision Solutions Inc                               | Vision Solutions Inc 2021 Incremental Term Loan                                                                              | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    409023 | PA      | $396342.90    | 0.03%             | 2028-04-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| INFORMATICA LLC                                    | Informatica LLC 2024 Term Loan B                                                                                             | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |   2581375 | PA      | $2589441.80   | 0.21%             | 2028-10-27      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384FBV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2122239.00   | 0.17%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc    | Student Transportation of America Holdings Inc Delayed Draw Term Loan                                                        | CUSIP: 86388BAC0<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |     60000 | PA      | $60234.60     | 0.00%             | 2032-06-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31358SCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140446 | PA      | $143624.06    | 0.01%             | 2030-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                               | Lorca Telecom Bondco SA                                                                                                      | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    643000 | PA      | $755826.21    | 0.06%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  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        |   2098000 | PA      | $2168601.46   | 0.18%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                  | Motion Finco Sarl                                                                                                            | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |   1313000 | PA      | $1136555.25   | 0.09%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL GROUP LIMITED                        | City Football Group Limited 2024 Term Loan                                                                                   | CUSIP: 17781XAD8<br>LEI: 213800K6VVWALRH9UJ69 | Long             | LON              | CORP              | GB        |   1330622 | PA      | $1333396.23   | 0.11%             | 2030-07-22      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                    | ABG Intermediate Holdings 2 LLC 2025 Delayed Draw Term Loan                                                                  | CUSIP: 00076VBM1<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    621875 | PA      | $621747.52    | 0.05%             | 2032-02-13      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Heritage-Crystal Clean Inc                         | Heritage-Crystal Clean Inc Term Loan B                                                                                       | CUSIP: 465966AB5<br>LEI: 254900KPFL42CYD2VY03 | Long             | LON              | CORP              | US        |    687750 | PA      | $691763.03    | 0.06%             | 2030-10-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                      | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |    487000 | PA      | $560050.00    | 0.05%             | 2027-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138ET6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54801 | PA      | $57321.87     | 0.00%             | 2037-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    700000 | PA      | $751576.50    | 0.06%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Peer Holding III BV                                | Peer Holding III BV 2024 EUR Term Loan B7                                                                                    | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1500000 | PA      | $1770383.28   | 0.14%             | 2031-11-26      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                | Kinetik Holdings LP                                                                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2323154.33   | 0.19%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 013092AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2147497.21   | 0.18%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MERMAID BIDCO INC                                  | Mermaid Bidco Inc 2024 EUR Term Loan B                                                                                       | CUSIP: 59012CAM7<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1186536.69   | 0.10%             | 2031-07-03      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| APFS Staffing Holdings Inc                         | APFS Staffing Holdings Inc 2021 Term Loan                                                                                    | CUSIP: 00117EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    243277 | PA      | $216090.61    | 0.02%             | 2028-12-29      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| AIR COMM CORPORATION LLC                           | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                                         | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     89936 | PA      | $90216.95     | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                              | Del Monte Foods Inc 2025 DIP Term Loan                                                                                       | CUSIP: 24521WAK5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    233641 | PA      | $225463.50    | 0.02%             | 2026-04-02      | Floating      | 13.77%                | No            |                  2 | On Loan: No      |
| CALPINE CORP                                       | Calpine Corp                                                                                                                 | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    910000 | PA      | $907909.09    | 0.07%             | 2031-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                      | Freeport LNG Investments LLLP 2025 Term Loan B                                                                               | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    620130 | PA      | $621183.91    | 0.05%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2024-2 Ltd                                                                                                          | CUSIP: 92920HAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006720.00   | 0.16%             | 2037-07-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental Inc 2025 Term Loan B                                                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1501500.00   | 0.12%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                            | SolarWinds Holdings Inc 2025 Term Loan                                                                                       | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   2050000 | PA      | $2016687.50   | 0.16%             | 2032-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                             | Edgewell Personal Care Co                                                                                                    | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1066376.55   | 0.09%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    250000 | PA      | $287485.75    | 0.02%             | 2028-01-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Phillips Feed Service Inc                          | Phillips Feed Service Inc 2020 Term Loan                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103540 | PA      | $63987.89     | 0.01%             | 2026-11-13      | Floating      | 11.26%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AEXG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    885249 | PA      | $74400.11     | 0.01%             | 2043-04-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $8600.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                | Shift4 Payments LLC 2025 Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |    250000 | PA      | $252187.50    | 0.02%             | 2032-06-30      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSEL BIDCO SE                                     | Mosel Bidco SE 2025 EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 984500Y5D569472B6455 | Long             | LON              | CORP              | DE        |    750000 | PA      | $886684.15    | 0.07%             | 2030-09-16      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                        | Kenan Advantage Group Inc 2024 Term Loan B4                                                                                  | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |   2149831 | PA      | $2126311.55   | 0.17%             | 2029-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                           | Weatherford International Ltd                                                                                                | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |    825000 | PA      | $826089.50    | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    173000 | OU      | $-299.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVISION PARENT INC                                | ENVISION PARENT INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146518 | NS      | $2380917.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                                                               | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    630000 | PA      | $629560.76    | 0.05%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                              | Heartland Dental LLC / Heartland Dental Finance Corp                                                                         | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    858000 | PA      | $905133.37    | 0.07%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                     | Edge Finco PLC                                                                                                               | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $791445.55    | 0.06%             | 2031-08-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY                                                               | CUSIP: 46642MAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $109172.70    | 0.01%             | 2027-06-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                    | Golub Capital Partners CLO 72 B Ltd                                                                                          | CUSIP: 381941AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2015708.00   | 0.16%             | 2037-04-25      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                               | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    837250 | PA      | $832892.11    | 0.07%             | 2031-03-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                               | Republic of Cameroon International Bond                                                                                      | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    200000 | PA      | $192632.97    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJG92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4139681 | PA      | $4719451.34   | 0.38%             | 2055-02-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                           | Cougar JV Subsidiary LLC                                                                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2488058.96   | 0.20%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138EKGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2143219 | PA      | $2145467.89   | 0.17%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A9E61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7426571 | PA      | $1495685.48   | 0.12%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-843.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                           | Boost Newco Borrower LLC 2025 USD Term Loan B2                                                                               | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   2853473 | PA      | $2860906.74   | 0.23%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC        | BBCMS MORTGAGE TRUST 2017-C1                                                                                                 | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $1551051.92   | 0.13%             | 2050-02-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617L7YU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209446 | PA      | $198447.88    | 0.02%             | 2049-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                     | Galaxy 33 CLO Ltd                                                                                                            | CUSIP: 36321EAL9<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009884.00   | 0.16%             | 2037-04-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                               | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    310000 | PA      | $274856.08    | 0.02%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Quimper AB                                         | Quimper AB 2024 EUR Term Loan B                                                                                              | CUSIP: 000000000<br>LEI: 549300EI2YNCQDXVO313 | Long             | LON              | CORP              | SE        |   1875000 | PA      | $2222136.70   | 0.18%             | 2030-03-29      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AAP BUYER INC                                      | AAP Buyer Inc Term Loan B                                                                                                    | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    471438 | PA      | $472323.80    | 0.04%             | 2031-09-09      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl                     | PG Investment Company 59 Sa rl Term Loan B                                                                                   | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |   1390326 | PA      | $1396756.20   | 0.11%             | 2031-03-26      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Befesa S.A.                                        | Befesa SA 2019 EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 222100VXGA8L6J4ZWG61 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1182415.77   | 0.10%             | 2029-07-09      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                    | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    954000 | PA      | $994038.99    | 0.08%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                  | PointClickCare Technologies Inc 2025 Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    646750 | PA      | $648243.99    | 0.05%             | 2031-11-03      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                          | Creation Technologies Inc 2021 Term Loan                                                                                     | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    943312 | PA      | $939775.08    | 0.08%             | 2028-10-05      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                                                                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3338495.18   | 0.27%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AKELIUS RESIDENTIAL AB                             | Akelius Residential Property AB                                                                                              | CUSIP: 000000000<br>LEI: 213800REBFN6T3PU8L97 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $231133.96    | 0.02%             | 2081-05-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| FORVIA SE                                          | Forvia SE                                                                                                                    | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $317800.20    | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WireCo WorldGroup Inc                              | WireCo WorldGroup Inc 2023 Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 5493008NQ1Q5T2GZOJ37 | Long             | LON              | CORP              | US        |    429298 | PA      | $421248.59    | 0.03%             | 2028-11-13      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Biogroup-LCD                                       | Biogroup-LCD 2021 EUR Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | LON              | CORP              | FR        |         0 | PA      | $0.00         | 0.00%             | 2028-02-09      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                               | Heimstaden Bostad AB                                                                                                         | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    250000 | PA      | $292508.23    | 0.02%             | 2026-01-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds   | Republic of Kenya Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $181668.33    | 0.01%             | 2048-02-28      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16500000 | PA      | $16580937.45  | 1.35%             | 2040-07-15      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1739547.65   | 0.14%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                           | Mavis Tire Express Services Topco Corp                                                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |   2923000 | PA      | $2911404.78   | 0.24%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                  | Post Holdings Inc                                                                                                            | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1210490.01   | 0.10%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                  | Levi Strauss & Co                                                                                                            | CUSIP: 000000000<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $250489.24    | 0.02%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                               | Dycom Industries Inc                                                                                                         | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1357815.70   | 0.11%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FEZD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3563862 | PA      | $457207.69    | 0.04%             | 2048-06-15      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAL4<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $964441.49    | 0.08%             | 2032-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31401CYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196451 | PA      | $202839.94    | 0.02%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                        | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2723542 | PA      | $2609493.36   | 0.21%             | 2029-03-01      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $470726.46    | 0.04%             | 2078-10-03      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1215993.98   | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $584.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vue Entertainment International Limited            | Vue Entertainment International Limited 2023 EUR Floating PIK Reinstated Term Loan B                                         | CUSIP: 000000000<br>LEI: 9845009F4EIBBC5BB612 | Long             | LON              | CORP              | GB        |    507660 | PA      | $384432.24    | 0.03%             | 2027-12-31      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| American Consolidated Natural Resources Inc        | American Consolidated Natural Resources Inc 2024 2nd Lien Term Loan                                                          | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    429930 | PA      | $426885.85    | 0.03%             | 2029-12-11      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                | Prestige Brands Inc                                                                                                          | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    752000 | PA      | $693212.02    | 0.06%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPRINT INTERMEDIATECO B.V.                         | SPRINT INTERMEDIATECO B.V.                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |      6079 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PEER HOLDING III BV                                | Peer Holding III BV 2025 USD Term Loan B5B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1414312 | PA      | $1417558.35   | 0.12%             | 2031-07-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                             | Cushman & Wakefield US Borrower LLC                                                                                          | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |    907000 | PA      | $968777.58    | 0.08%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-131.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                             | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2756343.08   | 0.22%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                       | National Mentor Holdings Inc 2021 Term Loan                                                                                  | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   1988957 | PA      | $1984233.38   | 0.16%             | 2028-03-02      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11064220 | PA      | $1486799.31   | 0.12%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                                                            | CUSIP: 36241KH92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106823 | PA      | $109816.10    | 0.01%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                           | Nufarm Australia Ltd / Nufarm Americas Inc                                                                                   | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    442000 | PA      | $402151.27    | 0.03%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AKORN HOLDING COMPANY LLC                          | AKORN HOLDING COMPANY LLC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42374 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2890079 | PA      | $3236075.07   | 0.26%             | 2053-10-20      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors Inc                                                                                                            | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    551000 | PA      | $550997.91    | 0.04%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONCORDE MIDCO LTD                                 | Concorde Midco Ltd 2025 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 254900DAXSLQJEJR6438 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1171767.13   | 0.10%             | 2030-03-01      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                                                               | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $357676.42    | 0.03%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2484091 | PA      | $2527656.10   | 0.21%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                   | Cinemark USA Inc                                                                                                             | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1055800.97   | 0.09%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                       | Vista Management Holding Inc 2025 Term Loan B                                                                                | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |    594000 | PA      | $598950.99    | 0.05%             | 2031-04-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       128 | PA      | $130.04       | 0.00%             | 2027-06-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                       | First Advantage Holdings LLC 2025 Repriced Term Loan B                                                                       | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   2184717 | PA      | $2137614.76   | 0.17%             | 2031-10-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XXXII Ltd                                                                                        | CUSIP: 08181GAA6<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2010000.00   | 0.16%             | 2036-10-25      | Floating      | 11.67%                | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $263486.36    | 0.02%             | 2029-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nomad Foods Europe Midco Limited                   | Nomad Foods Europe Midco Limited 2021 EUR Term Loan B                                                                        | CUSIP: 000000000<br>LEI: 213800FGWQXPVI86SE26 | Long             | LON              | CORP              | GB        |   3000000 | PA      | $3550135.49   | 0.29%             | 2028-06-24      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                           | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1642000 | PA      | $1742285.15   | 0.14%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                           | Korn Ferry                                                                                                                   | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1900558.59   | 0.15%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-55411.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Aimco                                              | Aimco CLO 11 Ltd                                                                                                             | CUSIP: 00140NBC3<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3019137.00   | 0.25%             | 2037-07-17      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                | Axon Enterprise Inc                                                                                                          | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423036.36    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALBOT PARTICIPATION SAS                           | Talbot Participation SAS EUR Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 213800YELAANTUZKN615 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1184851.93   | 0.10%             | 2032-07-07      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Winterfell Financing Sarl                          | Winterfell Financing Sarl 2023 EUR Incremental Term Loan                                                                     | CUSIP: 000000000<br>LEI: 549300SBK6ZRURB5KH49 | Long             | LON              | CORP              | LU        |    500000 | PA      | $582012.13    | 0.05%             | 2028-05-04      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors Inc                                                                                                            | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    514000 | PA      | $509327.59    | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc       | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $769410.01    | 0.06%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| APPLEGREEN IRELAND                                 | Applegreen Ireland 2025 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 635400OPREBBJDTRR459 | Long             | LON              | CORP              | IE        |    500000 | PA      | $595220.20    | 0.05%             | 2032-01-30      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    200000 | PA      | $241272.87    | 0.02%             | 2032-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1090014.68   | 0.09%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1600733 | PA      | $1651341.79   | 0.13%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31359WJ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8400 | PA      | $8645.77      | 0.00%             | 2029-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-98.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                           | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                          | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $205653.04    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                           | TerraForm Power Operating LLC                                                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   1497000 | PA      | $1487311.42   | 0.12%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     48000 | PA      | $11404.80     | 0.00%             | 2049-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKET COS INC                                     | Rocket Cos Inc                                                                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1294089.30   | 0.11%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                        | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |    577500 | PA      | $700185.32    | 0.06%             | 2028-11-24      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| AAL Delaware Holdco Inc                            | AAL Delaware Holdco Inc 2025 Term Loan                                                                                       | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1466066 | PA      | $1471197.11   | 0.12%             | 2031-07-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group LLC                                | Apex Tool Group LLC 2024 Super Priority 3rd Out Term Loan B                                                                  | CUSIP: 03759DAP3<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |   2009012 | PA      | $1496714.12   | 0.12%             | 2030-02-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    412000 | PA      | $73789.20     | 0.01%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  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        |   1687000 | PA      | $1754117.30   | 0.14%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1879000 | PA      | $1915225.24   | 0.16%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FRWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9684683 | PA      | $1365426.54   | 0.11%             | 2050-04-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    180000 | PA      | $124281.71    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-27.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PRESS GANEY HOLDINGS INC                           | Press Ganey Holdings Inc 2025 Repriced Term Loan B                                                                           | CUSIP: 05477JAE1<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |    645125 | PA      | $644118.61    | 0.05%             | 2031-04-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                              | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $178174.70    | 0.01%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| WEPA HYGIENEPRODUKTE GMB                           | WEPA Hygieneprodukte GmbH                                                                                                    | CUSIP: 000000000<br>LEI: 529900KQ44OJDIDU6J81 | Long             | DBT              | CORP              | DE        |    660000 | PA      | $809390.73    | 0.07%             | 2031-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                                                                  | CUSIP: 61690QAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670000 | PA      | $2598837.83   | 0.21%             | 2050-07-15      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                    | MV Holding GmbH 2025 EUR Term Loan B                                                                                         | CUSIP: 55404TAG7<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1771290.23   | 0.14%             | 2032-03-17      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                                                                          | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    814000 | PA      | $633576.90    | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                           | CHS/Community Health Systems Inc                                                                                             | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $965450.96    | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SAMHALLSBYG HOLD                                   | Samhallsbyggnadsbolaget I Norden Holding AB                                                                                  | CUSIP: 000000000<br>LEI: 636700JPED0N9T4ET363 | Long             | DBT              | CORP              | SE        |    150000 | PA      | $170473.49    | 0.01%             | 2026-08-04      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                              | Bath & Body Works Inc                                                                                                        | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1074923.93   | 0.09%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RWE AG                                             | RWE AG                                                                                                                       | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    266000 | PA      | $267752.51    | 0.02%             | 2075-07-30      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1032151.49   | 0.08%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    300000 | PA      | $340628.50    | 0.03%             | 2029-03-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                 | Eldorado Gold Corp                                                                                                           | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |   1333000 | PA      | $1339021.59   | 0.11%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENVIVA PAR                             | ESC GCB144A ENVIVA PAR                                                                                                       | CUSIP: 294ESCAA6<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VITAL ENERGY INC                                   | Vital Energy Inc                                                                                                             | CUSIP: 516806AJ5<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    477000 | PA      | $498394.88    | 0.04%             | 2030-10-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                        | Pacific Dental Services LLC 2024 Term Loan B                                                                                 | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |   1187612 | PA      | $1188104.64   | 0.10%             | 2031-03-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| AIT WORLDWIDE LOGISTICS INC                        | AIT Worldwide Logistics Inc 2025 Repriced Term Loan                                                                          | CUSIP: 00145AAE3<br>LEI: 254900VTA1PQ24OMBP16 | Long             | LON              | CORP              | US        |    645125 | PA      | $647479.71    | 0.05%             | 2030-04-08      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                                | Ascend Learning LLC 2025 Repriced Term Loan B                                                                                | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    628924 | PA      | $628955.20    | 0.05%             | 2028-12-11      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                              | Panther Escrow Issuer LLC                                                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3202000 | PA      | $3332699.24   | 0.27%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                   | Kronos Acquisition Holdings Inc 2024 Term Loan                                                                               | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1831500 | PA      | $1357315.49   | 0.11%             | 2031-07-08      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds              | Brazil Government International Bonds                                                                                        | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $768600.00    | 0.06%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    854000 | PA      | $888561.64    | 0.07%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30000000 | PA      | $31305105.00  | 2.55%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1764000 | PA      | $1739459.25   | 0.14%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPRINT HOLDCO BV                                   | Sprint Holdco BV EUR 2nd Lien Opco Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     50948 | PA      | $1914.08      | 0.00%             | 2031-06-30      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                         | MajorDrive Holdings IV LLC Term Loan B                                                                                       | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    430875 | PA      | $421298.80    | 0.03%             | 2028-06-01      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AAWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257046 | PA      | $916581.06    | 0.07%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                           | Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV                                                                         | CUSIP: 000000000<br>LEI: 894500GLVOTVRGS68C28 | Long             | DBT              | CORP              | XX        |    200000 | PA      | $289998.44    | 0.02%             | 2031-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                  | CUSIP: 61766EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3577365 | PA      | $2725706.01   | 0.22%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                            | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |   1005534 | PA      | $1007821.87   | 0.08%             | 2028-05-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     83000 | PA      | $18664.63     | 0.00%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CURRENTA GROUP HOLDINGS                            | Currenta Group Holdings Sarl                                                                                                 | CUSIP: 000000000<br>LEI: 222100SF79KCJKYUPE47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $237404.07    | 0.02%             | 2032-05-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC              | Charter Communications Operating LLC 2024 Term Loan B5                                                                       | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    570688 | PA      | $571098.40    | 0.05%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO AG                                   | Delivery Hero SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $319635.88    | 0.03%             | 2029-03-10      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP 2024 EUR Term Loan B                                                                                     | CUSIP: 58503UAG8<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1182433.38   | 0.10%             | 2028-10-23      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PMHC II Inc                                        | PMHC II Inc 2022 Term Loan B                                                                                                 | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    730504 | PA      | $592077.32    | 0.05%             | 2029-04-23      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                               | CUSIP: 95000MAC5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1130399.10   | 0.09%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| INDY US BIDCO LLC                                  | Indy US Bidco LLC 2025 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $588892.07    | 0.05%             | 2030-10-31      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SYNLAB BONDCO PLC                                  | Synlab Bondco Plc 2024 EUR Term Loan                                                                                         | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | LON              | CORP              | LU        |    125000 | PA      | $147245.77    | 0.01%             | 2031-04-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Financiere CEP SAS                                 | Financiere CEP SAS 2021 EUR Term Loan B1                                                                                     | CUSIP: 000000000<br>LEI: 894500A6RAFIQQXBIM15 | Long             | LON              | CORP              | FR        |   1750000 | PA      | $2067429.84   | 0.17%             | 2027-06-18      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                               | Speedster Bidco GmbH 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1183672.01   | 0.10%             | 2031-12-10      | Floating      | 5.62%                 | 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        |   1426000 | PA      | $1403125.39   | 0.11%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384B2C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2597814.00   | 0.21%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $2101236.85   | 0.17%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                         | Fertitta Entertainment LLC 2022 Term Loan B                                                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |   4065180 | PA      | $4063919.40   | 0.33%             | 2029-01-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                   | Alpha Holding SA de CV                                                                                                       | CUSIP: 02074AAB0<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    721189 | PA      | $5408.92      | 0.00%             | 2025-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                           | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1115000 | PA      | $1143600.87   | 0.09%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797RE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    169000 | PA      | $168487.98    | 0.01%             | 2025-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                              | Costa Rica Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    550000 | PA      | $590578.87    | 0.05%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                  | LHMC Finco 2 Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122143.32    | 0.01%             | 2030-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| PLATEA BC BIDCO AB                                 | Platea BC Bidco AB EUR Delayed Draw Term Loan                                                                                | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |     83333 | PA      | $98678.47     | 0.01%             | 2031-04-03      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BELFOR HOLDINGS INC                                | Belfor Holdings Inc 2025 EUR Term Loan B2                                                                                    | CUSIP: 07768YAR3<br>LEI: 894500EVD0KMNJVDKH09 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1182856.04   | 0.10%             | 2030-11-01      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                        | Project Boost Purchaser LLC 2025 Refinancing Term Loan                                                                       | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |   1117948 | PA      | $1116125.86   | 0.09%             | 2031-07-16      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 31325W4J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3317249 | PA      | $724572.72    | 0.06%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BUND FUTURE DEC25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -19 | NC      | $-18068.64    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 31398LPD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871091 | PA      | $696552.74    | 0.06%             | 2039-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEX INC                                            | WEX Inc 2025 Incremental Term Loan B                                                                                         | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    820875 | PA      | $818564.24    | 0.07%             | 2032-03-05      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                           | Roller Bearing Co of America Inc                                                                                             | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1471385.54   | 0.12%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742706 | PA      | $666490.98    | 0.05%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Investment Solutions Inc                    | Fiserv Investment Solutions Inc 2020 Term Loan B                                                                             | CUSIP: 33774UAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497437 | PA      | $494537.43    | 0.04%             | 2027-02-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ALLTECH INC                                        | Alltech Inc 2025 Term Loan                                                                                                   | CUSIP: 02003DBB9<br>LEI: 549300HV8FN6KMLFMN67 | Long             | LON              | CORP              | US        |    979478 | PA      | $982539.26    | 0.08%             | 2030-08-13      | Floating      | 8.53%                 | 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        |    600000 | PA      | $714244.45    | 0.06%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                              | Golden State Food LLC Term Loan B                                                                                            | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $250928.75    | 0.02%             | 2031-12-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                             | Volkswagen International Finance NV                                                                                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $271303.35    | 0.02%             | 2032-09-06      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    775000 | PA      | $799071.51    | 0.07%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                      | M/I Homes Inc                                                                                                                | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    210000 | PA      | $201064.88    | 0.02%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                        | Asurion LLC 2024 Term Loan B12                                                                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2021425 | PA      | $2016997.97   | 0.16%             | 2030-09-19      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                | CNT Holdings I Corp 2025 Term Loan                                                                                           | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    672258 | PA      | $672617.30    | 0.05%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                           | AmeriTex HoldCo Intermediate LLC                                                                                             | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989000 | PA      | $1030274.44   | 0.08%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PHM GROUP HOLDING OY                               | PHM Group Holding Oy 2025 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 7437002P82P6OBDFWT48 | Long             | LON              | CORP              | FI        |    500000 | PA      | $589793.16    | 0.05%             | 2032-04-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1593.