# EDGAR Filing Document

**Accession Number:** 0000836412
**File Stem:** 0000940400-26-002789
**Filing Date:** 2026-1
**Character Count:** 309509
**Document Hash:** 032f2eb14e0d786086afa5a610ac7b0d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002789.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0000940400-26-002789

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Total Return Fund Inc.
- **CENTRAL INDEX KEY:** 0000836412

**ORGANIZATION NAME:**
- **EIN:** 133474242
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05620
- **FILM NUMBER:** 26566668

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 866-270-7788

**MAIL ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VIRTUS GLOBAL DIVIDEND & INCOME FUND INC.
- **DATE OF NAME CHANGE:** 20160929

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VIRTUS GLOBAL DIVIDEND & INCOME FUND
- **DATE OF NAME CHANGE:** 20160929

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZWEIG TOTAL RETURN FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Total Return Fund Inc.

- **b. Investment Company Act file number:** 811-05620

- **c. CIK number of Registrant:** 0000836412

- **d. LEI of Registrant:** 549300KKRHI4GF7RNQ81

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9683

  - **Telephone number:** 866-270-7788

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

- **a. Name of Series:** Virtus Total Return Fund Inc.

- **c. LEI of Series:** 549300KKRHI4GF7RNQ81

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-28

**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:** $568818154.99

**Total Liabilities:** $166976937.21

**Net Assets:** $401841217.78

**Delayed Delivery Securities:** $325669.95

**Cash Not Reported:** $1410366.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -37.45178277 | **5-Year:** -1926.82490700 | **10-Year:** -11859.88970000 | **30-Year:** -25570.00407000