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ACRV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    746804 | PA      | $88625.37     | 0.01%             | 2043-03-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Iraq International Bonds                           | Iraq International Bonds                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |     78125 | PA      | $77785.18     | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                  | Seagate Data Storage Technology Pte Ltd                                                                                      | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    418000 | PA      | $405430.23    | 0.03%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOIRE FINCO LUXEMBOURG SARL                        | Loire Finco Luxembourg Sarl 2025 USD Term Loan B                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    332909 | PA      | $334241.07    | 0.03%             | 2030-01-21      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                   | CSC Holdings LLC                                                                                                             | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    855000 | PA      | $812244.24    | 0.07%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    279840 | PA      | $248330.98    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    250000 | PA      | $104592.81    | 0.01%             | 2034-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                             | Clearway Energy Operating LLC                                                                                                | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    694000 | PA      | $637576.48    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                     | 1261229 BC Ltd                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4674000 | PA      | $4794785.69   | 0.39%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                       | Focus Financial Partners LLC 2025 Incremental Term Loan B                                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   4259817 | PA      | $4265652.94   | 0.35%             | 2031-09-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Navoi Mining and Metallurgical Company             | Navoi Mining and Metallurgical Company 2024 Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |     50653 | PA      | $50399.65     | 0.00%             | 2027-04-23      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds             | Morocco Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    365000 | PA      | $323320.54    | 0.03%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    480900 | PA      | $113780.94    | 0.01%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHG PPC PARENT LLC                                 | CHG PPC Parent LLC 2025 EUR Term Loan B                                                                                      | CUSIP: 12546FAJ1<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |   2000000 | PA      | $2361602.91   | 0.19%             | 2028-12-08      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                      | EchoStar Corp                                                                                                                | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1970700.50   | 0.16%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LIMITED                               | Galaxy Bidco Limited 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1185145.44   | 0.10%             | 2029-12-19      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                  | Trinidad & Tobago Government International Bond                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    300000 | PA      | $306540.00    | 0.02%             | 2031-01-14      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                      | Valvoline Inc                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1287542.57   | 0.10%             | 2031-06-15      | Fixed         | 3.62%                 | 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        |    535000 | PA      | $487219.79    | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                           | Almaviva-The Italian Innovation Co SpA                                                                                       | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |    420000 | PA      | $501526.40    | 0.04%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    418600 | PA      | $101133.76    | 0.01%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797RN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2480000 | PA      | $2468448.21   | 0.20%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                   | DexKo Global Inc 2021 EUR Term Loan B                                                                                        | CUSIP: 25213YAW5<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    315855 | PA      | $363296.82    | 0.03%             | 2028-10-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                   | APi Group DE Inc                                                                                                             | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2464631.50   | 0.20%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                           | Boxer Parent Company Inc 2025 EUR Term Loan B                                                                                | CUSIP: 05988HAP2<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    478666 | PA      | $565218.40    | 0.05%             | 2031-07-30      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                          | Serta Simmons Bedding LLC 2023 New Term Loan                                                                                 | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   3602338 | PA      | $3392627.61   | 0.28%             | 2028-06-29      | Floating      | 11.62%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                            | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    217000 | PA      | $208535.35    | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAMUDDEN GLOBAL GROUP GMBH                         | Ramudden Global Group GmbH 2025 EUR Repriced Term Loan B                                                                     | CUSIP: 000000000<br>LEI: 391200FFKUBV74UKZW85 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1175518.23   | 0.10%             | 2029-12-10      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-15070.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CTEC II GMBH                                       | CTEC II GmbH                                                                                                                 | CUSIP: 000000000<br>LEI: 98450044C9BACG3DA974 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $273474.32    | 0.02%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                       | Calpine Corp                                                                                                                 | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1512888.75   | 0.12%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Student Transportation of America Holdings, Inc    | Student Transportation of America Holdings Inc Term Loan B                                                                   | CUSIP: 86388BAD8<br>LEI: 549300O4G48RRYGSD439 | Long             | LON              | CORP              | US        |    837900 | PA      | $841176.19    | 0.07%             | 2032-06-24      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TJNE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6935 | PA      | $7069.37      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-579.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ameriforge Group Inc.                              | Ameriforge Group Inc.                                                                                                        | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | EC               | CORP              | US        |     29751 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    423000 | PA      | $423111.07    | 0.03%             | 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        |    822000 | PA      | $835290.10    | 0.07%             | 2032-10-15      | 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        |    480000 | PA      | $528288.00    | 0.04%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BUSA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17923528 | PA      | $15062468.71  | 1.23%             | 2053-12-25      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $20.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B3C24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5126284 | PA      | $429501.87    | 0.04%             | 2049-02-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                   | CPUK Finance Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $264734.58    | 0.02%             | 2027-08-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CoreLogic Inc                                      | CoreLogic Inc Term Loan                                                                                                      | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   2010262 | PA      | $2014030.74   | 0.16%             | 2028-06-02      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                           | Suriname Government International Bond                                                                                       | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    677000 | PA      | $798860.00    | 0.07%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                        | Gategroup Fin Luxembourg SA USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 529900Q1OR7LI4GOGW68 | Long             | LON              | CORP              | US        |    600000 | PA      | $605625.00    | 0.05%             | 2032-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-235.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TURBO EMEA HOLDINGS BV                             | TURBO EMEA HOLDINGS BV EUR TERM LOAN B                                                                                       | CUSIP: 38821UAG5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1177279.30   | 0.10%             | 2032-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                   | APi Group DE Inc 2025 Term Loan                                                                                              | CUSIP: 00186XAN3<br>LEI: 549300XP4G7B4QYA0G83 | Long             | LON              | CORP              | US        |   1247665 | PA      | $1248183.22   | 0.10%             | 2029-01-03      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                               | BCP V Modular Services Finance II PLC                                                                                        | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $169166.87    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Pretium PKG Holdings Inc                           | Pretium PKG Holdings Inc 2021 2nd Lien Term Loan                                                                             | CUSIP: 74142KAH2<br>LEI: 254900S6SXME9YWLU075 | Long             | LON              | CORP              | US        |    350000 | PA      | $38062.50     | 0.00%             | 2029-10-01      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   2001000 | PA      | $2057414.19   | 0.17%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                   | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $128652.30    | 0.01%             | 2029-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TRONOX FINANCE LLC                                 | Tronox Finance LLC 2024 Term Loan B1                                                                                         | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    471443 | PA      | $429098.39    | 0.03%             | 2029-04-04      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9052699 | PA      | $10249996.07  | 0.84%             | 2055-02-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-1806.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                       | Dufry One BV                                                                                                                 | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232120.48    | 0.02%             | 2027-02-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bonds            | Romanian Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    111000 | PA      | $133675.35    | 0.01%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JB POINDEXTER & CO INC                             | JB Poindexter & Co Inc                                                                                                       | CUSIP: 465965AC5<br>LEI: 549300W6P81HOZZGPQ16 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1560321.26   | 0.13%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                            | K Hovnanian Enterprises Inc                                                                                                  | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    680000 | PA      | $697596.31    | 0.06%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC                                                                | CUSIP: 466330AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1901159.00   | 0.15%             | 2038-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $884489.12    | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COMPANIES INC                        | Bausch Health Companies Inc 2025 Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |    847875 | PA      | $837539.40    | 0.07%             | 2030-10-08      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| X Corp.                                            | X Corp Term Loan                                                                                                             | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2184493 | PA      | $2145958.71   | 0.17%             | 2029-10-26      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6943 | PA      | $6983.48      | 0.00%             | 2026-06-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                | Elmwood CLO VI Ltd                                                                                                           | CUSIP: 29001VBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006924.00   | 0.08%             | 2037-07-18      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-196.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Highspring Holdings LLC                            | Highspring Holdings LLC 2022 Term Loan                                                                                       | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    265375 | PA      | $229265.42    | 0.02%             | 2029-01-21      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1000000 | PA      | $1075500.00   | 0.09%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-107.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                               | Taylor Morrison Communities Inc                                                                                              | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    808000 | PA      | $818490.26    | 0.07%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp                        | American Trailer World Corp Term Loan B                                                                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |    612126 | PA      | $554050.98    | 0.05%             | 2028-03-03      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                       | Casino Guichard Perrachon SA                                                                                                 | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | EC               | CORP              | FR        |     32288 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| C&W SENIOR FINANCE LTD                             | C&W Senior Finance Ltd                                                                                                       | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |   1280000 | PA      | $1340117.76   | 0.11%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LG PARENT HOLDCO(LIBBEYGLASS)                      | LG PARENT HOLDCO(LIBBEYGLASS)                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166175 | NS      | $508910.94    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC 2022 Term Loan B10                                                                                               | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    986978 | PA      | $990131.16    | 0.08%             | 2028-08-19      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                    | Masterbrand Inc                                                                                                              | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1676312.82   | 0.14%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 31325TWD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    853991 | PA      | $94458.38     | 0.01%             | 2042-10-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                            | Big River Steel LLC / BRS Finance Corp                                                                                       | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1148377.55   | 0.09%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SECTOR ALARM HOLDING AS                            | Sector Alarm Holding AS 2025 EUR Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 549300YUOBFVB7TE8510 | Long             | LON              | CORP              | NO        |    500000 | PA      | $591395.73    | 0.05%             | 2029-06-14      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| VF CORP                                            | VF Corp                                                                                                                      | CUSIP: 918204AX6<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    478000 | PA      | $516048.93    | 0.04%             | 2028-02-25      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                           | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    472500 | PA      | $583432.22    | 0.05%             | 2030-04-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Telenet International Finance Sarl                 | Telenet International Finance Sarl 2020 EUR Term Loan AQ                                                                     | CUSIP: 000000000<br>LEI: 213800UQWC6KB34WEQ10 | Long             | LON              | CORP              | LU        |   1750000 | PA      | $2050828.76   | 0.17%             | 2029-04-30      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds   | Republic of Kenya Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    400000 | PA      | $411295.77    | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                           | Cleanova US Holdings LLC 2025 Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |    550000 | PA      | $550000.00    | 0.04%             | 2032-06-14      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                    | MV Holding GmbH 2025 USD Term Loan B                                                                                         | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |    598500 | PA      | $599996.25    | 0.05%             | 2032-03-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive Inc                                                                                                       | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    455000 | PA      | $466333.60    | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KB HOME                                            | KB Home                                                                                                                      | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     86000 | PA      | $80827.77     | 0.01%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $774.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    908120 | PA      | $698117.25    | 0.06%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HEARTLAND DENTAL LLC                               | Heartland Dental LLC 2025 Term Loan                                                                                          | CUSIP: 42236WAX5<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |    673312 | PA      | $672979.21    | 0.05%             | 2032-08-25      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                               | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2883104.28   | 0.24%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                | Somnigroup International Inc                                                                                                 | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1771968.00   | 0.14%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-437.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVARIA HOLDINGS LLC                               | Novaria Holdings LLC 2024 Term Loan B                                                                                        | CUSIP: 66989BAK7<br>LEI: 549300LFE5UTEWEMQJ77 | Long             | LON              | CORP              | US        |    198006 | PA      | $198542.84    | 0.02%             | 2031-06-06      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-3637.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Range Red Operating, Inc                           | Range Red Operating Inc First Out Term Loan                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187933 | PA      | $189511.39    | 0.02%             | 2029-10-01      | Floating      | 12.40%                | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                | Honduras Government International Bond                                                                                       | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $164812.50    | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $605.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                              | Belron UK Finance PLC                                                                                                        | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   2115000 | PA      | $2144480.99   | 0.17%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    965000 | PA      | $965741.73    | 0.08%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                | Churchill Downs Inc                                                                                                          | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1750620.73   | 0.14%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                            | Zekelman Industries Inc 2024 Term Loan B                                                                                     | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |   1083419 | PA      | $1086127.39   | 0.09%             | 2031-01-24      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12481239 | PA      | $12504943.05  | 1.02%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                            | Pebblebrook Hotel Trust                                                                                                      | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              |  | US        |   1800000 | PA      | $1778373.05   | 0.14%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                  | Citco Funding LLC 2024 Term Loan B                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    759558 | PA      | $762474.84    | 0.06%             | 2028-04-27      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| POP BIDCO SAS                                      | POP Bidco SAS EUR Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900R1W5DBBQ780814 | Long             | LON              | CORP              | FR        |    500000 | PA      | $591017.10    | 0.05%             | 2031-11-26      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                                                                | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3362000 | PA      | $3414332.82   | 0.28%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2192 | PA      | $2223.33      | 0.00%             | 2027-10-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                            | Superior Plus LP / Superior General Partner Inc                                                                              | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1532000 | PA      | $1479248.95   | 0.12%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXX Ltd                                                                                                     | CUSIP: 09630RAG4<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1970676.00   | 0.16%             | 2035-04-15      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                   | Aretec Group Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |   1677256 | PA      | $1679084.61   | 0.14%             | 2030-08-09      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                         | Azuria Water Solutions Inc 2025 Term Loan B                                                                                  | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    889389 | PA      | $891612.49    | 0.07%             | 2028-05-17      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                              | Del Monte Foods Inc 2025 PIK Roll-Up Term Loan                                                                               | CUSIP: 24521WAL3<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    289602 | PA      | $241817.68    | 0.02%             | 2026-04-02      | Floating      | 13.77%                | No            |                  2 | On Loan: No      |
| Patagonia Bidco Limited                            | Patagonia Bidco Limited 2021 GBP Term Loan B                                                                                 | CUSIP: 000000000<br>LEI: 25490031HIDV5RXSA288 | Long             | LON              | CORP              | GB        |    825000 | PA      | $998310.47    | 0.08%             | 2028-11-01      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                   | ITT Holdings LLC 2025 Repriced Term Loan B                                                                                   | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |    784085 | PA      | $785555.03    | 0.06%             | 2030-10-11      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                              | Walker & Dunlop Inc 2025 Term Loan B                                                                                         | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    723188 | PA      | $724091.48    | 0.06%             | 2032-03-14      | Floating      | 6.14%                 | 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        |    910000 | PA      | $933255.96    | 0.08%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    369000 | PA      | $396087.99    | 0.03%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                | Verisure Holding AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    180000 | PA      | $216852.30    | 0.02%             | 2027-10-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-1551.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1916328.76   | 0.16%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -78 | NC      | $-10674.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                            | Bahamas Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    400000 | PA      | $445020.00    | 0.04%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    590400 | PA      | $109224.00    | 0.01%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PUNCH FINANCE PLC                                  | Punch Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138006IJRIU1Q5DN388 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $151010.84    | 0.01%             | 2030-12-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Reverb Buyer, Inc.                                 | MEDICAL SOLUTIONS LLC 2025 STEERCO TERM LOAN                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1428341 | PA      | $1099822.95   | 0.09%             | 2028-11-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                               | Provincia de Cordoba                                                                                                         | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    127000 | PA      | $121507.25    | 0.01%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    400000 | PA      | $195659.19    | 0.02%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| KB HOME                                            | KB Home                                                                                                                      | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    556000 | PA      | $550737.13    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INGLES MARKETS INC                                 | Ingles Markets Inc                                                                                                           | CUSIP: 457030AK0<br>LEI: 549300XH5RYBMYP8TF26 | Long             | DBT              | CORP              | US        |   1502000 | PA      | $1413036.54   | 0.12%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                           | Viking Baked Goods Acquisition Corp                                                                                          | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    882000 | PA      | $884395.51    | 0.07%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                          | OID-OL Intermediate I LLC Term Loan 1                                                                                        | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219477 | PA      | $227388.46    | 0.02%             | 2029-02-01      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| IQVIA Inc                                          | IQVIA Inc                                                                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    685000 | PA      | $683716.31    | 0.06%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                               | Pretzel Parent Inc 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 254900X2H81QPLWW7G13 | Long             | LON              | CORP              | US        |    995000 | PA      | $995935.30    | 0.08%             | 2031-10-01      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 31392PAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212092 | PA      | $222343.91    | 0.02%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                               | Verifone Systems Inc 2025 Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    558547 | PA      | $541866.10    | 0.04%             | 2028-08-18      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| SPRINT INTERMEDIATECO B.V.                         | SPRINT INTERMEDIATECO B.V.                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     16949 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FAIR ISAAC CORP                                    | Fair Isaac Corp                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1215207.25   | 0.10%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                | Conair Holdings LLC Term Loan B                                                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |   1488000 | PA      | $946740.00    | 0.08%             | 2028-05-17      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                       | Rossini Sarl                                                                                                                 | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |    310000 | PA      | $384716.76    | 0.03%             | 2029-12-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                           | Focus Financial Partners LLC                                                                                                 | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1639764.80   | 0.13%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER HOLDCO                                 | Knife River HoldCo Term Loan                                                                                                 | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    248750 | PA      | $249605.70    | 0.02%             | 2032-03-08      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| IAP Worldwide Services LLC                         | IAP WORLDWIDE SERVICES                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        31 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DEL MONTE FOODS INC                                | Del Monte Foods Inc 2024 First Out Term Loan                                                                                 | CUSIP: 24521WAB5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     62127 | PA      | $31878.95     | 0.00%             | 2028-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                   | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-50754.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                        | McAfee Corp                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1752563.33   | 0.14%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    529000 | PA      | $506179.10    | 0.04%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                             | Epic Crude Services LP 2025 Term Loan B                                                                                      | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    581771 | PA      | $583164.17    | 0.05%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    205500 | PA      | $49648.80     | 0.00%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                               | WR Grace Holdings LLC                                                                                                        | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387835.22    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding XXXVII Ltd                                                                                              | CUSIP: 55817FAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3526785.50   | 0.29%             | 2037-04-15      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384E8K4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1861261 | PA      | $2194406.63   | 0.18%             | 2053-10-20      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                               | Adler Financing Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |    500464 | PA      | $627768.79    | 0.05%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SPRINT MIDCO BV                                    | Sprint MidCo BV EUR 2nd Lien Holdco Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     59607 | PA      | $1411.54      | 0.00%             | 2031-06-30      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds              | Jordan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    468000 | PA      | $467494.39    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330261 | PA      | $326185.61    | 0.03%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC 2025 Incremental Term Loan                                                                               | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    425000 | PA      | $424241.38    | 0.03%             | 2031-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618G7AE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62431 | PA      | $63917.05     | 0.01%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIFD3UV7 CDS USD R F  1.00000 BMIFD3UW5 CORPORATE / Short: BMIFD3UV7 CDS USD P V 03MEVENT BMIFD3UX3 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    721000 | OU      | $-8294.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2769357 | PA      | $2861240.22   | 0.23%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                     | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                                        | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108333 | PA      | $108420.54    | 0.01%             | 2031-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                            | Bahamas Government International Bond                                                                                        | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    322000 | PA      | $348262.32    | 0.03%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US LONG BOND(CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -176 | NC      | $-382168.35   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Stepstone Group Midco 2 GMBH/ The                  | Stepstone Group Midco 2 GmbH/ The USD Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | DE        |    822938 | PA      | $782819.30    | 0.06%             | 2031-12-19      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| PREGIS TOPCO CORPORATION                           | Pregis TopCo Corporation 2025 Refinancing Term Loan                                                                          | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |    612796 | PA      | $617710.24    | 0.05%             | 2029-02-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc                      | Monitronics International Inc 2023 Exit Term Loan                                                                            | CUSIP: 60945HAG9<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |   1202515 | PA      | $1204018.62   | 0.10%             | 2028-06-30      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HFKD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5306249 | PA      | $5140933.54   | 0.42%             | 2054-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                          | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   4498844 | PA      | $4510496.05   | 0.37%             | 2030-06-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TRANSDIGM INC 2025 TERM LOAN K                                                                                               | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1309797 | PA      | $1309986.73   | 0.11%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137ASS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    250751 | PA      | $9228.73      | 0.00%             | 2032-07-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    478000 | PA      | $422725.71    | 0.03%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Transocean Poseidon Ltd                            | Transocean Poseidon Ltd                                                                                                      | CUSIP: 89383JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    480600 | PA      | $481565.43    | 0.04%             | 2027-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9199620 | PA      | $9363833.44   | 0.76%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXIV Ltd                                                                                                    | CUSIP: 09629XAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985284.00    | 0.08%             | 2034-04-20      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1077180.78   | 0.09%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    400000 | PA      | $415420.00    | 0.03%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                            | Ethiopia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |   1374000 | PA      | $1320757.50   | 0.11%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CIMPRESS PLC                                       | Cimpress PLC                                                                                                                 | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   1128000 | PA      | $1125478.45   | 0.09%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31394FAX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    403420 | PA      | $466591.93    | 0.04%             | 2035-09-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BXSG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $7011531.80   | 0.57%             | 2055-10-25      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                                                                | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    795000 | PA      | $979403.52    | 0.08%             | 2028-11-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| AVIENT CORP                                        | Avient Corp                                                                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   1762000 | PA      | $1812151.81   | 0.15%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FED OF BOSNIA&HERZ                                 | Federation of Bosnia & Herzegovina Eurobond                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |    147000 | PA      | $178713.28    | 0.01%             | 2030-07-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A1B20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92501 | PA      | $419.93       | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-370.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KUEHG CORP                                         | KUEHG Corp 2025 Term Loan                                                                                                    | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    967802 | PA      | $968305.63    | 0.08%             | 2030-06-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    800000 | PA      | $807886.63    | 0.07%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                    | Maya SAS/Paris France                                                                                                        | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    720000 | PA      | $772792.56    | 0.06%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                            | Bryant Park Funding 2023-21 Ltd                                                                                              | CUSIP: 117650AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000150.00   | 0.24%             | 2036-10-18      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| ATHENA BIDCO GMBH                                  | Athena BidCo GmBH 2025 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 3912007R7X33FTYO8Z65 | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1183102.59   | 0.10%             | 2032-05-31      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds               | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    500315 | PA      | $422932.59    | 0.03%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUBBARD RADIO LLC                                  | Hubbard Radio LLC 2024 PIK Term Loan B                                                                                       | CUSIP: 44344HAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    537933 | PA      | $298553.02    | 0.02%             | 2027-09-30      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds              | Brazil Government International Bonds                                                                                        | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    800000 | PA      | $650960.00    | 0.05%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARCEL LUX IV SARL                                 | Marcel LUX IV SARL 2025 USD Repriced Term Loan                                                                               | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |   1215835 | PA      | $1218875.04   | 0.10%             | 2030-11-12      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Virgin Media SFA Finance Limited                   | Virgin Media SFA Finance Limited EUR Term Loan O                                                                             | CUSIP: 000000000<br>LEI: 213800HHBSIDEKJOHR77 | Long             | LON              | CORP              | GB        |    600000 | PA      | $701126.62    | 0.06%             | 2029-01-31      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                | IVC Acquisition Ltd 2025 GBP Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1352249.34   | 0.11%             | 2028-12-12      | Floating      | 9.09%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                               | Pilgrim's Pride Corp                                                                                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1813027.80   | 0.15%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXANS SA                                          | Nexans SA                                                                                                                    | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121047.14    | 0.01%             | 2029-05-29      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1349435 | PA      | $158679.59    | 0.01%             | 2043-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                             | Goodyear Tire & Rubber Co/The                                                                                                | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1384914.83   | 0.11%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                            | VZ Secured Financing BV                                                                                                      | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    346000 | PA      | $313272.97    | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168014 | PA      | $164779.76    | 0.01%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                                                                | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    425000 | PA      | $500705.22    | 0.04%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENDO DESIG                             | ESC GCB144A ENDO DESIG                                                                                                       | CUSIP: 292ESCB17<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    649000 | PA      | $0.00         | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1190000 | PA      | $1212524.32   | 0.10%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                        | Surgery Center Holdings Inc 2025 Term Loan B                                                                                 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    928431 | PA      | $930171.73    | 0.08%             | 2030-12-19      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                        | Grant Thornton Advisors LLC 2025 Incremental Term Loan                                                                       | CUSIP: 38821UAF7<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   1475000 | PA      | $1474557.50   | 0.12%             | 2031-06-02      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                          | Gainwell Acquisition Corp Term Loan B                                                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1452738 | PA      | $1432399.72   | 0.12%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INT FINANCE S.A.                      | MALLINCKRODT INT FINANCE S.A.                                                                                                | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | EC               | CORP              | US        |     31584 | NS      | $3300528.00   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                               | Chart Industries Inc                                                                                                         | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   1984000 | PA      | $2127357.89   | 0.17%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                           | Hertz Corporation (The) 2021 Term Loan B                                                                                     | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   1007079 | PA      | $907433.84    | 0.07%             | 2028-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive Inc                                                                                                       | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1291667.65   | 0.11%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                       | Champs Trust 2025-1                                                                                                          | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10518106 | PA      | $11021691.35  | 0.90%             | 2060-04-25      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                                 | New Flyer Holdings Inc                                                                                                       | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1336718.30   | 0.11%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2662.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                                                                            | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116653.87    | 0.01%             | 2029-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                             | Real Hero Merger Sub 2 Inc                                                                                                   | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2173000 | PA      | $1480620.55   | 0.12%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                              | Icebox Holdco III Inc 2021 1st Lien Term Loan                                                                                | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    820962 | PA      | $827459.85    | 0.07%             | 2031-12-22      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                  | Amspec Parent LLC 2025 Term Loan                                                                                             | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   1037400 | PA      | $1044371.33   | 0.09%             | 2031-12-22      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                                                                          | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    706000 | PA      | $654168.87    | 0.05%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128LDCD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145929 | PA      | $149681.50    | 0.01%             | 2032-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2027900.27   | 0.17%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONTRA MALLINCKRO                                  | CONTRA MALLINCKRO                                                                                                            | CUSIP: 292CNT011<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | US        |       280 | NS      | $29260.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COHERENT CORP                                      | Coherent Corp                                                                                                                | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1203614.87   | 0.10%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TMWV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37684 | PA      | $38480.56     | 0.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BFCT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1182277 | PA      | $141346.13    | 0.01%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-516.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    164000 | PA      | $163852.16    | 0.01%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     85000 | PA      | $97349.83     | 0.01%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61250000 | PA      | $61769188.69  | 5.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                       | Calpine Corp                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1069186.99   | 0.09%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1350000 | PA      | $1317937.50   | 0.11%             | 2028-01-31      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| CZECHOSLOVAK GROUP                                 | Czechoslovak Group AS                                                                                                        | CUSIP: 000000000<br>LEI: 315700SWFD7G70AVG768 | Long             | DBT              | CORP              | CZ        |    150000 | PA      | $183146.74    | 0.01%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                           | Compass Minerals International Inc                                                                                           | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1583684.88   | 0.13%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EAB Global Inc                                     | EAB Global Inc 2021 Term Loan                                                                                                | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    221625 | PA      | $216499.92    | 0.02%             | 2030-08-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                | Rocket Software Inc 2023 USD Term Loan B                                                                                     | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    224438 | PA      | $225186.00    | 0.02%             | 2028-11-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                 | AMN Healthcare Inc                                                                                                           | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1601039.43   | 0.13%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                                | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10002 | NS      | $237547.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                               | Telefonica Europe BV                                                                                                         | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $515863.70    | 0.04%             | 2028-08-23      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $294029.48    | 0.02%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                               | Elmwood CLO VIII Ltd                                                                                                         | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4030008.00   | 0.33%             | 2037-04-20      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                  | GIP Pilot Acquisition Partners LP 2025 Term Loan B                                                                           | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |    470674 | PA      | $470968.60    | 0.04%             | 2030-10-04      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     91000 | OU      | $-157.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $18.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    152000 | PA      | $169927.60    | 0.01%             | 2032-01-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                   | Insight Enterprises Inc                                                                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   1772000 | PA      | $1818904.84   | 0.15%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Athena Holdco S.A.S.                               | Athena Holdco SAS 2024 EUR Term Loan B2                                                                                      | CUSIP: 000000000<br>LEI: 2549000RJO0263KQGB75 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1179556.96   | 0.10%             | 2031-04-14      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     44000 | PA      | $10060.60     | 0.00%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                                                                | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $3374051.63   | 0.28%             | 2028-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                          | Esab Corp                                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1113922.90   | 0.09%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC USD Term Loan B                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   2744150 | PA      | $2650588.46   | 0.22%             | 2028-06-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                          | Minerals Technologies Inc 2024 Term Loan B                                                                                   | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    521062 | PA      | $522365.16    | 0.04%             | 2031-11-26      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                                | EnergySolutions LLC 2023 Term Loan B                                                                                         | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |   3703440 | PA      | $3733530.09   | 0.30%             | 2030-09-20      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                | VM Consolidated Inc                                                                                                          | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1897356.80   | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                             | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                            | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1040735 | PA      | $1035536.98   | 0.08%             | 2030-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CASTELLO BC BIDCO SPA                              | Castello BC Bidco SpA                                                                                                        | CUSIP: 000000000<br>LEI: 894500HFFY9ABW4ZUZ66 | Long             | DBT              | CORP              | IT        |    220000 | PA      | $261723.71    | 0.02%             | 2031-11-14      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC Bank USA NA                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-26987.52    | -0.00%            |  |  |  | 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        |   1789000 | PA      | $1718060.78   | 0.14%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                         | Amneal Pharmaceuticals LLC 2025 Term Loan B                                                                                  | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    550000 | PA      | $550456.50    | 0.04%             | 2032-08-01      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                           | Apro LLC 2024 Term Loan B                                                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |    594000 | PA      | $594445.50    | 0.05%             | 2031-07-09      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                   | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    627000 | PA      | $605920.89    | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC.(MURRAY)                        | ACNR HOLDINGS, INC.(MURRAY)                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7669 | NS      | $617354.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                    | Maya SAS/Paris France                                                                                                        | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $250253.41    | 0.02%             | 2031-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR ULTRA FUT DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        15 | NC      | $18090.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR CO                                    | Nissan Motor Co Ltd                                                                                                          | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $210045.40    | 0.02%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                       | US Foods Inc                                                                                                                 | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1837000 | PA      | $1811641.89   | 0.15%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                      | INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |   1168224 | PA      | $1061132.63   | 0.09%             | 2029-04-02      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                            | US Acute Care Solutions LLC                                                                                                  | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2250384.96   | 0.18%             | 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        |   2498000 | PA      | $2351297.98   | 0.19%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASTRO ACQUISITION LLC                              | ASTRO ACQUISITION LLC 2025 TERM LOAN B                                                                                       | CUSIP: 000000000<br>LEI: 254900PB0M1U1S6VUM04 | Long             | LON              | CORP              | US        |    650000 | PA      | $653659.50    | 0.05%             | 2032-08-30      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                   | Galaxy Bidco Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $558838.28    | 0.05%             | 2029-12-19      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                           | Science Applications International Corp                                                                                      | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1055987.02   | 0.09%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    400000 | PA      | $379700.00    | 0.03%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WAGA BONDCO LTD                                    | Waga Bondco Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 254900PFB2C9WELUW795 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $253678.42    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     47000 | PA      | $43439.84     | 0.00%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    314000 | PA      | $333888.36    | 0.03%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       157 | PA      | $157.24       | 0.00%             | 2026-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    822613 | PA      | $755775.69    | 0.06%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1852636.34   | 0.15%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCRR Parent Inc                                    | CCRR Parent Inc Term Loan B                                                                                                  | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    501735 | PA      | $170589.89    | 0.01%             | 2028-03-06      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381BDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1188 | PA      | $1185.78      | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                     | Skillsoft Corp                                                                                                               | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |      7153 | NS      | $93132.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   1970000 | PA      | $1876087.34   | 0.15%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS AG                                             | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-519.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Whitewater Matterhorn Holdings LLC                 | Whitewater Matterhorn Holdings LLC 2025 Term Loan B                                                                          | CUSIP: 000000000<br>LEI: 2138009J7G187M6C4Q91 | Long             | LON              | CORP              | US        |    500000 | PA      | $500312.50    | 0.04%             | 2032-06-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| EG AMERICA LLC                                     | EG America LLC 2025 EUR Term Loan                                                                                            | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |    434463 | PA      | $514866.16    | 0.04%             | 2028-02-07      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384EDD4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5000000 | PA      | $5199482.50   | 0.42%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2329838.91   | 0.19%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IAP Worldwide Services Inc                         | IAP Worldwide Services Inc 2nd Lien Term Loan                                                                                | CUSIP: 44920JAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    216219 | PA      | $174034.80    | 0.01%             | 2023-07-18      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| PROVINCIA DE NEUQUEN                               | Provincia De Neuquen Tranche B Term Loan                                                                                     | CUSIP: 000000000<br>LEI: 549300X5HUL4FRDNBN35 | Long             | LON              | CORP              | AR        |    132713 | PA      | $134040.17    | 0.01%             | 2027-05-28      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001900.00   | 0.08%             | 2036-07-15      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| KODIAK BUILDING PARTNERS INC                       | Kodiak Building Partners Inc 2024 Term Loan B                                                                                | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |    498622 | PA      | $497098.66    | 0.04%             | 2031-12-04      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    375000 | PA      | $377296.88    | 0.03%             | 2032-06-02      | Floating      | 6.25%                 | 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        |   1906000 | PA      | $1862988.44   | 0.15%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                               | Ineos US Finance LLC 2021 USD Term Loan B                                                                                    | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    603125 | PA      | $566186.61    | 0.05%             | 2028-11-08      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                    | Vibrant CLO XI Ltd                                                                                                           | CUSIP: 92558MAA2<br>LEI: 5493008IYL3HLPE46G85 | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $578423.55    | 0.05%             | 2032-07-20      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                  | Amspec Parent LLC 2025 Delayed Draw Term Loan                                                                                | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    159840 | PA      | $160914.12    | 0.01%             | 2031-12-22      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                       | VT Topco Inc                                                                                                                 | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2232728.39   | 0.18%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHAMBERLAIN GROUP INC                              | CHAMBERLAIN GROUP INC 2025 TERM LOAN B                                                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |   2781175 | PA      | $2787266.21   | 0.23%             | 2032-09-08      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds             | Jamaica Government International Bonds                                                                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    400000 | PA      | $487336.00    | 0.04%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                  | GREEN INFRASTRUCTURE PARTN INC TERM LOAN B                                                                                   | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    925000 | PA      | $927025.75    | 0.08%             | 2032-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2263768.95   | 0.18%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                      | Truist Insurance Holdings LLC 2024 Term Loan B                                                                               | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275806 | PA      | $276238.09    | 0.02%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| RUBIX GROUP MIDCO 3 LIMITED                        | Rubix Group Midco 3 Limited 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 213800ENCGCXQFBAPG24 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1185121.96   | 0.10%             | 2028-09-30      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                                                                          | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    611000 | PA      | $460287.69    | 0.04%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                            | K Hovnanian Enterprises Inc                                                                                                  | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666944.34    | 0.05%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Boluda Towage SL                                   | Boluda Towage SL 2024 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1184722.78   | 0.10%             | 2030-01-31      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                               | Wrangler Holdco Corp                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $720086.76    | 0.06%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OHL OPERACIONES SA                                 | OHL Operaciones SA                                                                                                           | CUSIP: 000000000<br>LEI: 959800P4NZ87GY0BVB62 | Long             | DBT              | CORP              | ES        |    277982 | PA      | $311029.71    | 0.03%             | 2029-12-31      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AVALARA INC                                        | Avalara Inc 2025 Term Loan B                                                                                                 | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |    399000 | PA      | $399608.48    | 0.03%             | 2032-03-26      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38381QYK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7948799 | PA      | $8108424.10   | 0.66%             | 2055-04-20      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECH                          | SEAGATE DATA STORAGE TECH                                                                                                    | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2300015 | PA      | $2607193.50   | 0.21%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                           | Great Outdoors Group LLC 2025 Term Loan B                                                                                    | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2334953 | PA      | $2336703.94   | 0.19%             | 2032-01-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                 | Ally Financial Inc                                                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2198000 | PA      | $2144132.71   | 0.17%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    120000 | PA      | $87974.31     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP BIDCO LTD                              | BOOTS GROUP BIDCO LTD EUR TERM LOAN                                                                                          | CUSIP: 000000000<br>LEI: 254900Q2CMXV6QWMW891 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1186072.94   | 0.10%             | 2032-08-30      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    965000 | PA      | $964618.18    | 0.08%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                       | Cars.com Inc                                                                                                                 | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1764432.82   | 0.14%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman Loan Advisers CLO 48 Ltd                                                                                    | CUSIP: 64135HAL0<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2005812.00   | 0.16%             | 2036-04-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| DRAKE SOFTWARE LLC                                 | Drake Software LLC 2024 Term Loan B                                                                                          | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |   1401122 | PA      | $1402284.46   | 0.11%             | 2031-06-26      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                | Artera Services LLC                                                                                                          | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1357665.59   | 0.11%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    939000 | PA      | $920028.35    | 0.07%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARTS EUROPE SA                                    | PARTS EUROPE SA 2025 EUR REPRICED TERM LOAN B                                                                                | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1771395.90   | 0.14%             | 2031-02-03      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    879000 | PA      | $198873.75    | 0.02%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $127202.68    | 0.01%             | 2031-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                         | Grifols SA                                                                                                                   | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    689000 | PA      | $854647.35    | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                                     | Barings Clo Ltd 2022-IV                                                                                                      | CUSIP: 06763HAU0<br>LEI: 549300NRFNRCBGSJ3239 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2014744.00   | 0.16%             | 2037-10-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Allegheny Ludlum LLC                               | Allegheny Ludlum LLC                                                                                                         | CUSIP: 016900AC6<br>LEI: KCBRRAMO64UL0JAYG446 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468002.51    | 0.04%             | 2025-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HN3P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11878289 | PA      | $12421646.06  | 1.01%             | 2055-09-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                                                                | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $314403.72    | 0.03%             | 2030-02-21      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     90000 | PA      | $20313.68     | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| National Mentor Holdings Inc                       | National Mentor Holdings Inc 2021 Term Loan C                                                                                | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |     58309 | PA      | $58170.56     | 0.00%             | 2028-03-02      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc 2025 Term Loan B1                                                                                      | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   3104999 | PA      | $3107560.70   | 0.25%             | 2031-04-14      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                             | Arsenal AIC Parent LLC 2025 Term Loan B                                                                                      | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735107 | PA      | $736026.35    | 0.06%             | 2030-08-19      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    712900 | PA      | $135156.91    | 0.01%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPECTRIS PLC                                       | SPECTRIS PLC EUR TERM LOAN B                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1179187.13   | 0.10%             | 2032-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | PURCHASED GBP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | GB        |         1 | NC      | $250.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     10000 | PA      | $2256.41      | 0.00%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38385GYJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4939182 | PA      | $5070620.50   | 0.41%             | 2055-05-20      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38381PAA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4967260 | PA      | $5215954.10   | 0.43%             | 2055-07-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                              | NESCO Holdings II Inc                                                                                                        | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |   1647000 | PA      | $1614175.29   | 0.13%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $1302.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                        | SERTA SSB EQUIPMENT COMPANY                                                                                                  | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246099 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WAND NEWCO 3 INC                                   | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                   | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |   1089972 | PA      | $1087536.22   | 0.09%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D5A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2049 | PA      | $2060.42      | 0.00%             | 2027-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                           | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1130312 | PA      | $1132668.55   | 0.09%             | 2030-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                           | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122559.22    | 0.01%             | 2032-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    800000 | PA      | $584280.00    | 0.05%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds           | Venezuela Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    174000 | PA      | $38558.40     | 0.00%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                            | Les Schwab Tire Centers 2025 Term Loan B                                                                                     | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |   1583778 | PA      | $1582297.51   | 0.13%             | 2031-04-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    985165 | PA      | $1000495.05   | 0.08%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                             | Cushman & Wakefield US Borrower LLC                                                                                          | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1284574.99   | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC 2022 Incremental Term Loan B2                                                                        | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    641785 | PA      | $643665.62    | 0.05%             | 2031-07-01      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                                                                        | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $414080.00    | 0.03%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy 2025 EUR Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | LON              | CORP              | FI        |   1000000 | PA      | $1182269.02   | 0.10%             | 2031-08-05      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                   | Carlyle US CLO 2022-6 Ltd                                                                                                    | CUSIP: 14317GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5444096.40   | 0.44%             | 2036-10-25      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                           | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3081533.54   | 0.25%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTIUM PACKAGING LLC                               | Altium Packaging LLC 2024 Term Loan B                                                                                        | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |    493750 | PA      | $485341.44    | 0.04%             | 2031-06-11      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| OWENS ILLINOIS INC                                 | OWENS ILLINOIS INC 2025 TERM LOAN B                                                                                          | CUSIP: 000000000<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | LON              | CORP              | US        |   1025000 | PA      | $1024359.38   | 0.08%             | 2032-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                                                                | CUSIP: 46641BAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2515617 | PA      | $2399270.14   | 0.20%             | 2046-12-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                    | United Group BV                                                                                                              | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    245000 | PA      | $292213.14    | 0.02%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                | Axon Enterprise Inc                                                                                                          | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    535000 | PA      | $550797.20    | 0.04%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | Ineos Finance PLC 2024 EUR 1st Lien Term Loan B                                                                              | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | LON              | CORP              | GB        |   1194464 | PA      | $1317343.30   | 0.11%             | 2031-06-23      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                       | SPX Flow Inc 2025 Term Loan                                                                                                  | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |   1016625 | PA      | $1022501.09   | 0.08%             | 2029-04-05      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ABENGOA ABENEWCO TWO                               | Abengoa Abenewco 2 SA                                                                                                        | CUSIP: 000000000<br>LEI: 9598003HU5TEDMWEKB27 | Long             | DBT              | CORP              | ES        |    377752 | PA      | $0.00         | 0.00%             | 2024-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1952 | PA      | $1965.03      | 0.00%             | 2027-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    731261 | PA      | $102376.54    | 0.01%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31359KK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4426 | PA      | $4430.78      | 0.00%             | 2026-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elsan SAS                                          | Elsan SAS 2025 EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 969500KPGB0PD8HGDD09 | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1765566.74   | 0.14%             | 2031-06-16      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1150000 | PA      | $1150885.50   | 0.09%             | 2029-01-31      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                   | CPM Holdings Inc 2023 Term Loan                                                                                              | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    297073 | PA      | $296748.05    | 0.02%             | 2028-09-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO 2015-3 Ltd                                                                                                          | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2895987.00   | 0.24%             | 2031-10-20      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1607000 | PA      | $1605416.75   | 0.13%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     80000 | PA      | $58344.00     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                           | Team Health Holdings Inc                                                                                                     | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |   1699586 | PA      | $1837031.52   | 0.15%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31416CGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354012 | PA      | $374861.08    | 0.03%             | 2035-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Artisan Newco B.V.                                 | Artisan Newco BV 2025 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 7245009YIYR683H17R35 | Long             | LON              | CORP              | NL        |    494933 | PA      | $584749.05    | 0.05%             | 2032-04-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | PURCHASED GBP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | GB        |         1 | NC      | $-3395.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC               | Herschend Entertainment Company LLC 2025 Term Loan B                                                                         | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |    399000 | PA      | $400995.00    | 0.03%             | 2032-05-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CITY BREWING COMPANY LLC                           | City Brewing Company LLC 2025 PIK First Out Term Loan                                                                        | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122656 | PA      | $91992.34     | 0.01%             | 2030-09-30      | Floating      | 11.20%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                           | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2979283.70   | 0.24%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HOLDING SOCOTEC                                    | Holding Socotec 2025 EUR Term Loan B1                                                                                        | CUSIP: 000000000<br>LEI: 969500TSHWNDZONA3M83 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1184728.65   | 0.10%             | 2031-06-02      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                              | Encompass Health Corp                                                                                                        | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    683000 | PA      | $665048.78    | 0.05%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    200000 | PA      | $230800.41    | 0.02%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31396WS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1437338 | PA      | $1450199.70   | 0.12%             | 2037-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIF9ER00 CDS USD R F  1.00000 BMIF9ER18 CORPORATE / Short: BMIF9ER00 CDS USD P V 03MEVENT BMIF9ER26 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     92000 | OU      | $-1058.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Champs Trust                                       | Champs Trust 2024-1                                                                                                          | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7180574 | PA      | $7460323.69   | 0.61%             | 2059-07-25      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $505189.63    | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP CLO 2022-24 Ltd                                                                                                          | CUSIP: 67118YAY9<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1516647.00   | 0.12%             | 2037-10-20      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                    | Madison IAQ LLC                                                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1271558.52   | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LA DORIA SPA                                       | La Doria SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 815600857F45E3102897 | Long             | DBT              | CORP              | IT        |    140000 | PA      | $165447.34    | 0.01%             | 2030-12-30      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XVIII Ltd                                                                                        | CUSIP: 08186QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4527247.50   | 0.37%             | 2034-10-15      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| SUMMER BIDCO BV                                    | Summer BidCo BV                                                                                                              | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |    454102 | PA      | $545272.78    | 0.04%             | 2029-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| NAB HOLDINGS LLC                                   | NAB Holdings LLC 2025 Repriced Term Loan B                                                                                   | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1083254 | PA      | $1049288.78   | 0.09%             | 2028-11-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds           | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $583695.38    | 0.05%             | 2030-04-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                | VIAVI SOLUTIONS INC TERM LOAN B                                                                                              | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |    650000 | PA      | $652574.00    | 0.05%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3489 | PA      | $3494.10      | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                   | Arches Buyer Inc                                                                                                             | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1819111.06   | 0.15%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS AG                                             | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $11233.