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

- **3-Month:** 0.00000000 | **1-Year:** -39.84626554 | **5-Year:** -6351.91038800 | **10-Year:** -8238.67464200 | **30-Year:** -5501.87588600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 2.64%                | -0.49%               | 3.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1277211.99              | $7888676.09                                |
| Month 2  | $5235947.76              | $-7065254.14                               |
| Month 3  | $1977983.08              | $9161447.67                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CoreVest American Finance Ltd                   | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $379374.36    | 0.09%             | 2052-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                      | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $330729.26    | 0.08%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412000 | PA      | $423853.16    | 0.11%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                          | Taco Bell Funding LLC                                                           | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $380611.00    | 0.09%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                          | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    276000 | PA      | $281856.52    | 0.07%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    109000 | PA      | $95102.50     | 0.02%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                        | Purchasing Power Funding 2024-A LLC                                             | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $512347.73    | 0.13%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $95945.76     | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                        | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    305000 | PA      | $265348.15    | 0.07%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    305000 | PA      | $328383.15    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                  | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $410515.58    | 0.10%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust 2024-3                                            | CUSIP: 52609YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $420856.72    | 0.10%             | 2030-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268355.67    | 0.07%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US COMMERCIA                        | LSF12 CROWN US COMMERCIAL BIDCO LLC                                             | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    131493 | PA      | $131493.49    | 0.03%             | 2031-12-02      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK ELEVATOR US NEWCO INC                                                        | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    114426 | PA      | $115057.35    | 0.03%             | 2030-04-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                           | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    136000 | PA      | $128520.00    | 0.03%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350871.85    | 0.09%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                        | Saks Global Enterprises LLC                                                     | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     62500 | PA      | $12812.50     | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2022-5                                                 | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303524 | PA      | $301830.97    | 0.08%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                     | Kloeckner Pentaplast of America Inc                                             | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    139897 | PA      | $63932.98     | 0.02%             | 2026-02-09      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2024-NQM16 Trust                                                            | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |    359942 | PA      | $362246.89    | 0.09%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                              | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    177344 | NS      | $5321499.51   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCOT GROUP LTD                                 | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    344000 | PA      | $316529.02    | 0.08%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213432.06    | 0.05%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                     | MMP Capital 2025-A LLC                                                          | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $372699.46    | 0.09%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2024-NQM2 Trust                                                             | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |    296686 | PA      | $296670.94    | 0.07%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                        | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181413.91    | 0.05%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                        | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   3440000 | PA      | $575248.21    | 0.14%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VIASAT INC                                      | Viasat Inc                                                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    156706 | PA      | $155620.34    | 0.04%             | 2029-03-05      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                       | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     51477 | NS      | $3748555.14   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     49000 | PA      | $52650.50     | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND                                     | AL GCX FUND VIII HOLDINGS LLC                                                   | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |     80000 | PA      | $79775.20     | 0.02%             | 2032-01-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    405000 | PA      | $378168.75    | 0.09%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    240000 | PA      | $255753.60    | 0.06%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                         | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $136080.00    | 0.03%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    113000 | PA      | $118311.00    | 0.03%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    365000 | PA      | $219000.00    | 0.05%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                           | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    141000 | PA      | $136100.25    | 0.03%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                        | Banco de Credito e Inversiones SA                                               | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     85000 | PA      | $90020.10     | 0.02%             | N/A             | Fixed         | 7.50%                 | 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              | N/A       |    420000 | PA      | $434974.26    | 0.11%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    139000 | PA      | $89759.25     | 0.02%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                  | Arivo Acceptance Auto Loan Receivables Trust 2024-1                             | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462000 | PA      | $472781.51    | 0.12%             | 2030-06-17      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $194793.51    | 0.05%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                     | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228654 | PA      | $231960.87    | 0.06%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                          | PAR PHARMACEUTICAL INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $0.00         | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    257000 | PA      | $256357.50    | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                             | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     48000 | PA      | $46470.24     | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                     | RED SPV LLC                                                                     | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124688 | PA      | $124687.50    | 0.03%             | 2032-03-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                          | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     54000 | PA      | $46060.11     | 0.01%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LUXCO EUR                                       | LUXCO EUR                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |      4451 | NS      | $80270.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32968.41     | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1                      | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152070 | PA      | $134403.22    | 0.03%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                      | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    298680 | PA      | $297972.22    | 0.07%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                | WAND NEWCO 3 INC                                                                | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    151642 | PA      | $151627.31    | 0.04%             | 2031-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                 | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     87950 | NS      | $8014004.00   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                               | Kinder Morgan Inc                                                               | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |    175589 | NS      | $4797091.48   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764555 | PA      | $751709.56    | 0.19%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                  | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $380317.84    | 0.09%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                           | ECL ENTERTAINMENT LLC                                                           | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    182234 | PA      | $181323.13    | 0.05%             | 2030-08-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     84000 | PA      | $92035.37     | 0.02%             | 2033-11-17      | Fixed         | 6.27%                 | 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        |     35000 | PA      | $35532.49     | 0.01%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                        | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    280000 | PA      | $287502.88    | 0.07%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    178000 | PA      | $165621.88    | 0.04%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                        | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    286000 | PA      | $273668.46    | 0.07%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                           | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    322000 | PA      | $284030.84    | 0.07%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | RADIOLOGY PARTNERS INC                                                          | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    125000 | PA      | $124417.50    | 0.03%             | 2032-06-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                          | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $405740.39    | 0.10%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $448335.31    | 0.11%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                             | Gray Television Inc                                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     87196 | PA      | $87170.43     | 0.02%             | 2028-12-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAG                                | FLORA FOOD MANAG                                                                | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |       126 | PA      | $119.87       | 0.00%             | 2028-01-03      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    167371 | PA      | $132772.19    | 0.03%             | 2028-04-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| GEK TERNA SA                                    | GEK TERNA SA                                                                    | CUSIP: 000000000<br>LEI: 2138003TO2MTRHWVP686 | Long             | EC               | CORP              | GR        |    125134 | NS      | $3606749.04   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    133000 | PA      | $140565.72    | 0.03%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                        | OBX 2025-NQM4 Trust                                                             | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |    347576 | PA      | $349245.30    | 0.09%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                        | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292148.37    | 0.07%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                | Teine Energy Ltd                                                                | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $329959.05    | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR3 Trust                                                            | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $253755.48    | 0.06%             | 2038-10-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     86000 | PA      | $92665.00     | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                              | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209150.99    | 0.05%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                          | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235000.15    | 0.06%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $583409.49    | 0.15%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER                           | POTOMAC ENERGY CENTER LLC                                                       | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    