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                             | Option Care Health Inc                                                                                                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1921963.07   | 0.16%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Zephyr German BidCo GmbH                           | Zephyr German BidCo GmbH EUR Term Loan B1                                                                                    | CUSIP: 000000000<br>LEI: 529900TJ6NYOFABGF758 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1766579.36   | 0.14%             | 2028-03-10      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    493000 | PA      | $101853.80    | 0.01%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                              | Civitas Resources Inc                                                                                                        | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2355792.91   | 0.19%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TEREX CORPORATION                                  | Terex Corporation 2025 Term Loan                                                                                             | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |   2369062 | PA      | $2375577.42   | 0.19%             | 2031-10-08      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A UNIFIN FIN                             | ESC GCB144A UNIFIN FIN                                                                                                       | CUSIP: 904ESCAK6<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    620000 | PA      | $0.00         | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                    | ABG Intermediate Holdings 2 LLC 2024 1st Lien Term Loan B                                                                    | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    245438 | PA      | $245264.48    | 0.02%             | 2028-12-21      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Staatsolie Maatschappij Suriname NV                | Staatsolie Maatschappij Suriname NV 2025 Revolver                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |   1300000 | PA      | $1300000.00   | 0.11%             | 2032-04-25      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                            | Atos SE                                                                                                                      | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    376745 | PA      | $509402.13    | 0.04%             | 2029-12-18      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Range Red Operating, Inc                           | Range Red Operating Inc Second Out Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    788350 | PA      | $794972.50    | 0.06%             | 2029-10-01      | Floating      | 12.40%                | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $101925.00    | 0.01%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                             | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   2100446 | PA      | $2087759.49   | 0.17%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| TMF Group Holding B.V.                             | TMF Group Holding BV 2025 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1183167.17   | 0.10%             | 2028-05-03      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| TARKETT PARTICIPATION                              | Tarkett Participation 2025 EUR Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 9695009BVDNB65W81L34 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1183895.08   | 0.10%             | 2031-04-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US ULTRA BOND CBT DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -32 | NC      | $-97770.97    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPBUILD CORP                                      | TopBuild Corp                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1465476.52   | 0.12%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                   | Wand NewCo 3 Inc                                                                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2334441.60   | 0.19%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                       | Champs Trust 2024-2                                                                                                          | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7853445 | PA      | $8219618.13   | 0.67%             | 2059-11-25      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                            | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    959000 | PA      | $977030.01    | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    365000 | PA      | $375644.86    | 0.03%             | 2034-01-31      | 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: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    468000 | PA      | $546031.54    | 0.04%             | 2028-06-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                               | Berlin Packaging LLC 2025 Term Loan B7                                                                                       | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   1209625 | PA      | $1214644.54   | 0.10%             | 2031-06-07      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                               | Reworld Holding Corp                                                                                                         | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |   1536000 | PA      | $1445956.15   | 0.12%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     23000 | PA      | $5189.52      | 0.00%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WOLSELEY GROUP FINCO PLC                           | Wolseley Group Finco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800Q996QYBUUWRZ96 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $242477.51    | 0.02%             | 2031-01-31      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| YUM! BRANDS INC                                    | Yum! Brands Inc                                                                                                              | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    603000 | PA      | $563836.44    | 0.05%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTRALOT CAPITAL LUX                               | Intralot Capital Luxembourg SA                                                                                               | CUSIP: 000000000<br>LEI: 549300QF747C7UWZYB38 | Long             | DBT              | CORP              | LU        |    440000 | PA      | $521462.21    | 0.04%             | 2031-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                             | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1011254.26   | 0.08%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    299000 | PA      | $163531.20    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8900000 | PA      | $8943803.13   | 0.73%             | 2040-07-15      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    375000 | PA      | $85050.00     | 0.01%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Scientific Games Holdings LP                       | Scientific Games Holdings LP 2022 EUR Term Loan B                                                                            | CUSIP: 80875CAC1<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1172583.10   | 0.10%             | 2029-04-04      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                | Clydesdale Acquisition Holdings Inc Term Loan B                                                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    467667 | PA      | $467563.78    | 0.04%             | 2029-04-13      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    523653 | PA      | $393287.46    | 0.03%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                    | United Group BV                                                                                                              | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118097.46    | 0.01%             | 2031-02-15      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| PROJECT JUBILEE II VUE ENT                         | PROJECT JUBILEE II VUE ENT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    644824 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                                                                      | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    700000 | PA      | $734650.00    | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH & LOMB NL BV/INC                            | Bausch + Lomb Netherlands BV and Bausch & Lomb Inc                                                                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | XX        |    310000 | PA      | $369522.77    | 0.03%             | 2031-01-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                              | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1555891.18   | 0.13%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-73.62       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds          | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    500000 | PA      | $497802.89    | 0.04%             | 2035-04-09      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| EIG MANAGEMENT COMPANY LLC                         | EIG Management Company LLC 2024 Term Loan                                                                                    | CUSIP: 26858HAD2<br>LEI: 5493007EDFEL0IR8BD89 | Long             | LON              | CORP              | US        |    402321 | PA      | $402320.62    | 0.03%             | 2029-05-17      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $189282.60    | 0.02%             | 2033-09-30      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| DexKo Global Inc                                   | DexKo Global Inc 2021 EUR German Term Loan                                                                                   | CUSIP: 25213YAZ8<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    534145 | PA      | $614373.03    | 0.05%             | 2028-10-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                                | Verisure Holding AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $234844.13    | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                 | CP Atlas Buyer Inc                                                                                                           | CUSIP: 12597YAD1<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1560334.08   | 0.13%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds         | Philippines Government International Bonds                                                                                   | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $605138.40    | 0.05%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Anesthesia Partners Inc                         | US Anesthesia Partners Inc 2021 Term Loan                                                                                    | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   1462797 | PA      | $1462570.22   | 0.12%             | 2028-10-01      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| INNIO Group Holding GmbH                           | INNIO Group Holding GmbH 2024 EUR 1st Lien Term Loan B                                                                       | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | AT        |    578210 | PA      | $683446.98    | 0.06%             | 2028-11-02      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| GESTAMP AUTOMOCION SA                              | Gestamp Automocion SA                                                                                                        | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | DBT              | CORP              | ES        |    315000 | PA      | $371703.51    | 0.03%             | 2030-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ecuador Government International Bonds             | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    633172 | PA      | $474087.54    | 0.04%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                 | Harvest US CLO 2024-2 Ltd                                                                                                    | CUSIP: 41756YAJ4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3016848.00   | 0.25%             | 2037-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AQX45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1517286 | PA      | $89063.86     | 0.01%             | 2032-06-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $135975.00    | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Rohm Holding GmbH                                  | Rohm Holding GmbH 2024 USD PIK Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |    645837 | PA      | $578023.76    | 0.05%             | 2029-01-31      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| GATWICK AIRPORT FINANCE                            | Gatwick Airport Finance PLC                                                                                                  | CUSIP: 000000000<br>LEI: 213800BDRHDHRGTQ1D63 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $536261.60    | 0.04%             | 2026-04-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31359UNJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28298 | PA      | $28994.33     | 0.00%             | 2028-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                      | TransDigm Inc 2023 Term Loan J                                                                                               | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4518493 | PA      | $4521362.54   | 0.37%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                  | Clarios Global LP 2024 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   2584939 | PA      | $2589385.06   | 0.21%             | 2030-05-06      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                                                             | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    701000 | PA      | $459621.17    | 0.04%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                 | Elmwood CLO 14 Ltd                                                                                                           | CUSIP: 29003XAG8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004958.00   | 0.08%             | 2038-10-20      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $6.25         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                              | Chobani Holdco II LLC                                                                                                        | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2573637 | PA      | $2733822.74   | 0.22%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                  | Motion Finco Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $211877.13    | 0.02%             | 2030-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING AG                        | Nidda Healthcare Holding AG 2025 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | LON              | CORP              | DE        |    750000 | PA      | $884768.98    | 0.07%             | 2030-02-21      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| PHILLIPS PET HOLDING CORP                          | PHILLIPS PET HOLDING CORP                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-82.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                   | Gates Global LLC 2024 Term Loan B5                                                                                           | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   3564000 | PA      | $3563732.70   | 0.29%             | 2031-06-04      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HHTC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7662519 | PA      | $8044471.01   | 0.66%             | 2054-12-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                           | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                    | CUSIP: 000000000<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    700000 | PA      | $861208.93    | 0.07%             | 2030-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| IMA INDUSTRIA MACCHINE                             | IMA Industria Macchine Automatiche SpA                                                                                       | CUSIP: 000000000<br>LEI: 815600D86992FDA7B908 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $178269.70    | 0.01%             | 2029-04-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                    | Discovery Purchaser Corporation Term Loan                                                                                    | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |    696754 | PA      | $694433.56    | 0.06%             | 2029-10-04      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                    | Amber Finco PLC 2025 EUR Fungible Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | LON              | CORP              | GB        |   1100000 | PA      | $1303969.93   | 0.11%             | 2029-06-11      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy                                                                                                         | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $120012.64    | 0.01%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bayou Intermediate II LLC                          | Bayou Intermediate II LLC Term Loan B                                                                                        | CUSIP: 07301HAC7<br>LEI: 254900VZ9IQX23DFBM47 | Long             | LON              | CORP              | US        |    724684 | PA      | $727430.78    | 0.06%             | 2028-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                           | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1565000 | PA      | $1476922.90   | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC               | Tidal Waste & Recycling Holdings LLC Term Loan B                                                                             | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |    646750 | PA      | $651332.22    | 0.05%             | 2031-10-24      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| NORMEC 1 BV                                        | Normec 1 BV 2025 EUR Term Loan B                                                                                             | CUSIP: 000000000<br>LEI: 724500QBPCBJWX2FJR30 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1180531.42   | 0.10%             | 2031-04-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                                                                        | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    378000 | PA      | $400037.40    | 0.03%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROHM HOLDING GMBH                                  | Rohm Holding GmbH 2024 EUR PIK Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |    852940 | PA      | $905636.54    | 0.07%             | 2029-01-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-886.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                           | Watco Cos LLC / Watco Finance Corp                                                                                           | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2594967.30   | 0.21%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SCUR-Alpha 1503 GmbH                               | SCUR-Alpha 1503 GmbH USD Term Loan B1                                                                                        | CUSIP: 000000000<br>LEI: 254900GAG6U7Z5TROP43 | Long             | LON              | CORP              | DE        |    902133 | PA      | $833666.02    | 0.07%             | 2030-03-29      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                           | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                  | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2301894.83   | 0.19%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds               | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    481000 | PA      | $400811.38    | 0.03%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJC21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7218379 | PA      | $7981441.82   | 0.65%             | 2054-10-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                           | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    385000 | PA      | $471495.36    | 0.04%             | 2032-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                               | Boots Group Finco LP                                                                                                         | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    275000 | PA      | $377735.39    | 0.03%             | 2032-08-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                   | CPUK Finance Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $134725.32    | 0.01%             | 2026-08-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    619000 | PA      | $150943.15    | 0.01%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                              | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    330000 | PA      | $332805.41    | 0.03%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HCQQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  36000000 | PA      | $37284105.60  | 3.04%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                                | RealTruck Group Inc 2023 Incremental Term Loan                                                                               | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    664875 | PA      | $621242.58    | 0.05%             | 2028-01-31      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                           | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414381.20    | 0.03%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HDMS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4310731 | PA      | $4458858.22   | 0.36%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31403DUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71719 | PA      | $73165.79     | 0.01%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                       | SM Energy Co                                                                                                                 | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1071606.07   | 0.09%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                | Planet US Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |   1185000 | PA      | $1192827.39   | 0.10%             | 2031-02-07      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XXXII Ltd                                                                                        | CUSIP: 08181FAJ9<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3012198.00   | 0.25%             | 2036-10-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| LHMC FINCO 2 SARL                                  | LHMC Finco 2 Sarl                                                                                                            | CUSIP: 000000000<br>LEI: 254900VNJ7A4DAOPXL60 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $244286.64    | 0.02%             | 2030-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                  | Engineered Machinery Holdings Inc 2021 EUR Incremental Term Loan                                                             | CUSIP: 26658NAL3<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |    960000 | PA      | $1137655.17   | 0.09%             | 2028-05-21      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| REXEL SA                                           | Rexel SA                                                                                                                     | CUSIP: 000000000<br>LEI: 969500N6AVPA51648T62 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $184016.89    | 0.01%             | 2030-09-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2013-CCRE11 Mortgage Trust                                                                                              | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   5765671 | PA      | $5599633.81   | 0.46%             | 2050-08-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                       | Employbridge Holding Company 2025 Second Out Term Loan                                                                       | CUSIP: 29216HAE1<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |   2154242 | PA      | $380837.65    | 0.03%             | 2030-01-19      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2720454.47   | 0.22%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    550000 | PA      | $540155.00    | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DYNAMO NEWCO II GMBH                               | Dynamo Newco II GmbH EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 391200FDSPYB8FKV7F97 | Long             | LON              | CORP              | DE        |    500000 | PA      | $591794.91    | 0.05%             | 2031-10-01      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors Inc                                                                                                            | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1112891.94   | 0.09%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                           | Greystar Real Estate Partners LLC                                                                                            | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $2166599.68   | 0.18%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                             | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    300000 | PA      | $301839.38    | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae Strip                                    | Fannie Mae Interest Strip                                                                                                    | CUSIP: 3136FENW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    853322 | PA      | $701594.81    | 0.06%             | 2037-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                    | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5063394.00   | 0.41%             | 2039-12-15      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                           | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1039544.30   | 0.08%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PKS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5536 | PA      | $5909.81      | 0.00%             | 2031-01-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                             | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    829000 | PA      | $979060.55    | 0.08%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Concentra Health Services Inc                      | Concentra Health Services Inc 2025 Repriced Term Loan B                                                                      | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |    372192 | PA      | $374055.00    | 0.03%             | 2031-07-26      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HD2F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16535141 | PA      | $17120192.44  | 1.40%             | 2054-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                 | Viking Cruises Ltd                                                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2472000 | PA      | $2474580.77   | 0.20%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMA Financial Group Inc                            | IMA Financial Group Inc Term Loan                                                                                            | CUSIP: 44966KAB1<br>LEI: 549300ACX5KO3W14VI97 | Long             | LON              | CORP              | US        |    970100 | PA      | $972006.69    | 0.08%             | 2028-11-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                              | Calderys Financing II LLC                                                                                                    | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1421306.62   | 0.12%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XV Ltd                                                                                           | CUSIP: 08179MAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008946.00   | 0.08%             | 2037-07-15      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    235000 | PA      | $52931.40     | 0.00%             | 2049-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-43.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                      | Parkland Corp                                                                                                                | CUSIP: 70137WAL2<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |   1501000 | PA      | $1460304.44   | 0.12%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                      | RCI Banque SA                                                                                                                | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119530.33    | 0.01%             | 2037-03-24      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38383X2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11556220 | PA      | $11979573.70  | 0.98%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                                | DXP Enterprises Inc 2024 Term Loan B                                                                                         | CUSIP: 23338DAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    661567 | PA      | $666185.22    | 0.05%             | 2030-10-11      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4325523 | PA      | $4498500.66   | 0.37%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Foundational Education Group Inc                   | Foundational Education Group Inc 1st Lien Term Loan                                                                          | CUSIP: 35051BAE9<br>LEI: 2549005UVCGEKD6KRA02 | Long             | LON              | CORP              | US        |    529375 | PA      | $472467.19    | 0.04%             | 2028-08-31      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds            | Pakistan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $200729.74    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    795000 | PA      | $815444.22    | 0.07%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    650000 | PA      | $757866.54    | 0.06%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MaxLinear Inc                                      | MaxLinear Inc 2021 Term Loan B                                                                                               | CUSIP: 57776UAH8<br>LEI: 549300EMOI0SM2IY4F64 | Long             | LON              | CORP              | US        |    285714 | PA      | $265714.27    | 0.02%             | 2028-06-23      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| SPRINT MIDCO BV                                    | Sprint MidCo BV EUR 3rd Lien Holdco Term Loan                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     81697 | PA      | $1455.05      | 0.00%             | 2031-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITYBREWING TOPCO, LLC                             | CITYBREWING TOPCO, LLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     66096 | NS      | $528768.00    | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| ROCKET COS INC                                     | Rocket Cos Inc                                                                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1953057.96   | 0.16%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds             | Lebanon Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     24000 | PA      | $5399.01      | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC Term Loan B                                                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    216740 | PA      | $217118.33    | 0.02%             | 2031-07-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIDYNLX1 CDS USD R F  7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |   3368111 | OU      | $31427.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corporation                              | Open Text Corporation 2023 Term Loan B                                                                                       | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    834747 | PA      | $834951.36    | 0.07%             | 2030-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38380TU46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2493300 | PA      | $2432521.27   | 0.20%             | 2047-08-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| QUARTZ ACQUIRECO LLC                               | Quartz Acquireco LLC 2025 Term Loan B                                                                                        | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735000 | PA      | $734389.95    | 0.06%             | 2030-06-28      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| MATTERHORN TELECOM SA                              | Matterhorn Telecom SA                                                                                                        | CUSIP: 000000000<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |    270000 | PA      | $316337.65    | 0.03%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| team.blue Finco Sarl                               | teamblue Finco Sarl 2024 EUR Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 549300DR8PIYMOZ4YU85 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1175518.23   | 0.10%             | 2029-09-30      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    800000 | PA      | $419600.00    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17005512 | PA      | $2409068.80   | 0.20%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                    | CFCRE Commercial Mortgage Trust 2016-C3                                                                                      | CUSIP: 12531WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3321485.65   | 0.27%             | 2048-01-10      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation | HDI Aerospace Intermediate Holding III Corporation Term Loan B                                                               | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |    648375 | PA      | $651214.88    | 0.05%             | 2032-02-11      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| PRESTIGEBIDCO GMBH                                 | PrestigeBidCo GmbH                                                                                                           | CUSIP: 000000000<br>LEI: 529900CSF1DNOCHMI763 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $118335.38    | 0.01%             | 2029-07-01      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                   | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1830000 | PA      | $1723624.48   | 0.14%             | 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        |    512000 | PA      | $497312.26    | 0.04%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mariner Wealth Advisors LLC                        | Mariner Wealth Advisors LLC 2025 Term Loan                                                                                   | CUSIP: 56846TAH9<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |    970436 | PA      | $974322.53    | 0.08%             | 2030-12-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| CEVA SANTE ANIMALE                                 | Ceva Sante Animale 2025 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |   1500000 | PA      | $1770180.76   | 0.14%             | 2030-11-08      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3633222 | PA      | $709950.89    | 0.06%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AAG US GSI BIDCO INC                               | AAG US GSI Bidco Inc Term Loan B                                                                                             | CUSIP: 00033RAB7<br>LEI: 25490004WTN5CN5TXD48 | Long             | LON              | CORP              | US        |    497500 | PA      | $497500.00    | 0.04%             | 2031-10-31      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    878000 | PA      | $955174.44    | 0.08%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                               | Mehilainen Yhtiot Oy                                                                                                         | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $118542.78    | 0.01%             | 2032-06-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                             | Sunoco LP / Sunoco Finance Corp                                                                                              | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1630423.21   | 0.13%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                            | UKG Inc 2024 Term Loan B                                                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   4191981 | PA      | $4192547.04   | 0.34%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1789600.95   | 0.15%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRITE MONNET UK                              | Alexandrite Monnet UK Holdco PLC                                                                                             | CUSIP: 000000000<br>LEI: 254900UEO4639PJFQ079 | Long             | DBT              |  | GB        |    700000 | PA      | $899067.23    | 0.07%             | 2029-05-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AFEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    946510 | PA      | $907181.33    | 0.07%             | 2043-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                   | Proofpoint Inc 2024 Term Loan                                                                                                | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   2407094 | PA      | $2419538.39   | 0.20%             | 2028-08-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31374TSC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37671 | PA      | $38516.61     | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                            | Global Medical Response Inc                                                                                                  | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1357454.33   | 0.11%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                             | Rackspace Finance, LLC 2024 First Lien Second Out Term Loan                                                                  | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    860757 | PA      | $388416.73    | 0.03%             | 2028-05-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                           | JH North America Holdings Inc                                                                                                | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    905000 | PA      | $927755.32    | 0.08%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                | Somnigroup International Inc                                                                                                 | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    968000 | PA      | $930371.42    | 0.08%             | 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        |    506000 | PA      | $492474.62    | 0.04%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds             | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1084307 | PA      | $963677.85    | 0.08%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D5C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       877 | PA      | $884.92       | 0.00%             | 2028-09-20      | Fixed         | 8.28%                 | No            |                  2 | On Loan: No      |
| Murphy Oil USA Inc                                 | Murphy Oil USA Inc                                                                                                           | CUSIP: 626738AD0<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    560000 | PA      | $561019.76    | 0.05%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                | Pachelbel Bidco SpA                                                                                                          | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |    120000 | PA      | $152330.37    | 0.01%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                            | Stagwell Global LLC                                                                                                          | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   1517000 | PA      | $1474909.01   | 0.12%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                  | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                                                                 | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1241735.98   | 0.10%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2719377 | PA      | $2781559.17   | 0.23%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                  | CI Financial Corp                                                                                                            | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1365000 | PA      | $990824.59    | 0.08%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                | LSF12 Crown US Commercial Bidco LLC 2025 Term Loan B                                                                         | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |   2050000 | PA      | $2055770.75   | 0.17%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Valeo F1 Company Limited (Ireland)                 | Valeo F1 Company Limited (Ireland) 2021 EUR Term Loan B                                                                      | CUSIP: 000000000<br>LEI: 259400O9OX5WFOBC8C47 | Long             | LON              | CORP              | GB        |    500000 | PA      | $589696.30    | 0.05%             | 2028-09-29      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| NEW BIDCO AB                                       | NEW BIDCO AB EUR TERM LOAN B                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |    937337 | PA      | $1108465.48   | 0.09%             | 2031-11-02      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $8786328.00   | 0.72%             | 2055-10-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RANGE RED ACQ LLC (ROBERTSHAW                      | RANGE RED ACQ LLC (ROBERTSHAW                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       516 | NS      | $1023160.92   | 0.08%             |  |  |  | No            |                  3 | On Loan: No      |
| ESSENDI SA                                         | Essendi SA                                                                                                                   | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    165000 | PA      | $204823.93    | 0.02%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3072 | PA      | $3126.07      | 0.00%             | 2028-06-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHA HOLDING SA                                   | Alpha Holding SA de CV                                                                                                       | CUSIP: 02074AAA2<br>LEI: 549300R872G37EN6NT94 | Long             | DBT              | CORP              | MX        |    188331 | PA      | $1412.48      | 0.00%             | 2022-12-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                            | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   3621000 | PA      | $2705539.14   | 0.22%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                    | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2581000 | PA      | $2517851.96   | 0.21%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                              | Bath & Body Works Inc                                                                                                        | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    479000 | PA      | $490365.23    | 0.04%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    825000 | PA      | $853357.73    | 0.07%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                 | Zegona Finance PLC                                                                                                           | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $617438.71    | 0.05%             | 2029-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                               | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   2297000 | PA      | $2232465.10   | 0.18%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                            | Kodiak Gas Services LLC                                                                                                      | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410952.51    | 0.03%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1817645 | PA      | $1877951.78   | 0.15%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                       | Employbridge Holding Company 2025 First Out Term Loan                                                                        | CUSIP: 29216HAD3<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |   1371096 | PA      | $892583.33    | 0.07%             | 2030-01-19      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                               | PETRONAS CAPITAL LTD                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $417662.28    | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                             | Froneri Lux FinCo SARL                                                                                                       | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $385449.17    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                              | EG Global Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $284110.42    | 0.02%             | 2028-11-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                               | BWX Technologies Inc                                                                                                         | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    733000 | PA      | $710292.03    | 0.06%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                   | Fugue Finance BV 2025 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 254900LPOM3DXTS8SI47 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1182315.98   | 0.10%             | 2032-01-09      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Trust 2016-NXSR                                                                                                         | CUSIP: 12594PBB6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2770000 | PA      | $2571332.28   | 0.21%             | 2049-12-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                                                   | CUSIP: 21H0306B5<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -10000000 | PA      | $-8934956.00  | -0.73%            | 2055-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $2753505.84   | 0.22%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                             | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1184950.40   | 0.10%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38381PWH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4967469 | PA      | $5216332.62   | 0.43%             | 2055-07-20      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HDSQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3233048 | PA      | $3353112.65   | 0.27%             | 2054-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38382J3U8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10101121 | PA      | $1310442.62   | 0.11%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                                                                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    726000 | PA      | $580034.07    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                           | JH North America Holdings Inc                                                                                                | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    704000 | PA      | $715408.06    | 0.06%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                   | AHP Health Partners Inc                                                                                                      | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    337000 | PA      | $331965.59    | 0.03%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                              | Virgin Media O2 Vendor Financing Notes V DAC                                                                                 | CUSIP: 000000000<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |    120000 | PA      | $167381.14    | 0.01%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                               | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1034481.11   | 0.08%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                               | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    400000 | PA      | $360681.72    | 0.03%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                           | Team Health Holdings Inc                                                                                                     | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    951000 | PA      | $972321.42    | 0.08%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                           | Ferrellgas LP / Ferrellgas Finance Corp                                                                                      | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1473501.54   | 0.12%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TMF GROUP HOLDING BV                               | TMF Group Holding BV 2025 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |    368475 | PA      | $369241.35    | 0.03%             | 2028-05-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                       | Filtration Group Corporation 2025 EUR Term Loan B                                                                            | CUSIP: 31732FAW6<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |   1183803 | PA      | $1404618.25   | 0.11%             | 2028-10-21      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-35594.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1778062.54   | 0.14%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1259996.03   | 0.10%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    640000 | PA      | $432960.00    | 0.04%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| EIRCOM FINCO SARL                                  | Eircom Finco Sarl 2025 EUR Term Loan B5                                                                                      | CUSIP: 000000000<br>LEI: 6354009LHESIJBCL1Y98 | Long             | LON              | CORP              | LU        |   1785614 | PA      | $2108193.62   | 0.17%             | 2029-05-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Octagon 68 Ltd                                     | Octagon 68 Ltd                                                                                                               | CUSIP: 675950AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2017188.00   | 0.16%             | 2036-10-20      | Floating      | 11.56%                | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                        | Export-Import Bank of India                                                                                                  | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    600000 | PA      | $537608.67    | 0.04%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC 2024 Incremental Term Loan B                                                                             | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    449621 | PA      | $439630.63    | 0.04%             | 2031-06-06      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | Patrick Industries Inc                                                                                                       | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1010430.46   | 0.08%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                           | Olympus Water US Holding Corp                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $4026699.49   | 0.33%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                           | Compass Group Diversified Holdings LLC                                                                                       | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1141011.19   | 0.09%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1904975.69   | 0.16%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO 2018-1 Ltd                                                                                                  | CUSIP: 09629UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $911240.00    | 0.07%             | 2030-07-30      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| ALEXANDRITE LAKE LUX HOL                           | Alexandrite Lake Lux Holdings Sarl                                                                                           | CUSIP: 000000000<br>LEI: 213800RY78YHYF5J8L55 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $240483.03    | 0.02%             | 2030-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS INC                                | Del Monte Foods Inc 2024 Second Out Term Loan                                                                                | CUSIP: 24521WAC3<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    438750 | PA      | $25228.12     | 0.00%             | 2028-08-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HL6W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3759716 | PA      | $3876583.64   | 0.32%             | 2055-05-25      | Floating      | 8.38%                 | 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        |   1840000 | PA      | $1902201.20   | 0.16%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 32 Ltd                                 | Elmwood CLO 32 Ltd                                                                                                           | CUSIP: 29003TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3023922.00   | 0.25%             | 2037-10-18      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                                | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6910 | NS      | $164112.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TUI AG                                             | TUI AG                                                                                                                       | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $733915.37    | 0.06%             | 2029-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NEWLY WEDS FOODS INC                               | Newly Weds Foods Inc Term Loan B                                                                                             | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   1197000 | PA      | $1198747.62   | 0.10%             | 2032-03-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618F6XF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    892902 | PA      | $926154.74    | 0.08%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    825000 | PA      | $894455.10    | 0.07%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1390039.50   | 0.11%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Rain Carbon GmbH                                   | Rain Carbon GmbH 2023 EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 529900OO18PWCCZRYG63 | Long             | LON              | CORP              | DE        |    900609 | PA      | $1060268.20   | 0.09%             | 2028-10-31      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                   | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                   | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    291054 | PA      | $291439.89    | 0.02%             | 2027-12-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CELSIUS HOLDINGS INC                               | Celsius Holdings Inc Term Loan                                                                                               | CUSIP: 15118XAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-04-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                                    | Bright Bidco BV 2022 Exit Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |    353753 | PA      | $139479.67    | 0.01%             | 2027-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNECHRON INC                                      | Synechron Inc Term Loan B                                                                                                    | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |    870625 | PA      | $868448.44    | 0.07%             | 2031-10-03      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group Inc 2025 Term Loan B                                                                                            | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   4217329 | PA      | $4220048.95   | 0.34%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TLC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3744 | PA      | $3801.06      | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31371KD57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6441 | PA      | $6554.16      | 0.00%             | 2031-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38380FYW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1965129 | PA      | $251627.47    | 0.02%             | 2047-07-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                               | Kohler Energy Co LLC USD Term Loan B                                                                                         | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   2083783 | PA      | $2089648.95   | 0.17%             | 2031-05-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                       | Wyndham Hotels & Resorts Inc 2024 Term Loan                                                                                  | CUSIP: 98310CAF9<br>LEI: 549300FE3MQ4RVXXC673 | Long             | LON              | CORP              | US        |    759573 | PA      | $762964.14    | 0.06%             | 2030-05-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HAU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2264591 | PA      | $2409815.25   | 0.20%             | 2053-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPRINT HOLDCO BV                                   | Sprint Holdco BV EUR 15 Lien Opco Term Loan                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |     88567 | PA      | $30804.67     | 0.00%             | 2030-05-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384ELZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2549964 | PA      | $2867684.67   | 0.23%             | 2053-09-20      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                           | Phoenix Aviation Capital Ltd                                                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |   2124000 | PA      | $2261803.00   | 0.18%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC POWER CORP                                  | Public Power Corp SA                                                                                                         | CUSIP: 000000000<br>LEI: 213800T9Y5XCOVRZ4Y57 | Long             | DBT              | CORP              | GR        |    300000 | PA      | $363517.36    | 0.03%             | 2031-10-31      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AZORRA FINANCE                                     | Azorra Finance Ltd                                                                                                           | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   1194000 | PA      | $1246286.45   | 0.10%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                            | Champions Financing Inc                                                                                                      | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |    805000 | PA      | $778111.87    | 0.06%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618K4DG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1979035 | PA      | $2008795.00   | 0.16%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                           | Science Applications International Corp                                                                                      | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1473234.84   | 0.12%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                             | Export-Import Bank of India                                                                                                  | CUSIP: 30216JAG0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    230000 | PA      | $241989.64    | 0.02%             | 2033-01-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                  | Iron Mountain Inc                                                                                                            | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |    220000 | PA      | $259210.47    | 0.02%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                              | Sixth Street CLO XXI Ltd                                                                                                     | CUSIP: 83011PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2016832.00   | 0.16%             | 2037-10-21      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                 | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                         | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    864420 | PA      | $864779.09    | 0.07%             | 2031-12-04      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28000 | PA      | $27874.61     | 0.00%             | 2034-05-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1952978.80   | 0.16%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Mortgage Trust                     | Bank of America Mortgage Trust                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734998 | PA      | $734831.92    | 0.06%             | 2028-06-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618F5VL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1891671 | PA      | $1957508.25   | 0.16%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                             | EquipmentShare.com Inc                                                                                                       | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    825000 | PA      | $891737.55    | 0.07%             | 2032-05-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3381002 | PA      | $3747672.10   | 0.31%             | 2052-11-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                         | Hanger Inc 2024 Term Loan B                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |   1170925 | PA      | $1174876.54   | 0.10%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Foundever Group                                    | Foundever Group 2021 EUR Term Loan                                                                                           | CUSIP: 82981MAD4<br>LEI: 549300BCU0GW2NDZ8U96 | Long             | LON              | CORP              | LU        |    500000 | PA      | $298241.15    | 0.02%             | 2028-08-28      | Floating      | 5.67%                 | 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        |   1316000 | PA      | $1291598.83   | 0.11%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                               | IHO Verwaltungs GmbH                                                                                                         | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    320000 | PA      | $394266.10    | 0.03%             | 2028-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     29000 | PA      | $6581.32      | 0.00%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Colombia Government International Bonds            | Colombia Government International Bonds                                                                                      | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $212150.00    | 0.02%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank                              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $271.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group Inc                                                                                                   | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   2429000 | PA      | $2362133.27   | 0.19%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Garrett LX I SARL                                  | Garrett LX I SARL 2025 USD Term Loan B                                                                                       | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |    625731 | PA      | $626512.78    | 0.05%             | 2032-01-30      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| MRP BUYER LLC                                      | MRP Buyer LLC Delayed Draw Term Loan                                                                                         | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    242742 | PA      | $239025.56    | 0.02%             | 2032-06-04      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                             | Astra Acquisition Corp 2024 Term Loan C                                                                                      | CUSIP: 04629UAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1277669 | PA      | $35135.90     | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    754000 | PA      | $792266.25    | 0.06%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-586.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1470482.51   | 0.12%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     57000 | PA      | $58984.97     | 0.00%             | 2030-07-13      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                 | AMN Healthcare Inc                                                                                                           | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    156000 | PA      | $156035.10    | 0.01%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                | Clarivate Science Holdings Corp                                                                                              | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1191889.06   | 0.10%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    196000 | PA      | $44103.43     | 0.00%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MRP BUYER LLC                                      | MRP Buyer LLC Term Loan                                                                                                      | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |   1907258 | PA      | $1878057.94   | 0.15%             | 2032-06-04      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| VIET NAM DEBT AND ASSET                            | Viet Nam Debt & Asset Trading Corp                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VN        |   2600000 | PA      | $2592656.77   | 0.21%             | 2025-10-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                           | Boost Newco Borrower LLC 2025 EUR Term Loan B2                                                                               | CUSIP: 92943EAH9<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   1488769 | PA      | $1756629.38   | 0.14%             | 2031-01-31      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                                                               | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $118024.91    | 0.01%             | 2031-07-31      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TM7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67797 | PA      | $70003.87     | 0.01%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BCJT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836542 | PA      | $869406.56    | 0.07%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orion Engineered Carbons GmbH                      | Orion Engineered Carbons GmbH 2021 USD Term Loan                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    360000 | PA      | $349200.00    | 0.03%             | 2028-09-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384BY39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5400815 | PA      | $5834252.37   | 0.48%             | 2053-07-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AW6P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1171639 | PA      | $1046721.63   | 0.09%             | 2047-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1796 | NC      | $209086.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1200000 | PA      | $1043400.00   | 0.09%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138EJAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304251 | PA      | $311493.45    | 0.03%             | 2037-09-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                           | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $563866.81    | 0.05%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.           | Kestra Advisor Services Holdings A Inc 2024 Repriced Term Loan                                                               | CUSIP: 000000000<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |    843290 | PA      | $844475.11    | 0.07%             | 2031-03-22      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                  | EMRLD Borrower LP Term Loan B                                                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    705380 | PA      | $704167.06    | 0.06%             | 2030-05-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                | Horizon US Finco LP Term Loan B                                                                                              | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1038942 | PA      | $1023035.73   | 0.08%             | 2031-10-31      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                | LBM Acquisition LLC                                                                                                          | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $2048377.88   | 0.17%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                      | Citrin Cooperman Advisors LLC 2025 Delayed Draw Term Loan                                                                    | CUSIP: 17737EAD5<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |     81818 | PA      | $81575.59     | 0.01%             | 2032-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FFSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2046566 | PA      | $910522.01    | 0.07%             | 2051-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                     | NCR ATLEOS LLC 2025 TERM LOAN B                                                                                              | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |    554667 | PA      | $556516.46    | 0.05%             | 2029-04-16      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                   | CPI Holdco B LLC 2024 Term Loan                                                                                              | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1212750 | PA      | $1212750.00   | 0.10%             | 2031-05-19      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $10317117.00  | 0.84%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-16.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fleet Midco I Limited                              | Fleet Midco I Limited 2024 1st Lien Term Loan B                                                                              | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    657800 | PA      | $659444.55    | 0.05%             | 2031-02-21      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                            | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $508305.43    | 0.04%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80607 | PA      | $9302.18      | 0.00%             | 2041-12-15      | Floating      | 1.66%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                               | Abu Dhabi Government International Bond                                                                                      | CUSIP: 29135LAW0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    477000 | PA      | $473801.16    | 0.04%             | 2035-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | Palmer Square CLO 2023-3 Ltd                                                                                                 | CUSIP: 696926AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3540372.50   | 0.29%             | 2037-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings Inc                  | Engineered Machinery Holdings Inc 2021 USD Incremental Term Loan                                                             | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   2571948 | PA      | $2589630.26   | 0.21%             | 2028-05-19      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                           | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1074999.12   | 0.09%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                       | CSMC Trust 2016-NXSR                                                                                                         | CUSIP: 12594PAG6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2480892.90   | 0.20%             | 2049-12-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                     | Raven Acquisition Holdings LLC Term Loan B                                                                                   | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1509083 | PA      | $1510298.14   | 0.12%             | 2031-11-19      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                            | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    430000 | PA      | $482101.19    | 0.04%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                 | Greystar Real Estate Partners LLC 2025 Term Loan B                                                                           | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |    588079 | PA      | $589548.75    | 0.05%             | 2030-08-21      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXVI Ltd                                                                                                    | CUSIP: 09630HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506307.50   | 0.20%             | 2034-10-20      | Floating      | 11.72%                | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                              | Playtika Holding Corp                                                                                                        | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1388661.89   | 0.11%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                    | Fiber Midco Spa                                                                                                              | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |    190000 | PA      | $207327.94    | 0.02%             | 2029-06-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Republic of El Salvador                            | El Salvador Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    230000 | PA      | $245064.63    | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Boxer Parent Company Inc                           | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   2951805 | PA      | $2950417.54   | 0.24%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Foundever Worldwide Corporation                    | Foundever Worldwide Corporation 2021 USD Term Loan                                                                           | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |   1824000 | PA      | $929410.08    | 0.08%             | 2028-08-28      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                | Hudbay Minerals Inc                                                                                                          | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $493389.50    | 0.04%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc                                     | Veritas US Inc 2024 Priority Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    787281 | PA      | $801388.78    | 0.07%             | 2029-12-09      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| SAZERAC COMPANY INC                                | Sazerac Company Inc Term Loan B                                                                                              | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |    975000 | PA      | $982044.38    | 0.08%             | 2032-07-09      | Floating      | 6.70%                 | 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        |    559000 | PA      | $545926.86    | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                                                                          | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $180081.43    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Peru Government International Bonds                | Peru Government International Bonds                                                                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $201300.00    | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DORNA SPORTS SL                                    | Dorna Sports SL 2025 EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 95980020140005602218 | Long             | LON              | CORP              | ES        |   1500000 | PA      | $1773790.96   | 0.14%             | 2032-08-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                              | Playtika Holding Corp 2021 Term Loan B1                                                                                      | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   2114842 | PA      | $2085360.79   | 0.17%             | 2028-03-13      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BTYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9836712 | PA      | $10667506.27  | 0.87%             | 2054-10-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                           | Sinclair Television Group Inc                                                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1373199.23   | 0.11%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $202770.20    | 0.02%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS INC                       | VICTORY CAPITAL HOLDINGS INC 2025 TERM LOAN                                                                                  | CUSIP: 92645DAM1<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |   1025000 | PA      | $1024364.50   | 0.08%             | 2032-09-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                | Cirsa Finance International Sarl                                                                                             | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122354.08    | 0.01%             | 2028-07-31      | Fixed         | 7.88%                 | Yes           |                  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        |   1814000 | PA      | $1714401.79   | 0.14%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                           | Bayer AG                                                                                                                     | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $603488.80    | 0.05%             | 2082-03-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CeramTec AcquiCo GmbH                              | CeramTec AcquiCo GmbH 2022 EUR Term Loan B                                                                                   | CUSIP: 000000000<br>LEI: 9845001D9F4A861EIB39 | Long             | LON              | CORP              | DE        |         0 | PA      | $0.00         | 0.00%             | 2029-03-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                     | Aruba Investments Holdings LLC 2020 EUR Term Loan                                                                            | CUSIP: 04317JAC2<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    955000 | PA      | $1056748.33   | 0.09%             | 2027-11-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                 | Zegona Finance PLC                                                                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   2674000 | PA      | $2851366.42   | 0.23%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| APLEONA HOLDING GMBH                               | APLEONA HOLDING GMBH 2025 EUR DELAYED DRAW Term Loan                                                                         | CUSIP: 000000000<br>LEI: 254900O4RJ7PDAMUHY66 | Long             | LON              | CORP              | DE        |     75000 | PA      | $89259.26     | 0.01%             | 2032-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC                           | Ken Garff Automotive LLC                                                                                                     | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    957000 | PA      | $937795.12    | 0.08%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Residential Services, LLC                 | American Residential Services LLC 2025 Term Loan B                                                                           | CUSIP: 02927HAK4<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |    550620 | PA      | $550278.62    | 0.04%             | 2032-02-02      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| LOIRE FINCO LUXEMBOURG SARL                        | Loire Finco Luxembourg Sarl 2025 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1179116.69   | 0.10%             | 2030-01-21      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B66T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    502882 | PA      | $430528.11    | 0.04%             | 2043-11-15      | Floating      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                           | Enel SpA                                                                                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $397886.13    | 0.03%             | 2031-04-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D3J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       302 | PA      | $302.76       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIBER MIDCO SPA                                    | Fiber Midco Spa                                                                                                              | CUSIP: 000000000<br>LEI: 8156000AFE5C06C4D309 | Long             | DBT              | CORP              | IT        |    155000 | PA      | $169135.96    | 0.01%             | 2029-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     35000 | PA      | $7888.91      | 0.00%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $12.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Education Group Inc                         | Spring Education Group Inc Term Loan                                                                                         | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1336299 | PA      | $1342352.69   | 0.11%             | 2030-10-04      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA 2023 USD Term Loan B14                                                                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1054847 | PA      | $1023202.06   | 0.08%             | 2028-08-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                             | HighTower Holdings LLC 2025 1st Lien Term Loan B                                                                             | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1003929 | PA      | $1004561.87   | 0.08%             | 2032-02-03      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds              | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    100403 | PA      | $96230.01     | 0.01%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 42 Senior Loan Fund                                                                                                   | CUSIP: 26245AAC1<br>LEI: 549300GTVIVSKVBYOB52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1011319.00   | 0.08%             | 2037-07-15      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| ALSTOM SA                                          | Alstom SA                                                                                                                    | CUSIP: 000000000<br>LEI: 96950032TUYMW11FB530 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $249919.95    | 0.02%             | 2029-05-29      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| P&L DEV LLC/PLD FIN CORP                           | P&L Development LLC / PLD Finance Corp                                                                                       | CUSIP: 69306RAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    908973 | PA      | $941668.76    | 0.08%             | 2029-05-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                               | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    309000 | PA      | $295635.75    | 0.02%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                            | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-4473.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPECTRIS PLC                                       | SPECTRIS PLC USD TERM LOAN                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $401250.00    | 0.03%             | 2032-09-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                              | Phoenix Guarantor Inc 2024 Term Loan B                                                                                       | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   1566229 | PA      | $1568954.73   | 0.13%             | 2031-02-21      | Floating      | 6.66%                 | 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        |    574000 | PA      | $588954.42    | 0.05%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                                                                         | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1200000 | PA      | $1032780.00   | 0.08%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                       | Somnigroup International Inc Term Loan B                                                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   1475302 | PA      | $1486057.46   | 0.12%             | 2031-10-24      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                           | Windsor Holdings III LLC 2025 EUR Term Loan B                                                                                | CUSIP: 97360BAJ4<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    500000 | PA      | $587286.56    | 0.05%             | 2030-08-01      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1160601.24   | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                           | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2378225.17   | 0.19%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CROWN EQUIPMENT CORPORATION                        | Crown Equipment Corporation 2025 Term Loan B                                                                                 | CUSIP: 22834HAK4<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-10-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| PROJECT JUBILEE II VUE ENT                         | PROJECT JUBILEE II VUE ENT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       807 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Sandy BidCo BV                                     | Sandy BidCo BV EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 2549003HW5A2AVSVPG96 | Long             | LON              | CORP              | NL        |         0 | PA      | $0.00         | 0.00%             | 2029-08-17      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc       | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3505000 | PA      | $2507753.90   | 0.20%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                               | Boots Group Finco LP                                                                                                         | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $120898.43    | 0.01%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                               | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1039503 | PA      | $936852.30    | 0.08%             | 2031-02-07      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                                                                  | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    680000 | PA      | $702232.23    | 0.06%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                             | Egypt Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $450951.67    | 0.04%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.          | AEA International Holdings (Lux) Sarl 2024 USD Term Loan B                                                                   | CUSIP: 46033XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1035130 | PA      | $1036423.51   | 0.08%             | 2028-09-07      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                             | Astra Acquisition Corp 2024 Term Loan B                                                                                      | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    853336 | PA      | $10487.50     | 0.00%             | 2028-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                | COMM 2015-CCRE22 Mortgage Trust                                                                                              | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4100000 | PA      | $3303083.00   | 0.27%             | 2048-03-10      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                           | Ziggo BV                                                                                                                     | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    628000 | PA      | $593291.56    | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                              | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $423014.58    | 0.03%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| ATI INC                                            | ATI Inc                                                                                                                      | CUSIP: 01741RAH5<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |    320000 | PA      | $320885.44    | 0.03%             | 2027-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                   | Ensemble RCM LLC 2024 Term Loan B                                                                                            | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |   2284498 | PA      | $2293453.17   | 0.19%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                    | CFCRE Commercial Mortgage Trust 2016-C3                                                                                      | CUSIP: 12531WBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1283520.88   | 0.10%             | 2048-01-10      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                        | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1693654.31   | 0.14%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12000000 | PA      | $12366078.60  | 1.01%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                          | Caesars Entertainment Inc 2024 Term Loan B1                                                                                  | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2240875 | PA      | $2238544.49   | 0.18%             | 2031-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $6811320.60   | 0.56%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MERMAID BIDCO INC                                  | Mermaid Bidco Inc 2024 USD Term Loan B                                                                                       | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |   1043427 | PA      | $1043645.76   | 0.09%             | 2031-07-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PJ48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        41 | PA      | $41.83        | 0.00%             | 2026-11-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds            | Pakistan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    400000 | PA      | $392879.40    | 0.03%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384BS69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2500000 | PA      | $2597728.25   | 0.21%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds  | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    400000 | PA      | $194020.00    | 0.02%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DUOMO BIDCO SPA                                    | Duomo Bidco SpA                                                                                                              | CUSIP: 000000000<br>LEI: 8156008BEDB552B30829 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $177689.59    | 0.01%             | 2031-07-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3133THV79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62624 | PA      | $63346.52     | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ammeraal Beltech Holding BV                        | Ammeraal Beltech Holding BV 2023 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 724500HW03Y0R2FX0U51 | Long             | LON              | CORP              | NL        |    942156 | PA      | $1028460.81   | 0.08%             | 2028-12-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                    | Spin Holdco Inc 2021 Term Loan                                                                                               | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   2238500 | PA      | $1885141.61   | 0.15%             | 2028-03-04      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds              | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    250000 | PA      | $239438.79    | 0.02%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    625800 | PA      | $129290.28    | 0.01%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DELACHAUX GROUP SA                                 | Delachaux Group SA 2024 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 969500XJHVZW0HF1ZQ71 | Long             | LON              | CORP              | FR        |    922078 | PA      | $1094745.07   | 0.09%             | 2029-04-16      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH             | TECHEM VERWALTUNGSG 675 MBH 2025 EUR TERM LOAN B                                                                             | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |   1825618 | PA      | $2162208.51   | 0.18%             | 2032-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5431000 | PA      | $5388058.17   | 0.44%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEGLETES B.V.                                      | AEGLETES B.V.                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11215 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BELRON UK FINANCE PLC                              | Belron UK Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $277826.34    | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    357400 | PA      | $74642.99     | 0.01%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                             | Brightstar Lottery PLC                                                                                                       | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    976000 | PA      | $985822.46    | 0.08%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESC 144A HERTZ CORP                                | ESC 144A HERTZ CORP                                                                                                          | CUSIP: 428ESCAD9<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    364000 | PA      | $58240.00     | 0.00%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds             | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    300000 | PA      | $278699.35    | 0.02%             | 2038-02-23      | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                           | Standard Building Solutions Inc                                                                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    670000 | PA      | $688120.84    | 0.06%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                | Senegal Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    165000 | PA      | $127843.96    | 0.01%             | 2037-06-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HMLP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19499949 | PA      | $20329772.46  | 1.66%             | 2055-06-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                            | Zayo Group Holdings Inc EUR Term Loan                                                                                        | CUSIP: 98919XAC5<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |    693473 | PA      | $802880.03    | 0.07%             | 2027-03-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                           | First Quantum Minerals Ltd                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $771688.03    | 0.06%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                              | McGraw-Hill Education Inc                                                                                                    | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1284170.29   | 0.10%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                             | Edgewell Personal Care Co                                                                                                    | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    441000 | PA      | $420090.65    | 0.03%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384C7X1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1472903 | PA      | $1743882.47   | 0.14%             | 2053-10-20      | Floating      | 10.63%                | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                           | MI Windows and Doors LLC 2024 Term Loan B2                                                                                   | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |   1262250 | PA      | $1268472.89   | 0.10%             | 2031-03-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Brookhaven Park CLO Ltd                            | Brookhaven Park CLO LTD                                                                                                      | CUSIP: 113520AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3026358.00   | 0.25%             | 2037-04-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 3128HWC62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1393425 | PA      | $1157160.15   | 0.09%             | 2036-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B1DK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76356 | PA      | $1114.29      | 0.00%             | 2028-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                       | Fibercop SpA                                                                                                                 | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    235000 | PA      | $237908.79    | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 922646AT1<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     41000 | PA      | $9741.60      | 0.00%             | 2018-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA INC                       | Harbor Freight Tools USA Inc 2024 Term Loan B                                                                                | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   2326500 | PA      | $2288578.05   | 0.19%             | 2031-06-11      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                          | IQVIA Inc                                                                                                                    | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    850000 | PA      | $849723.67    | 0.07%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                | WEC US Holdings Ltd 2024 Term Loan                                                                                           | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   3019500 | PA      | $3023893.37   | 0.25%             | 2031-01-27      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                   | Trucordia Insurance Holdings LLC Term Loan B                                                                                 | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |    875000 | PA      | $878281.25    | 0.07%             | 2032-06-17      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                           | Suriname Government International Bond                                                                                       | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    921418 | PA      | $919114.46    | 0.07%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 10YR NOTE (CBT)DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -129 | NC      | $-49179.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                            | Long: BMIFA9JN8 CDS USD R F  1.00000 BMIFA9JN8_FEE CORPORATE / Short: BMIFA9JN8 CDS USD P V 03MEVENT BMIFA9JN8_PRO CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |    175000 | OU      | $-1908.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     81000 | PA      | $22283.10     | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries Inc/NY                                                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2339000 | PA      | $2120158.55   | 0.17%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    330000 | PA      | $398100.23    | 0.03%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AQWC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145228 | PA      | $2894.21      | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | Palmer Square CLO 2019-1 Ltd                                                                                                 | CUSIP: 69700WAL1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006848.00   | 0.16%             | 2038-08-14      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1419237.20   | 0.12%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International Inc                                                                                                       | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1146408.72   | 0.09%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp/DE                                                                                                    | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1324837.61   | 0.11%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Generation Gas Gathering LLC                   | New Generation Gas Gathering LLC Delayed Draw Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2260811 | PA      | $2265585.64   | 0.18%             | 2029-09-30      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1352041.08   | 0.11%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                           | PetSmart LLC / PetSmart Finance Corp                                                                                         | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1606378.05   | 0.13%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $100.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust              | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                               | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1741928.92   | 0.14%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco plc                        | Vue International Bidco plc 2022 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 9845009F4EIBBC5BB612 | Long             | LON              | CORP              | JE        |    121129 | PA      | $141855.82    | 0.01%             | 2027-06-30      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                           | Speedway Motorsports LLC / Speedway Funding II Inc                                                                           | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1497860.81   | 0.12%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                     | Core & Main LP 2024 Term Loan E                                                                                              | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    369396 | PA      | $369397.94    | 0.03%             | 2031-02-09      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                               | Fortrea Holdings Inc                                                                                                         | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    978000 | PA      | $927330.11    | 0.08%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                               | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1660595.91   | 0.14%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                | GSAT Trust 2025-BMF                                                                                                          | CUSIP: 36271XAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 330000000 | PA      | $0.00         | 0.00%             | 2040-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    257000 | PA      | $234596.49    | 0.02%             | 2049-04-03      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                           | Cornerstone OnDemand Inc 2021 Term Loan                                                                                      | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   1302750 | PA      | $1258176.41   | 0.10%             | 2028-10-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38382KUB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9069847 | PA      | $1433287.13   | 0.12%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                         | Avis Budget Car Rental LLC 2025 Term Loan B                                                                                  | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    324188 | PA      | $322161.33    | 0.03%             | 2032-07-16      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                            | El Salvador Government International Bond                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    252000 | PA      | $273420.00    | 0.02%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                 | Vodafone Group PLC                                                                                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $293904.93    | 0.02%             | 2086-08-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LONZA GROUP AG                                     | Lonza Group AG EUR Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1054162.48   | 0.09%             | 2028-07-03      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                             | Canyon Capital CLO 2016-2 Ltd                                                                                                | CUSIP: 13876WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3300420.00   | 0.27%             | 2031-10-15      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AU6K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1391007 | PA      | $91489.33     | 0.01%             | 2042-09-15      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                       | Seaspan Corp                                                                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |   1911000 | PA      | $1844334.96   | 0.15%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                              | Ontario Gaming GTA LP Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |   1477648 | PA      | $1445324.27   | 0.12%             | 2030-08-01      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                              | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1679423.42   | 0.14%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc            | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   1199635 | PA      | $1199448.81   | 0.10%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| OceanKey (US) II Corp                              | OceanKey (US) II Corp 2021 Term Loan                                                                                         | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |   1570606 | PA      | $1575019.08   | 0.13%             | 2028-12-15      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                                                   | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10950000 | PA      | $11032958.84  | 0.90%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERNNOVA AEROSPACE SAU                             | Aernnova Aerospace SAU 2024 EUR Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 95980020140005473208 | Long             | LON              | CORP              | ES        |   1000000 | PA      | $1171485.33   | 0.10%             | 2030-02-27      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                     | Morgan Stanley Capital I Trust 2016-UBS12                                                                                    | CUSIP: 61691EAJ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   4488667 | PA      | $2817512.04   | 0.23%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $73.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1657748 | PA      | $127507.61    | 0.01%             | 2043-05-15      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1495000 | PA      | $1529063.58   | 0.12%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618J8W95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4450013 | PA      | $4521101.68   | 0.37%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004881.00   | 0.24%             | 2036-07-15      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation               | Olympus Water US Holding Corporation 2024 USD Term Loan                                                                      | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   2030888 | PA      | $2013544.45   | 0.16%             | 2031-06-20      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D5B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1282 | PA      | $1284.38      | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                           | LCM Investments Holdings II LLC                                                                                              | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    262000 | PA      | $277293.99    | 0.02%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds            | Paraguay Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    577000 | PA      | $584512.54    | 0.05%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VITAL ENERGY INC                                   | Vital Energy Inc                                                                                                             | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |    409000 | PA      | $397311.72    | 0.03%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  25384923 | NS      | $25384923.35  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WestJet Loyalty LP                                 | WestJet Loyalty LP Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    492500 | PA      | $493689.39    | 0.04%             | 2031-02-14      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | Palmer Square CLO 2018-1 Ltd                                                                                                 | CUSIP: 69703PAS8<br>LEI: 549300A8L0VCZ9626397 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3024240.00   | 0.25%             | 2037-04-18      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                            | Albion Financing 3 SARL 2025 USD Term Loan                                                                                   | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   1784997 | PA      | $1792814.79   | 0.15%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    719300 | PA      | $118684.50    | 0.01%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                          | Serta Simmons Bedding LLC 2024 Priority Term Loan                                                                            | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    391082 | PA      | $391571.24    | 0.03%             | 2028-06-29      | Floating      | 11.94%                | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds             | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $344131.74    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-14652.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AFPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    759837 | PA      | $17119.74     | 0.00%             | 2042-07-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                               | Pilgrim's Pride Corp                                                                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1370621.60   | 0.11%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                                                   | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        | -10000000 | PA      | $-8934956.00  | -0.73%            | 2055-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds               | Chile Government International Bonds                                                                                         | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    500000 | PA      | $503025.00    | 0.04%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                                | Orion US Finco Inc 1st Lien Term Loan                                                                                        | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    725000 | PA      | $729531.25    | 0.06%             | 2032-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   3095000 | PA      | $3060310.62   | 0.25%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1595276.35   | 0.13%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                        | Asurion LLC 2021 Term Loan B9                                                                                                | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   1062825 | PA      | $1063287.33   | 0.09%             | 2027-07-31      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| LIPPERT COLIPPER                                   | LIPPERT COLIPPER 2025 TERM LOAN B                                                                                            | CUSIP: 53631HAG3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | LON              | CORP              | US        |    349125 | PA      | $351088.83    | 0.03%             | 2032-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                     | TeamSystem SpA                                                                                                               | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    170000 | PA      | $200642.33    | 0.02%             | 2031-07-31      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                         | Hanger Inc 2024 Delayed Draw Term Loan                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    151027 | PA      | $151537.04    | 0.01%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| PRECISION DRILLING CORP                            | Precision Drilling Corp                                                                                                      | CUSIP: 740212AM7<br>LEI: 549300WF2OE8T5BP4B84 | Long             | DBT              | CORP              | CA        |    932000 | PA      | $937701.04    | 0.08%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384CN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8500000 | PA      | $8828167.15   | 0.72%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                        | Acushnet Co                                                                                                                  | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1185521.62   | 0.10%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                             | Froneri Lux Finco Sarl 2024 EUR Term Loan B3                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | LU        |   1275000 | PA      | $1499414.44   | 0.12%             | 2031-09-30      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                 | Dominican Republic International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    500000 | PA      | $478900.00    | 0.04%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                           | Snap Inc                                                                                                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $2010595.15   | 0.16%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     56000 | PA      | $59973.98     | 0.00%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| PLANO HOLDCO INC                                   | Plano HoldCo Inc Term Loan B                                                                                                 | CUSIP: 72712EAB3<br>LEI: 254900C53JLEP3CCOQ10 | Long             | LON              | CORP              | US        |    597000 | PA      | $585060.00    | 0.05%             | 2031-10-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                    | NCL Finance Ltd                                                                                                              | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    704000 | PA      | $719844.93    | 0.06%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2253774.27   | 0.18%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28000 | PA      | $20723.67     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    648000 | PA      | $696835.70    | 0.06%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1812000 | PA      | $1848799.91   | 0.15%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                   | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $123554.35    | 0.01%             | 2031-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                  | Imola Merger Corp                                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4054625.83   | 0.33%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                     | Transocean International Ltd                                                                                                 | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    530250 | PA      | $558319.32    | 0.05%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                            | Park River Holdings Inc                                                                                                      | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1388274.80   | 0.11%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-234.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC              | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                                                               | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    940518 | PA      | $939276.34    | 0.08%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7779132 | PA      | $992173.84    | 0.08%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                     | Lonza Group AG USD Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   1679491 | PA      | $1521207.74   | 0.12%             | 2028-07-03      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                   | CSC Holdings LLC                                                                                                             | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $697383.22    | 0.06%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                         | Serbia International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    450000 | PA      | $394246.30    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors Inc                                                                                                            | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    643000 | PA      | $659010.06    | 0.05%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                           | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $835486.75    | 0.07%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3141255 | PA      | $524616.82    | 0.04%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COHNREZNICK LLP                                    | CohnReznick LLP Term Loan                                                                                                    | CUSIP: 19250AAC8<br>LEI: 2549009CGTGAQPUXNH39 | Long             | LON              | CORP              | US        |    587250 | PA      | $589088.09    | 0.05%             | 2032-03-31      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Anticimex International AB                         | Anticimex International AB 2021 EUR Term Loan B2                                                                             | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1186601.26   | 0.10%             | 2028-11-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    361000 | PA      | $361764.12    | 0.03%             | 2035-10-29      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $210009.38    | 0.02%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                                   | Arches Buyer Inc                                                                                                             | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    655000 | PA      | $642431.27    | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                               | Telefonica Europe BV                                                                                                         | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230770.73    | 0.02%             | 2028-02-24      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Stepstone Group Midco 2 GMBH/ The                  | Stepstone Group Midco 2 GmbH/ The EUR Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 894500DB5T5ENCFFQU61 | Long             | LON              | CORP              | DE        |    500000 | PA      | $578953.73    | 0.05%             | 2032-04-26      | Floating      | 6.67%                 | 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        |   2589000 | PA      | $2386685.96   | 0.19%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     58000 | PA      | $70464.89     | 0.01%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Corporation Service Company                        | Corporation Service Company Term Loan B                                                                                      | CUSIP: 22006VAL3<br>LEI: 549300NOPSIMGJNT8J31 | Long             | LON              | CORP              | US        |    250773 | PA      | $248735.64    | 0.02%             | 2029-11-02      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PLT VII FINANCE SARL                               | PLT VII Finance Sarl                                                                                                         | CUSIP: 000000000<br>LEI: 894500SKZV4JDP64R249 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118046.88    | 0.01%             | 2031-06-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                           | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                    | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1834032.62   | 0.15%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                           | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1533480.94   | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                               | Constant Contact Inc Term Loan                                                                                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |   1693177 | PA      | $1577169.31   | 0.13%             | 2028-02-10      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                             | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1139000 | PA      | $1055080.37   | 0.09%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASTELLO BC BIDCO SPA                              | Castello BC Bidco SpA                                                                                                        | CUSIP: 000000000<br>LEI: 894500HFFY9ABW4ZUZ66 | Long             | DBT              | CORP              | IT        |    125000 | PA      | $148706.65    | 0.01%             | 2031-11-14      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SAPHILUX SARL                                      | Saphilux Sarl 2025 EUR Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 222100CX5OA6ONWOBW66 | Long             | LON              | CORP              | LU        |    500000 | PA      | $592329.11    | 0.05%             | 2028-07-18      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group Inc                                                                                                             | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2275768.87   | 0.19%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1055143.97   | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds              | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    400000 | PA      | $336025.74    | 0.03%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D4W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.26        | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                             | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    765000 | PA      | $802824.66    | 0.07%             | 2033-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                      | GEE ACQUISITION HOLDINGS CORP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37259 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                           | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   1984000 | PA      | $2060080.90   | 0.17%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                     | Open Text Corp                                                                                                               | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1009000 | PA      | $982318.71    | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Beauparc                                           | Beauparc 2025 EUR Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 9845005DD58BDDC8D847 | Long             | LON              | CORP              | IE        |    750000 | PA      | $884394.75    | 0.07%             | 2028-08-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    300000 | PA      | $69480.00     | 0.01%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1228814.92   | 0.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                                 | Cerdia Finanz GmbH                                                                                                           | CUSIP: 15679GAC6<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |   2714000 | PA      | $2880232.50   | 0.23%             | 2031-10-03      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D4C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        91 | PA      | $90.76        | 0.00%             | 2026-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                           | Perrigo Finance Unlimited Co                                                                                                 | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    588000 | PA      | $475640.49    | 0.04%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                | Hudbay Minerals Inc                                                                                                          | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $1082394.70   | 0.09%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    673000 | PA      | $671332.98    | 0.05%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HT TROPLAST AG                                     | HT Troplast GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 529900Y2N2GAY3FXGP86 | Long             | DBT              | CORP              | DE        |    125000 | PA      | $154001.42    | 0.01%             | 2028-07-15      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                           | Suburban Propane Partners LP/Suburban Energy Finance Corp                                                                    | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    824000 | PA      | $784559.32    | 0.06%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHRG INTERMEDIATE LLC                              | PHRG Intermediate LLC 2025 Term Loan B                                                                                       | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    950000 | PA      | $949206.75    | 0.08%             | 2032-02-20      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                      | Adient US LLC 2024 Term Loan B2                                                                                              | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    547291 | PA      | $548103.37    | 0.04%             | 2031-01-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Emerald X, Inc.                                    | Emerald X Inc 2025 Term Loan B1                                                                                              | CUSIP: 29088UAH0<br>LEI: 549300YQCBSQUCZ74696 | Long             | LON              | CORP              | US        |    224438 | PA      | $226026.52    | 0.02%             | 2032-01-30      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    776600 | PA      | $141729.50    | 0.01%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    400000 | PA      | $357419.71    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors Inc                                                                                                            | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    651000 | PA      | $622307.37    | 0.05%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                                | Artera Services LLC 2024 Term Loan                                                                                           | CUSIP: 73937UAL2<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |    418625 | PA      | $375845.71    | 0.03%             | 2031-02-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Midwest Physician Administrative Services LLC      | Midwest Physician Administrative Services LLC 2021 Term Loan                                                                 | CUSIP: 59835XAC8<br>LEI: 5493001F7B0DCPKBGK48 | Long             | LON              | CORP              | US        |   1302599 | PA      | $1217324.32   | 0.10%             | 2028-03-12      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                   | Cinemark USA Inc                                                                                                             | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1474115.72   | 0.12%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds           | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    600000 | PA      | $492576.40    | 0.04%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                   | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                              | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003455.00   | 0.08%             | 2032-01-20      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| Rainbow Finco Sa rl                                | Rainbow Finco Sa rl EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1182186.83   | 0.10%             | 2029-02-23      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MATADOR BIDCO SARL                                 | Matador Bidco Sarl 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |   1200726 | PA      | $1211982.36   | 0.10%             | 2029-07-30      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    915000 | PA      | $927668.18    | 0.08%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    175000 | PA      | $33486.25     | 0.00%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA VENDOR FIN                            | Virgin Media Vendor Financing Notes III DAC                                                                                  | CUSIP: 000000000<br>LEI: 635400SSKC2QCGEPIQ43 | Long             | DBT              | CORP              | IE        |    190000 | PA      | $249885.90    | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                               | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    375000 | PA      | $394203.38    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Poseidon Bidco SASU                                | Poseidon Bidco SASU 2024 EUR Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 254900LGX7YG7Y9YM766 | Long             | LON              | CORP              | FR        |    675000 | PA      | $372467.57    | 0.03%             | 2030-03-13      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    994945 | PA      | $180359.35    | 0.01%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARAGORN PARENT CORPORATION                         | Aragorn Parent Corporation 2025 Repriced Term Loan B                                                                         | CUSIP: 37610GAH1<br>LEI: 549300YXME0U2XYD7K47 | Long             | LON              | CORP              | US        |    939455 | PA      | $945993.62    | 0.08%             | 2028-12-15      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                               | Flutter Treasury DAC                                                                                                         | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1507000 | PA      | $1530637.30   | 0.12%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                | White Cap Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   3401387 | PA      | $3405928.29   | 0.28%             | 2029-10-19      | Floating      | 7.42%                 | 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        |    442000 | PA      | $432822.71    | 0.04%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING INC                          | SERTA SIMMONS BEDDING INC                                                                                                    | CUSIP: 937BQA905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246099 | NS      | $2337940.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| United Petfood Finance BV                          | United Petfood Finance BV 2025 EUR Term Loan B                                                                               | CUSIP: 000000000<br>LEI: 984500FD3FH360C3C633 | Long             | LON              | CORP              | BE        |    750000 | PA      | $882422.35    | 0.07%             | 2032-02-26      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $398.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc                                            | USI Inc 2024 Term Loan D                                                                                                     | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |   2995874 | PA      | $2995409.43   | 0.24%             | 2029-11-21      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -1 | NC      | $-195.