135000 | PA      | $135675.00    | 0.03%             | 2032-08-05      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                 | 180 Medical Inc                                                                 | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298883.49    | 0.07%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     15000 | PA      | $17151.60     | 0.00%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                           | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139953.18    | 0.03%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    398000 | PA      | $454517.99    | 0.11%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    310000 | PA      | $320280.42    | 0.08%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                        | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $229285.21    | 0.06%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T                  | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |    336200 | NS      | $5744488.33   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                         | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    235000 | PA      | $242225.10    | 0.06%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                               | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332129 | PA      | $330947.32    | 0.08%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                          | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25201.60     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                             | WHITE CAP BUYER LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    113850 | PA      | $114139.18    | 0.03%             | 2029-10-29      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                  | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    336000 | PA      | $342887.53    | 0.09%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                        | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354347 | PA      | $331878.95    | 0.08%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Endo GUC Trust Units Cl A-1                     | Endo GUC Trust Units Cl A-1                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7168 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                             | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    193000 | PA      | $196719.11    | 0.05%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                        | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl             | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99012.91     | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                           | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    239000 | PA      | $251194.50    | 0.06%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                     | VFI ABS 2025-1 LLC                                                              | CUSIP: 91824UAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $302567.04    | 0.08%             | 2031-04-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     44000 | PA      | $46707.32     | 0.01%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN VETERINARY PART                        | SOUTHERN VETERINARY PARTNERS LLC                                                | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     60000 | PA      | $59897.40     | 0.01%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                            | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     87000 | PA      | $63488.25     | 0.02%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                        | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    188520 | NS      | $6956388.00   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| HARBOR FREIGHT TOOLS                            | HARBOR FREIGHT TOOLS USA INC                                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     78628 | PA      | $77324.17     | 0.02%             | 2031-06-11      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | GARDA WORLD SECURITY                                                            | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    127043 | PA      | $126788.65    | 0.03%             | 2029-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     29701 | PA      | $29723.80     | 0.01%             | 2031-05-19      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US                               | DECHRA FINANCE US                                                               | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     79600 | PA      | $79969.34     | 0.02%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                            | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     73246 | PA      | $73336.59     | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                             | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    134311 | PA      | $134280.17    | 0.03%             | 2028-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AU                        | CATAWBA NATION GAMING AUTHORITY                                                 | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $112200.00    | 0.03%             | 2032-03-29      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    273000 | PA      | $280892.21    | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUSKY INJECTION MOLDING                         | HUSKY INJECTION MOLDING                                                         | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |     98284 | PA      | $98747.47     | 0.02%             | 2029-02-15      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    272000 | PA      | $292187.84    | 0.07%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO                        | M6 ETX HOLDINGS II MIDCO                                                        | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93689 | PA      | $93967.65     | 0.02%             | 2032-04-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                   | MODIVCARE INC                                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     40176 | PA      | $16472.28     | 0.00%             | 2031-07-01      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    119000 | PA      | $114829.05    | 0.03%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                        | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     45317 | NS      | $6428342.77   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TASEKO MINES LTD                                | Taseko Mines Ltd                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106045.70    | 0.03%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                        | Dext ABS 2023-2 LLC                                                             | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $411968.27    | 0.10%             | 2034-05-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro                  | Grupo Aeroportuario del Centro Norte SAB de CV                                  | CUSIP: 000000000<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |    243800 | NS      | $3270604.78   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Funding LLC                             | Oportun Issuance Trust 2024-2                                                   | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $426205.51    | 0.11%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                | ALIXPARTNERS LLP                                                                | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    210000 | PA      | $209712.30    | 0.05%             | 2032-08-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    721139 | PA      | $723080.05    | 0.18%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    239000 | PA      | $250717.41    | 0.06%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                              | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     75000 | PA      | $49350.00     | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176229.03    | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    217000 | PA      | $216566.00    | 0.05%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                             | Benin Government International Bond                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    122000 | PA      | $123965.42    | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                             | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    492000 | PA      | $428689.44    | 0.11%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    197000 | PA      | $165710.49    | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                            | Rackspace Technology Global Inc                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    490000 | PA      | $120041.23    | 0.03%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                               | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     40000 | PA      | $40250.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                            | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    379000 | PA      | $335888.75    | 0.08%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1164601 | PA      | $1195849.13   | 0.30%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust                   | Palisades Mortgage Loan Trust 2021-RTL1                                         | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38488 | PA      | $38487.85     | 0.01%             | 2026-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                         | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63226 | PA      | $51213.33     | 0.01%             | 2026-04-02      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194172.97    | 0.05%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                    | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240900 | PA      | $222010.24    | 0.06%             | 2055-04-25      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                           | Illuminate Buyer LLC / Illuminate Holdings IV Inc                               | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $78981.41     | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                  | Azorra Finance Ltd                                                              | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $151352.89    | 0.04%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                          | Mozambique International Bond                                                   | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    200000 | PA      | $169712.00    | 0.04%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191735.85    | 0.05%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                       | Block Inc                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51387.82     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                         | American National Group Inc                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57337.73     | 0.01%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                     | Visio 2022-1 Trust                                                              | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188962 | PA      | $188281.13    | 0.05%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    181967 | PA      | $183960.07    | 0.05%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $409857.46    | 0.10%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                               | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     65000 | PA      | $65650.00     | 0.02%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Transurban Group                                | Transurban Group                                                                | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |   1162741 | NS      | $11373222.61  | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                        | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152879.18    | 0.04%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                        | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    321000 | PA      | $323708.60    | 0.08%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                           | Costa Rica Government International Bond                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    107000 | PA      | $118689.75    | 0.03%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                             | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     59278 | NS      | $10745323.06  | 2.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust Series 2025-NQM2                                       | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234231 | PA      | $236066.33    | 0.06%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Aeroports de Paris SA                           | Aeroports de Paris SA                                                           | CUSIP: 000000000<br>LEI: 969500PJMBSFHYC37989 | Long             | EC               | CORP              | FR        |     47753 | NS      | $6998307.45   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    223000 | PA      | $247367.88    | 0.06%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2023-1                                               | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $558099.85    | 0.14%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                               | CHARIOT BUYER LLC                                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     82842 | PA      | $82998.15     | 0.02%             | 2032-09-08      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                          | Oman Government International Bond                                              | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    322000 | PA      | $350295.75    | 0.09%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                           | Nippon Life Insurance Co                                                        | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    260000 | PA      | $275847.52    | 0.07%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    263000 | PA      | $251165.