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 3128MAE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201077 | PA      | $211618.76    | 0.02%             | 2035-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                | Verisure Holding AB 2021 EUR Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1179245.84   | 0.10%             | 2028-03-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust      | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                                                                | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245571 | PA      | $236610.04    | 0.02%             | 2046-01-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Monogram Food Solutions LLC                        | Monogram Food Solutions LLC Term Loan B                                                                                      | CUSIP: 60976EAH6<br>LEI: 549300RKG7DLLYNXX093 | Long             | LON              | CORP              | US        |    529375 | PA      | $532683.59    | 0.04%             | 2028-08-28      | Floating      | 8.28%                 | 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        |   1974000 | PA      | $2002743.41   | 0.16%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ITALMATCH CHEMICALS SPA                            | Italmatch Chemicals SpA                                                                                                      | CUSIP: 000000000<br>LEI: 815600E7294ACCE76074 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $495806.00    | 0.04%             | 2028-02-06      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm Inc                                                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665373.15    | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    167000 | PA      | $166589.48    | 0.01%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPM Lending Facility                               | JPM Lending Facility                                                                                                         | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | US        |   8250000 | PA      | $8322476.25   | 0.68%             | 2029-07-15      | Variable      | 11.16%                | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                           | Perrigo Finance Unlimited Co                                                                                                 | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   2255000 | PA      | $2202882.87   | 0.18%             | 2030-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Safic-Alcan SAS                                    | Safic-Alcan SAS 2024 EUR Term Loan B                                                                                         | CUSIP: 000000000<br>LEI: 969500O0FCNLBB65QM29 | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1183061.50   | 0.10%             | 2029-06-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                      | Carnival Corp                                                                                                                | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    100000 | PA      | $126787.63    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Octagon 68 Ltd                                     | Octagon 68 Ltd                                                                                                               | CUSIP: 675949AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5021045.00   | 0.41%             | 2036-10-20      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds              | Brazil Government International Bonds                                                                                        | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $416400.00    | 0.03%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ACC CLAIMS HLDGS LLC                               | ACC CLAIMS HLDGS LLC MUTUAL FUND                                                                                             | CUSIP: 00084K104<br>LEI: N/A                  | Long             | EC               | RF                | US        |   2257600 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MONGOLIA INTL BOND                                 | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    400000 | PA      | $407102.18    | 0.03%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Philippines Government International Bonds         | Philippines Government International Bonds                                                                                   | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    900000 | PA      | $930849.21    | 0.08%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5175609.00   | 0.42%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                      | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                               | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |   1268182 | PA      | $1264421.66   | 0.10%             | 2032-04-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds           | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    700000 | PA      | $743550.50    | 0.06%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC             | Cushman & Wakefield US Borrower LLC 2025 Term Loan B1                                                                        | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |   2523857 | PA      | $2534381.50   | 0.21%             | 2030-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                              | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                              | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    665682 | PA      | $652554.66    | 0.05%             | 2028-08-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828392.16    | 0.07%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                           | IPD 3 BV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $238925.11    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                 | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                 | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   1734591 | PA      | $1499337.23   | 0.12%             | 2031-09-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                               | Ameriforge Group Inc 2024 PIK Class A Delayed Draw Term Loan                                                                 | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |    135260 | PA      | $17989.62     | 0.00%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC             | Cushman & Wakefield US Borrower LLC 2025 Term Loan B3                                                                        | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |   1167702 | PA      | $1172087.00   | 0.10%             | 2030-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $86.21        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                   | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-10234.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MDVIP INC                                          | MDVIP Inc 2025 Term Loan B                                                                                                   | CUSIP: 56150KAH8<br>LEI: 549300EAB6F7TKRLOT57 | Long             | LON              | CORP              | US        |    773812 | PA      | $776958.05    | 0.06%             | 2031-10-14      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| PLATEA BC BIDCO AB                                 | Platea BC Bidco AB EUR Term Loan                                                                                             | CUSIP: 000000000<br>LEI: 254900AWWXX5NUVV4A03 | Long             | LON              | CORP              | SE        |    416667 | PA      | $493392.35    | 0.04%             | 2031-04-03      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                               | Neptune Bidco US Inc 2022 USD Term Loan B                                                                                    | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |   1857250 | PA      | $1772754.41   | 0.14%             | 2029-04-11      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds             | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     28000 | PA      | $22599.19     | 0.00%             | 2048-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                 | Nouryon Finance BV 2024 USD Term Loan B1                                                                                     | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |   1277647 | PA      | $1281378.09   | 0.10%             | 2028-04-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                   | DexKo Global Inc 2021 USD Term Loan B                                                                                        | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    796125 | PA      | $786264.99    | 0.06%             | 2028-10-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| ANUVU HOLDINGS 2 LLC                               | Anuvu Holdings 2 LLC 2024 Senior Priority Term Loan                                                                          | CUSIP: 03735KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    344003 | PA      | $344002.83    | 0.03%             | 2027-09-27      | Floating      | 12.13%                | No            |                  3 | 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        |   1014000 | PA      | $997786.75    | 0.08%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    142000 | PA      | $32238.26     | 0.00%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REALPAGE INC                                       | RealPage Inc 2024 Incremental Term Loan                                                                                      | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    447750 | PA      | $449738.01    | 0.04%             | 2028-04-24      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                               | Amentum Holdings Inc                                                                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $1082805.76   | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                        | Clover Holdings SPV III LLC 2024 USD Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |    274790 | PA      | $283034.17    | 0.02%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     49000 | PA      | $11067.88     | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc 2025 Term Loan B                                                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1741250 | PA      | $1742138.04   | 0.14%             | 2032-02-10      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    462000 | OU      | $-5315.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                 | Project Ruby Ultimate Parent Corp 2025 Term Loan B                                                                           | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   1008184 | PA      | $1009892.62   | 0.08%             | 2028-03-10      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BKMV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3054329 | PA      | $3184819.75   | 0.26%             | 2053-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                          | CUSIP: 46642NAJ5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   1376000 | PA      | $946000.00    | 0.08%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC                            | Windstream Services LLC                                                                                                      | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2505889.28   | 0.20%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                             | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    760000 | PA      | $797072.80    | 0.06%             | 2031-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                           | PetSmart LLC / PetSmart Finance Corp                                                                                         | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $546295.47    | 0.04%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    230000 | PA      | $253030.50    | 0.02%             | 2048-01-17      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TRANS UNION LLC                                    | Trans Union LLC 2024 Term Loan B9                                                                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1232956 | PA      | $1233412.69   | 0.10%             | 2031-06-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                         | Essendi SA                                                                                                                   | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    254000 | PA      | $307523.26    | 0.03%             | 2031-11-15      | Fixed         | 5.50%                 | Yes           |                  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        |    549000 | PA      | $538589.59    | 0.04%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                             | Lumen Technologies Inc 2024 Extended Term Loan B1                                                                            | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1040735 | PA      | $1035677.48   | 0.08%             | 2029-04-16      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                                | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |   1007101 | PA      | $1012347.95   | 0.08%             | 2028-12-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| LEEWARD RENEWABL                                   | Leeward Renewable Energy Operations LLC                                                                                      | CUSIP: 524590AA4<br>LEI: 254900EVJU1A57NUX379 | Long             | DBT              | CORP              | US        |    838000 | PA      | $792621.63    | 0.06%             | 2029-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                           | Univision Communications Inc                                                                                                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1365128.96   | 0.11%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                                                                                     | CUSIP: 000000000<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    143000 | PA      | $162741.38    | 0.01%             | 2033-05-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HCR87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10808401 | PA      | $10945786.49  | 0.89%             | 2054-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                             | TK Elevator Midco GmbH 2025 EUR Term Loan B1                                                                                 | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1771721.70   | 0.14%             | 2030-04-30      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-747.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                    | Benefit Street Partners CLO XII-B Ltd                                                                                        | CUSIP: 081917AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2014178.00   | 0.16%             | 2037-10-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BXXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5178258.00   | 0.42%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D4L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7 | PA      | $7.25         | 0.00%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                           | Windsor Holdings III LLC                                                                                                     | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |   2847000 | PA      | $3013148.04   | 0.25%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                           | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1557154.58   | 0.13%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                 | WR Grace & Co-Conn 2025 Term Loan B                                                                                          | CUSIP: 92943HAD1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    650000 | PA      | $652710.50    | 0.05%             | 2032-08-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                             | Brightstar Lottery PLC                                                                                                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   3110000 | PA      | $3098254.71   | 0.25%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PEB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $8.95         | 0.00%             | 2026-04-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                           | Amneal Pharmaceuticals LLC                                                                                                   | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |    742000 | PA      | $768313.07    | 0.06%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Long: S92XVTUE9 CDS USD R F  1.00000 Z92XVTUG4 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT Z92XVTUF6 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    158000 | OU      | $-10178.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                            | Global Partners LP / GLP Finance Corp                                                                                        | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $718030.60    | 0.06%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO XXXIV Ltd                                                                                                   | CUSIP: 09631KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998980.00    | 0.08%             | 2035-04-20      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| GVC Holdings (Gibraltar) Limited                   | GVC Holdings (Gibraltar) Limited 2024 EUR Term Loan B4                                                                       | CUSIP: 000000000<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |   1850000 | PA      | $2192605.95   | 0.18%             | 2028-06-30      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                       | Cloudera Inc 2021 Second Lien Term Loan                                                                                      | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    775000 | PA      | $711062.50    | 0.06%             | 2029-10-08      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP CLO 2024-32 Ltd                                                                                                          | CUSIP: 67570CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4043504.00   | 0.33%             | 2037-04-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                              | ON Semiconductor Corp                                                                                                        | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1500399.91   | 0.12%             | 2028-09-01      | 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        |   2705000 | PA      | $2552082.02   | 0.21%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2978634 | PA      | $422812.81    | 0.03%             | 2050-02-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| NORTHSTAR GROUP SERVICES INC                       | Northstar Group Services Inc 2024 Term Loan B                                                                                | CUSIP: 66707RAF4<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |   1705863 | PA      | $1717590.53   | 0.14%             | 2030-05-31      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust             | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                                               | CUSIP: 90349GAS4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |   3764280 | PA      | $3500997.00   | 0.29%             | 2046-04-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LTD                      | INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | GB        |   1000000 | PA      | $1083877.70   | 0.09%             | 2029-04-02      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                     | Edge Finco PLC 2025 EUR Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | LON              | CORP              | GB        |    500000 | PA      | $592481.73    | 0.05%             | 2031-08-22      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $22.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RENAULT SA                                         | Renault SA                                                                                                                   | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117048.05    | 0.01%             | 2026-05-25      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                               | BlueMountain CLO 2016-3 Ltd                                                                                                  | CUSIP: 09628XAE0<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1973776.00   | 0.16%             | 2030-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                              | James Hardie International Finance DAC                                                                                       | CUSIP: 000000000<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $469528.81    | 0.04%             | 2026-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    600000 | PA      | $495558.54    | 0.04%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AIR COMM CORPORATION LLC                           | Air Comm Corporation LLC 2025 Term Loan                                                                                      | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |   1431545 | PA      | $1436018.45   | 0.12%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| QUESTEL UNITE SAS                                  | Questel Unite SAS EUR Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 89450009UUSWTJL6DQ65 | Long             | LON              | CORP              | FR        |    500000 | PA      | $581307.70    | 0.05%             | 2032-03-05      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                            | Royal Caribbean Cruises Ltd                                                                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1626000 | PA      | $1668082.21   | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                | Peer Holding III BV 2025 USD Term Loan B4B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   1083500 | PA      | $1086132.91   | 0.09%             | 2030-10-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7200005 | PA      | $8014928.25   | 0.65%             | 2055-02-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617W1W63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1898650 | PA      | $1854184.46   | 0.15%             | 2052-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                             | Vmed O2 UK Financing I PLC                                                                                                   | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $392607.93    | 0.03%             | 2032-04-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                           | Perrigo Finance Unlimited Co                                                                                                 | CUSIP: 000000000<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $304516.00    | 0.02%             | 2032-09-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NUVEI TECHNOLOGIES CORP                            | Nuvei Technologies Corp 2025 Repriced Term Loan B                                                                            | CUSIP: 69425BAD9<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |    522378 | PA      | $523054.76    | 0.04%             | 2031-11-17      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| FinCo I LLC                                        | FinCo I LLC 2025 Repriced Term Loan B                                                                                        | CUSIP: 31774BAH7<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |   1200630 | PA      | $1199009.11   | 0.10%             | 2029-06-27      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1209427.94   | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | 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        |    370000 | PA      | $378762.58    | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A1A62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28996 | PA      | $139.98       | 0.00%             | 2026-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BWX82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1813606 | PA      | $1724404.79   | 0.14%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1061282.27   | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BETCLIC EVEREST GROUP                              | Betclic Everest Group EUR Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 96950037FKVH5JOEKU82 | Long             | LON              | CORP              | FR        |    500000 | PA      | $592346.72    | 0.05%             | 2031-12-10      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Belfor Holdings Inc                                | Belfor Holdings Inc 2025 USD Term Loan B                                                                                     | CUSIP: 07768YAS1<br>LEI: 894500EVD0KMNJVDKH09 | Long             | LON              | CORP              | US        |    542946 | PA      | $546002.45    | 0.04%             | 2030-11-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Company LLC   | Roper Industrial Products Investment Company LLC 2024 USD 1st Lien Term Loan B                                               | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    984607 | PA      | $987009.52    | 0.08%             | 2029-11-22      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                | Gray Television Inc 2021 Term Loan D                                                                                         | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    491995 | PA      | $492802.13    | 0.04%             | 2028-12-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                            | Aethon United BR LP / Aethon United Finance Corp                                                                             | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1539370.48   | 0.13%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                              | Bath & Body Works Inc                                                                                                        | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    437000 | PA      | $450329.37    | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38380GWN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1294374 | PA      | $1262173.95   | 0.10%             | 2047-09-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2221000 | PA      | $2310836.58   | 0.19%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                           | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $462434.80    | 0.04%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    334000 | PA      | $396007.24    | 0.03%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nvent Electric Public Limited Company              | Nvent Electric Public Limited Company Term Loan B                                                                            | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |   1125000 | PA      | $1131508.13   | 0.09%             | 2032-01-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                   | CPUK Finance Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    130000 | PA      | $183464.56    | 0.01%             | 2029-08-28      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Arab Republic of Egypt                             | Egypt Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    400000 | PA      | $447612.56    | 0.04%             | 2030-04-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                   | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                  | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $766370.33    | 0.06%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                                                            | CUSIP: 3622A2NT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    247443 | PA      | $255906.68    | 0.02%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | Oaktree CLO 2019-4 Ltd                                                                                                       | CUSIP: 67402CBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2012498.00   | 0.16%             | 2037-07-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds         | Philippines Government International Bonds                                                                                   | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    500000 | PA      | $511211.70    | 0.04%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                        | Franklin Square Holdings LP 2024 Term Loan B                                                                                 | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1012188 | PA      | $1014717.97   | 0.08%             | 2031-04-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31381D2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       197 | PA      | $199.24       | 0.00%             | 2029-10-15      | Fixed         | 8.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                              | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    358833 | PA      | $336854.48    | 0.03%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                           | Hertz Corporation (The) 2021 Term Loan C                                                                                     | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    198220 | PA      | $178607.18    | 0.01%             | 2028-06-30      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384ACL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3083224 | PA      | $3359246.79   | 0.27%             | 2053-05-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ENVIVA LLC                                         | ENVIVA LLC                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     44272 | NS      | $774760.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | Madison Park Funding LV Ltd                                                                                                  | CUSIP: 55819FAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3025164.00   | 0.25%             | 2037-07-18      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1265544 | PA      | $206283.67    | 0.02%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust         | JPMBB Commercial Mortgage Securities Trust 2014-C23                                                                          | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   3488000 | PA      | $3173530.99   | 0.26%             | 2047-09-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                               | Speedster Bidco GmbH 2024 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    845755 | PA      | $848931.12    | 0.07%             | 2031-12-10      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                            | Darling Ingredients Inc                                                                                                      | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    814000 | PA      | $822653.63    | 0.07%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LERNEN BIDCO LIMITED                               | Lernen Bidco Limited 2025 USD Term Loan B3A                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    545885 | PA      | $548729.37    | 0.04%             | 2031-10-27      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC  | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                                          | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   1018455 | PA      | $1021464.87   | 0.08%             | 2031-01-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| BELLRING BRANDS INC                                | BellRing Brands Inc                                                                                                          | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2526621.86   | 0.21%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                                 | Harsco Corporation 2021 Term Loan                                                                                            | CUSIP: 41587CAR9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | LON              | CORP              | US        |    383000 | PA      | $383160.86    | 0.03%             | 2028-06-09      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    538000 | PA      | $120885.24    | 0.01%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DANA FINANCING LUX SARL                            | Dana Financing Luxembourg Sarl                                                                                               | CUSIP: 000000000<br>LEI: 222100DKCE3D036DQU13 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $126922.99    | 0.01%             | 2031-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Tanzania                                           | Tanzania 10 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |   2336471 | PA      | $2317077.89   | 0.19%             | 2031-04-28      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                                                               | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    710000 | PA      | $742967.42    | 0.06%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                            | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1105371.60   | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                              | Tenet Healthcare Corp                                                                                                        | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    187000 | PA      | $182022.19    | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RADNET MANAGEMENT INC                              | Radnet Management Inc 2024 1st Lien Term Loan B                                                                              | CUSIP: 75049EAR5<br>LEI: 549300T3TJ6A0P5TXM13 | Long             | LON              | CORP              | US        |    715938 | PA      | $717627.11    | 0.06%             | 2031-04-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                             | Miller Homes Group Finco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $239128.33    | 0.02%             | 2030-10-15      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                               | Kohler Energy Co LLC EUR Term Loan B                                                                                         | CUSIP: 25472PAC4<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1770761.91   | 0.14%             | 2031-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation (The)                            | Hertz Corporation (The) 2023 Incremental Term Loan B                                                                         | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    712312 | PA      | $638588.16    | 0.05%             | 2028-06-30      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| LIBBEY GLASS INC                                   | Libbey Glass Inc 2022 Term Loan                                                                                              | CUSIP: 52989XAC7<br>LEI: A7JTTZYG0P336HI4K290 | Long             | LON              | CORP              | US        |   9240897 | PA      | $8935947.52   | 0.73%             | 2027-11-22      | Floating      | 10.96%                | No            |                  2 | On Loan: No      |
| ANUVU HOLDINGS 2 LLC                               | Anuvu Holdings 2 LLC 2024 Senior Takeback Term Loan                                                                          | CUSIP: 03735KAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    925989 | PA      | $17038.20     | 0.00%             | 2026-03-23      | Floating      | 12.38%                | No            |                  3 | On Loan: No      |
| PATRICK INDUSTRIES INC                             | Patrick Industries Inc                                                                                                       | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1163795.69   | 0.09%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                 | Nouryon Finance BV 2024 EUR Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    750000 | PA      | $884095.37    | 0.07%             | 2028-04-03      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                    | Alera Group Inc 2025 Term Loan                                                                                               | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1875000 | PA      | $1884103.13   | 0.15%             | 2032-05-31      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | PURCHASED USD / SOLD GBP                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-620.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    280000 | PA      | $335700.86    | 0.03%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5882657 | PA      | $6135162.60   | 0.50%             | 2055-08-25      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                   | UWM Holdings LLC                                                                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1432050.09   | 0.12%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A93D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2363186 | PA      | $450394.50    | 0.04%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp                                                                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1066733.66   | 0.09%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL INC                                 | Endure Digital Inc 2024 CoOp Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |   2681000 | PA      | $1943724.99   | 0.16%             | 2028-02-10      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                      | M/I Homes Inc                                                                                                                | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    252000 | PA      | $250441.76    | 0.02%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1129711 | PA      | $1151648.77   | 0.09%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                          | IQVIA Inc                                                                                                                    | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116339.43    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                            | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                        | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1082197.88   | 0.09%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHG PPC Parent LLC                                 | CHG PPC Parent LLC 2021 Term Loan                                                                                            | CUSIP: 12546FAF9<br>LEI: 54930019XJQNJAGXQ664 | Long             | LON              | CORP              | US        |    458220 | PA      | $459367.71    | 0.04%             | 2028-12-08      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                | Boels Topholding BV 2025 EUR Term Loan B3                                                                                    | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | LON              | CORP              | NL        |    862069 | PA      | $1017395.87   | 0.08%             | 2031-05-23      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                     | Bombardier Inc                                                                                                               | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $103514.69    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                           | Adtalem Global Education Inc                                                                                                 | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1895315.55   | 0.15%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                           | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                          | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2527586.44   | 0.21%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PEARLS (Netherlands) Bidco BV                      | PEARLS (Netherlands) Bidco BV 2022 EUR Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 2549005MTFX0VLL0UQ17 | Long             | LON              | CORP              | NL        |   1000000 | PA      | $1145122.05   | 0.09%             | 2029-02-26      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC EUR Term Loan B                                                                                            | CUSIP: 73108RAC2<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    960000 | PA      | $1055360.72   | 0.09%             | 2028-06-02      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618G7AA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324957 | PA      | $334226.86    | 0.03%             | 2054-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                              | Endo Finance Holdings Inc                                                                                                    | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1503766.60   | 0.12%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                      | Parkland Corp                                                                                                                | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    376000 | PA      | $366457.92    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                                                            | CUSIP: 3617AUBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    324562 | PA      | $319524.07    | 0.03%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    677000 | PA      | $151834.18    | 0.01%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                  | Dragon Buyer Inc Term Loan B                                                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |   1414312 | PA      | $1417629.06   | 0.12%             | 2031-09-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group Inc                                                                                                   | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    935000 | PA      | $933744.39    | 0.08%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1605226 | PA      | $1672803.41   | 0.14%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                           | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    935000 | PA      | $953110.95    | 0.08%             | 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        |   3000000 | PA      | $3144873.00   | 0.26%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                | Cirsa Finance International Sarl                                                                                             | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $235414.22    | 0.02%             | 2027-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds              | Brazil Government International Bonds                                                                                        | CUSIP: 105756BZ2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    500000 | PA      | $501375.00    | 0.04%             | 2028-01-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $2476.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors Inc                                                                                                            | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    332000 | PA      | $329529.89    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                               | Ameriforge Group Inc 2024 PIK Class A Initial Term Loan                                                                      | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |   1171286 | PA      | $155781.09    | 0.01%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| REPUBLIC OF ARMENIA                                | Republic of Armenia International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    200000 | PA      | $204431.31    | 0.02%             | 2035-03-12      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NOBIAN FINANCE BV                                  | Nobian Finance BV 2024 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | LON              | CORP              | NL        |    500000 | PA      | $583761.47    | 0.05%             | 2029-07-02      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                              | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    561900 | PA      | $106255.29    | 0.01%             | 2049-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293624 | PA      | $54529.85     | 0.00%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APLEONA HOLDING GMBH                               | APLEONA HOLDING GMBH 2025 EUR TERM LOAN B                                                                                    | CUSIP: 000000000<br>LEI: 254900O4RJ7PDAMUHY66 | Long             | LON              | CORP              | DE        |    925000 | PA      | $1100864.16   | 0.09%             | 2032-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     63000 | PA      | $14368.54     | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds             | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $329925.00    | 0.03%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                            | Atlantica Sustainable Infrastructure Ltd                                                                                     | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $646165.21    | 0.05%             | 2028-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $92.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORION ADVISOR SOLUTIONS INC                        | Orion Advisor Solutions Inc 2025 Repriced Term Loan                                                                          | CUSIP: 68627BAK1<br>LEI: 549300R3BS3HTGTSN386 | Long             | LON              | CORP              | US        |    618762 | PA      | $621360.52    | 0.05%             | 2030-09-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| CONSTRUCTION PARTNERS INC                          | Construction Partners Inc Term Loan B                                                                                        | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    521062 | PA      | $522998.25    | 0.04%             | 2031-11-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                           | Nidda Healthcare Holding GmbH                                                                                                | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    120000 | PA      | $145109.41    | 0.01%             | 2030-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    483000 | PA      | $521731.75    | 0.04%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                           | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    755000 | PA      | $123065.00    | 0.01%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    300000 | PA      | $146746.71    | 0.01%             | 2036-02-01      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ESC CB NATIONAL CINEME                             | ESC CB NATIONAL CINEME                                                                                                       | CUSIP: 635ESCAA4<br>LEI: 5493000MOLIVSOGKEB48 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $0.00         | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138ET6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25597 | PA      | $26303.17     | 0.00%             | 2032-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    490833 | PA      | $499706.81    | 0.04%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                  | Gabon Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    200000 | PA      | $161589.37    | 0.01%             | 2031-02-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries Inc/NY                                                                                                   | CUSIP: 000000000<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     91613 | PA      | $107032.22    | 0.01%             | 2026-11-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| GoTo Group Inc                                     | GoTo Group Inc 2024 Second Out Term Loan                                                                                     | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds         | Republic of Azerbaijan International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    240000 | PA      | $223869.49    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                        | Autokiniton US Holdings Inc 2024 Term Loan B                                                                                 | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    504197 | PA      | $499996.90    | 0.04%             | 2028-04-06      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                 | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2600000 | PA      | $2084108.00   | 0.17%             | 2041-08-01      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 3138EQBQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1504142 | PA      | $1539616.04   | 0.13%             | 2036-08-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| B&M EUROPEAN VALUE RET                             | B&M European Value Retail SA                                                                                                 | CUSIP: 000000000<br>LEI: 213800UK7ZRLY2K1X530 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $284540.91    | 0.02%             | 2030-11-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     45000 | PA      | $34268.52     | 0.00%             | 2041-04-14      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ASK CHEM DE HOLD GMBH                              | ASK Chemicals Deutschland Holding GmbH                                                                                       | CUSIP: 000000000<br>LEI: 529900793W6Y4S5VIK84 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $113391.42    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Apex Tool Group LLC                                | Apex Tool Group LLC 2024 Super Priority 2nd Out Term Loan A                                                                  | CUSIP: 03759DAN8<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    843872 | PA      | $703928.55    | 0.06%             | 2029-02-08      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1074287.43   | 0.09%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HNHF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2073366.10   | 0.17%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                       | Luna 2 5SARL                                                                                                                 | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $419420.89    | 0.03%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ESC GCB144A ENDO LUXEM                             | ESC GCB144A ENDO LUXEM                                                                                                       | CUSIP: 292ESCB09<br>LEI: 222100B15VY0VVCTG251 | Long             | DBT              | CORP              | LU        |   1550000 | PA      | $0.00         | 0.00%             | 2029-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Hanesbrands, Inc.                                  | Hanesbrands Inc 2025 Term Loan B                                                                                             | CUSIP: 410346AY6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | LON              | CORP              | US        |    645616 | PA      | $649347.21    | 0.05%             | 2032-03-07      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                   | TTF Holdings LLC 2024 Term Loan                                                                                              | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |    866205 | PA      | $822894.70    | 0.07%             | 2031-07-18      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                         | MajorDrive Holdings IV LLC 2022 Incremental Term Loan B                                                                      | CUSIP: 56085UAC7<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |   1592250 | PA      | $1565715.15   | 0.13%             | 2029-06-01      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                               | BWX Technologies Inc                                                                                                         | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    948000 | PA      | $926218.28    | 0.08%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A UNIFIN FIN                             | ESC GCB144A UNIFIN FIN                                                                                                       | CUSIP: 904ESCAJ9<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |    620000 | PA      | $0.00         | 0.00%             | 2026-02-12      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                           | British Telecommunications PLC                                                                                               | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $768199.48    | 0.06%             | 2055-12-03      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-23.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC Term Loan B                                                                                               | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |    875000 | PA      | $877848.13    | 0.07%             | 2032-07-01      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    639101 | PA      | $120700.05    | 0.01%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1326014 | PA      | $1106070.10   | 0.09%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                          | Ball Corp                                                                                                                    | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    474000 | PA      | $483418.85    | 0.04%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds             | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    920000 | PA      | $1024732.12   | 0.08%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| ACCELL GROUP NV                                    | Accell Group NV 2025 EUR PIK Super Senior Term Loan                                                                          | CUSIP: 000000000<br>LEI: 724500PZHSQTJODTGY09 | Long             | LON              | CORP              | NL        |     96925 | PA      | $73540.03     | 0.01%             | 2030-05-31      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                   | Freddie Mac Strips                                                                                                           | CUSIP: 3128HXBB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    910520 | PA      | $739185.27    | 0.06%             | 2039-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-365.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block Inc                                                                                                                    | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1257245.92   | 0.10%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                | Hilcorp Energy I LP Term Loan B                                                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    845750 | PA      | $848215.36    | 0.07%             | 2030-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $42.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IPD 3 BV                                           | IPD 3 BV                                                                                                                     | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119462.55    | 0.01%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    762603 | PA      | $156399.37    | 0.01%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds             | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1200000 | PA      | $1257000.00   | 0.10%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-107.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   1425000 | PA      | $1466405.64   | 0.12%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                             | TK Elevator Midco GmbH                                                                                                       | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    525000 | PA      | $617528.65    | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137ASUX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420041 | PA      | $46641.55     | 0.00%             | 2042-08-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae                                                                                                                   | CUSIP: 21H0306A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10000000 | PA      | $8934956.00   | 0.73%             | 2055-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                           | LCM Investments Holdings II LLC                                                                                              | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   1652000 | PA      | $1619790.41   | 0.13%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                             | Match Group Holdings II LLC                                                                                                  | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1566568.09   | 0.13%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| iSolved Inc                                        | iSolved Inc 2025 Term Loan                                                                                                   | CUSIP: 46488HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492537 | PA      | $494630.71    | 0.04%             | 2030-10-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                             | Rackspace Finance LLC 2024 First Lien First Out Term Loan                                                                    | CUSIP: 75008UAC1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |   1445004 | PA      | $1464872.57   | 0.12%             | 2028-05-15      | Floating      | 10.54%                | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                                   | HealthEquity Inc                                                                                                             | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1625245.08   | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                 | Central Parent Inc 2024 Term Loan B                                                                                          | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2235358 | PA      | $1939273.78   | 0.16%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-555276.82   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                        | Avient Corp                                                                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    893000 | PA      | $907532.19    | 0.07%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group Inc                                                                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   4789000 | PA      | $4753910.85   | 0.39%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARCEL LUX IV SARL                                 | Marcel LUX IV SARL 2025 EUR Term Loan                                                                                        | CUSIP: 000000000<br>LEI: 2138005L24MEKHQKLX11 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1776485.41   | 0.14%             | 2030-11-12      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO LLC                                | KKR Apple Bidco LLC 2025 Term Loan                                                                                           | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    168477 | PA      | $168649.55    | 0.01%             | 2031-09-23      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                 | CP Atlas Buyer Inc                                                                                                           | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1436109.35   | 0.12%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                           | Proampac PG Borrower LLC 2024 Term Loan                                                                                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   1254975 | PA      | $1261249.79   | 0.10%             | 2028-09-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6000000 | PA      | $6217779.00   | 0.51%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                | Momentive Performance Materials Inc 2023 Term Loan                                                                           | CUSIP: 60877JAG7<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | LON              | CORP              | US        |    504235 | PA      | $507386.77    | 0.04%             | 2028-03-29      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| PREMIER FOODS FINANCE                              | Premier Foods Finance PLC                                                                                                    | CUSIP: 000000000<br>LEI: 2138003G41QDLK9DB177 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $167023.19    | 0.01%             | 2026-10-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | US        |         1 | NC      | $-17325.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                               | Nielsen Consumer Inc 2025 USD 1st Lien Term Loan                                                                             | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1221938 | PA      | $1220984.39   | 0.10%             | 2030-10-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                        | Grant Thornton Advisors LLC 2025 Term Loan B                                                                                 | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |   1981427 | PA      | $1971926.20   | 0.16%             | 2031-06-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                           | Boost Newco Borrower LLC                                                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $1409856.59   | 0.11%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Corporate High Yield Fund Inc            | BlackRock Corporate High Yield Fund Inc                                                                                      | CUSIP: 09255P107<br>LEI: 97ZR60BLU36N5VJMH054 | Long             | EC               | RF                | US        |   2188579 | NS      | $20791500.50  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| LOTTOMATICA GROUP SPA                              | Lottomatica Group Spa                                                                                                        | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |    430000 | PA      | $520813.90    | 0.04%             | 2031-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                     | NRG Energy Inc                                                                                                               | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1024372.97   | 0.08%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oscar Acquisitionco LLC                            | Oscar AcquisitionCo LLC Term Loan B                                                                                          | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    873000 | PA      | $817446.70    | 0.07%             | 2029-04-29      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds               | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    208786 | PA      | $203788.48    | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  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        |   1712000 | PA      | $1713076.68   | 0.14%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds              | Panama Government International Bonds                                                                                        | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    907000 | PA      | $665556.60    | 0.05%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                           | National Bank of Uzbekistan                                                                                                  | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |    490000 | PA      | $526955.57    | 0.04%             | 2029-07-05      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Cegid Group SAS                                    | Cegid Group SAS 2025 EUR Term Loan B4                                                                                        | CUSIP: 000000000<br>LEI: 2221001BVBGKKRMMGO11 | Long             | LON              | CORP              | LU        |   1000000 | PA      | $1179527.61   | 0.10%             | 2028-07-10      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                    | SkyMiles IP Ltd 2020 Skymiles Term Loan B                                                                                    | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    538127 | PA      | $539472.72    | 0.04%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    281000 | PA      | $337627.57    | 0.03%             | 2039-07-11      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                      | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |         1 | NC      | $9.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PAINT INTERMEDIATE III LLC                         | Paint Intermediate III LLC 2024 Term Loan B                                                                                  | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    523688 | PA      | $523883.88    | 0.04%             | 2031-10-09      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                 | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                           | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |   1214842 | PA      | $1212806.87   | 0.10%             | 2031-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                           | Weatherford International Ltd                                                                                                | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   1355000 | PA      | $1386105.38   | 0.11%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38382LJK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10603884 | PA      | $1680450.47   | 0.14%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                    | Natgasoline LLC 2025 Term Loan B                                                                                             | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |    518438 | PA      | $525998.91    | 0.04%             | 2030-03-29      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $203010.52    | 0.02%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                                | TURQUOISE TOPCO LTD TERM LOAN B                                                                                              | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1102068.00   | 0.09%             | 2032-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MAYA SAS/FRANCE                                    | Maya SAS/Paris France                                                                                                        | CUSIP: 449691AG9<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    915000 | PA      | $934264.41    | 0.08%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                              | Stonepeak Nile Parent LLC                                                                                                    | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |    697000 | PA      | $734538.33    | 0.06%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae Pool                                                                                                              | CUSIP: 31402QZJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224595 | PA      | $218880.90    | 0.02%             | 2036-10-01      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                               | Flutter Treasury DAC                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    135000 | PA      | $163788.22    | 0.01%             | 2029-04-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                            | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                                                                    | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2020000 | PA      | $1980670.60   | 0.16%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds              | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    700000 | PA      | $576100.00    | 0.05%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                | Diebold Nixdorf Inc                                                                                                          | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   1892000 | PA      | $2000533.12   | 0.16%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31392CPT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115656 | PA      | $120154.19    | 0.01%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    240000 | PA      | $268868.83    | 0.02%             | 2044-09-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    473000 | PA      | $494892.33    | 0.04%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BVGL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1493031 | PA      | $1560670.90   | 0.13%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     16825 | PA      | $8908.14      | 0.00%             | 2030-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ARCOSA INC                                         | Arcosa Inc                                                                                                                   | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1093402.63   | 0.09%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                            | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1125000 | PA      | $1172487.38   | 0.10%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AXRJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    833208 | PA      | $52261.36     | 0.00%             | 2033-01-15      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137A3QY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328098 | PA      | $287021.75    | 0.02%             | 2040-11-15      | Floating      | 1.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9118530 | PA      | $9440621.62   | 0.77%             | 2054-06-25      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                              | Quikrete Holdings Inc 2024 Term Loan B1                                                                                      | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2099528 | PA      | $2103191.18   | 0.17%             | 2029-03-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B46Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3335392 | PA      | $375100.02    | 0.03%             | 2049-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds         | El Salvador Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    100000 | PA      | $101875.59    | 0.01%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Applied Systems Inc                                | Applied Systems Inc 2024 1st Lien Term Loan                                                                                  | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   5040924 | PA      | $5051207.55   | 0.41%             | 2031-02-24      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| SPORT GROUP HOLDING GMBH                           | Sport Group Holding GmbH 2024 EUR 1st Lien Term Loan B                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |   1000000 | PA      | $1183220.00   | 0.10%             | 2031-07-08      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                             | Astra Acquisition Corp 2024 New Money Term Loan A                                                                            | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    607466 | PA      | $140288.17    | 0.01%             | 2028-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                         | Homeserve USA Holding Corp 2024 Term Loan B                                                                                  | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    888750 | PA      | $887732.38    | 0.07%             | 2030-10-21      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                             | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    877000 | PA      | $921442.25    | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                       | Fibercop SpA                                                                                                                 | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |    430000 | PA      | $514137.23    | 0.04%             | 2032-06-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp                                                                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1031146.63   | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                             | Cascade MH Asset Trust 2022-MH1                                                                                              | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2458572 | PA      | $2399631.06   | 0.20%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ODIDO GROUP HOLDING BV                             | Odido Group Holding BV                                                                                                       | CUSIP: 000000000<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    145000 | PA      | $171682.81    | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    433000 | PA      | $461287.02    | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                | White Cap Buyer LLC                                                                                                          | CUSIP: 96350RAA2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1733420.91   | 0.14%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                             | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1225000 | PA      | $1330959.83   | 0.11%             | 2029-09-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BGKT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2172668 | PA      | $295959.66    | 0.02%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1033825 | PA      | $130359.41    | 0.01%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                         | McAfee LLC 2024 EUR Term Loan B                                                                                              | CUSIP: 57906HAC1<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    970219 | PA      | $1121823.10   | 0.09%             | 2029-03-01      | Floating      | 5.53%                 | 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        |    645000 | PA      | $678467.76    | 0.06%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ACM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2144603 | PA      | $137918.44    | 0.01%             | 2033-03-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| UGI ENERGY SERVICES LLC                            | UGI Energy Services LLC 2024 Term Loan B                                                                                     | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |   1446472 | PA      | $1455512.63   | 0.12%             | 2030-02-22      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX Commercial Mortgage Trust 2021-VOLT                                                                                       | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937656 | PA      | $1931156.19   | 0.16%             | 2036-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | Dryden 41 Senior Loan Fund                                                                                                   | CUSIP: 26244LAC8<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1914724.00   | 0.16%             | 2031-04-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                           | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1314778.23   | 0.11%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                  | Advisor Group Inc 2025 Term Loan                                                                                             | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |   1059423 | PA      | $1060027.02   | 0.09%             | 2032-07-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                           | Compass Minerals International Inc                                                                                           | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    490000 | PA      | $491793.89    | 0.04%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                             | Sherwood Financing PLC                                                                                                       | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $442720.59    | 0.04%             | 2029-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $421805.89    | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                           | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1240625 | PA      | $1242566.58   | 0.10%             | 2031-09-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                     | TransAlta Corp                                                                                                               | CUSIP: 89346DAH0<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |   1045000 | PA      | $1087365.35   | 0.09%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds             | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    404000 | PA      | $227923.57    | 0.02%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                            | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                         | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $570498.37    | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384AGE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4465184 | PA      | $4935381.50   | 0.40%             | 2053-05-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                        | Rad CLO 22 Ltd                                                                                                               | CUSIP: 74923VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3023130.00   | 0.25%             | 2037-01-20      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                          | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30100000 | PA      | $29854262.10  | 2.43%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 31359QZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18937 | PA      | $19382.87     | 0.00%             | 2027-11-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                             | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $591481.53    | 0.05%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                | Cirsa Finance International Sarl                                                                                             | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $244653.61    | 0.02%             | 2029-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2434.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing Inc                                                                                                        | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    254000 | PA      | $223035.75    | 0.02%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group Inc                                                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1280832.55   | 0.10%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CEVA SANTE ANIMALE                                 | Ceva Sante Animale 2025 USD Term Loan B                                                                                      | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |    394022 | PA      | $395336.57    | 0.03%             | 2030-11-08      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.                | Engineered Machinery Holdings Inc 2025 EUR Incremental Term Loan                                                             | CUSIP: 26658NAS8<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1182856.04   | 0.10%             | 2028-05-19      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                  | Clarios Global LP 2024 EUR Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    913043 | PA      | $1077930.11   | 0.09%             | 2031-07-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| OID-OL Intermediate I LLC                          | OID-OL Intermediate I LLC Term Loan 2                                                                                        | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    899207 | PA      | $757397.82    | 0.06%             | 2029-02-01      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                           | Plains All American Pipeline LP                                                                                              | CUSIP: 726503AE5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1912000 | PA      | $1917791.45   | 0.16%             | 2025-10-30      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                     | Sabre GLBL Inc 2024 Term Loan B1                                                                                             | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    529659 | PA      | $501190.16    | 0.04%             | 2029-11-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| ESSENDI SA                                         | Essendi SA                                                                                                                   | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    130000 | PA      | $157872.60    | 0.01%             | 2032-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                      | Open Text Holdings Inc                                                                                                       | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $837566.91    | 0.07%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                       | RealPage Inc 1st Lien Term Loan                                                                                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   2760000 | PA      | $2756329.20   | 0.22%             | 2028-04-24      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BFVY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    178183 | PA      | $127048.36    | 0.01%             | 2043-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Ginnie Mae I Pool                                                                                                            | CUSIP: 3622A2NS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    146130 | PA      | $149160.39    | 0.01%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                 | PURCHASED GBP / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-586.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                  | EURO-BUXL 30Y BND DEC25                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $-3357.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Electron BidCo Inc                                 | Electron BidCo Inc 2021 Term Loan                                                                                            | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1077300 | PA      | $1080521.13   | 0.09%             | 2028-11-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                     | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                             | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    144593 | PA      | $144573.95    | 0.01%             | 2029-11-09      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ABENGOA ABENEWCO TWO                               | Abengoa Abenewco 2 SA                                                                                                        | CUSIP: 000000000<br>LEI: 9598003HU5TEDMWEKB27 | Long             | DBT              | CORP              | ES        |    377752 | PA      | $0.00         | 0.00%             | 2024-10-26      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Freddie Mac                                        | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1713325 | PA      | $351156.12    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings Inc                                                                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1226658.38   | 0.10%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                               | Flutter Treasury DAC                                                                                                         | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    115000 | PA      | $135468.00    | 0.01%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                       | Filtration Group Corporation 2025 USD Term Loan                                                                              | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    723750 | PA      | $727897.09    | 0.06%             | 2028-10-21      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| CD&R FIREFLY BIDCO LTD                             | CD&R Firefly Bidco PLC                                                                                                       | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $921812.49    | 0.08%             | 2029-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                        | Epicor Software Corporation 2024 Term Loan F                                                                                 | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   2302551 | PA      | $2308088.92   | 0.19%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                  | EMRLD Borrower LP 2024 Term Loan B                                                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   1039520 | PA      | $1036141.25   | 0.08%             | 2031-08-04      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                         | Select Medical Corporation 2024 Term Loan B                                                                                  | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    967688 | PA      | $970716.36    | 0.08%             | 2031-12-03      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                         | Cube Industrials Buyer Inc 2024 Term Loan                                                                                    | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    622875 | PA      | $626378.67    | 0.05%             | 2031-10-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                          | Forvia SE                                                                                                                    | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    223000 | PA      | $270300.74    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                          | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                                  | CUSIP: 61691GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1324681.44   | 0.11%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association           | Government National Mortgage Association                                                                                     | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3000000 | PA      | $3106094.10   | 0.25%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier Inc                                                                                                               | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1214597.25   | 0.10%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Multifamily Connecticut Avenue Securities          | Multifamily Connecticut Avenue Securities Trust 2019-01                                                                      | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |   1229645 | PA      | $1250612.42   | 0.10%             | 2049-10-25      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                   | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-28401.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    196000 | PA      | $44332.02     | 0.00%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IGT Holding IV AB                                  | IGT Holding IV AB 2021 EUR Term Loan B1A                                                                                     | CUSIP: 000000000<br>LEI: 549300S0NZ6VQU5JU607 | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1177314.52   | 0.10%             | 2028-03-31      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                      | RCI Banque SA                                                                                                                | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $123706.94    | 0.01%             | 2034-10-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                              | Encompass Health Corp                                                                                                        | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    639000 | PA      | $632114.71    | 0.05%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                  | Wellfleet CLO 2020-1 Ltd                                                                                                     | CUSIP: 94949HAC3<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1995340.00   | 0.16%             | 2033-04-15      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                                                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $937213.54    | 0.08%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                           | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1361176.71   | 0.11%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                           | Electricite de France SA                                                                                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $516430.85    | 0.04%             | 2028-09-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Oxbow Carbon LLC                                   | Oxbow Carbon LLC 2023 Term Loan B                                                                                            | CUSIP: 69138EBE8<br>LEI: IH5EFCAY91O8SVS0VX92 | Long             | LON              | CORP              | US        |    484656 | PA      | $485870.32    | 0.04%             | 2030-05-10      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                     | Ryan Specialty LLC                                                                                                           | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1414693.52   | 0.12%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds            | Bulgaria Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    120000 | PA      | $120269.59    | 0.01%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Finance LLC                               | Ineos US Finance LLC 2023 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1761826 | PA      | $1601059.59   | 0.13%             | 2030-02-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                           | Pattern Energy Operations LP / Pattern Energy Operations Inc                                                                 | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1084648.58   | 0.09%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                            | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    248000 | PA      | $187646.77    | 0.02%             | 2040-12-02      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                         | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A9Z50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    793946 | PA      | $35983.65     | 0.00%             | 2042-11-25      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                     | GoTo Group Inc 2024 First Out Term Loan                                                                                      | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2028-04-28      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                | Honduras Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    450000 | PA      | $494437.50    | 0.04%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                            | Surgery Center Holdings Inc                                                                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    806000 | PA      | $828967.78    | 0.07%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TVL FINANCE PLC                                    | TVL Finance PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300DUQXE7VXG8YA50 | Long             | DBT              | CORP              | JE        |    220000 | PA      | $301031.54    | 0.02%             | 2028-04-28      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                           | Concentra Health Services Inc                                                                                                | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |    480000 | PA      | $499023.36    | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                  | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    858000 | PA      | $192942.75    | 0.02%             | 2049-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-17

**Name of Applicant:** Eaton Vance Ltd Duration Income Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer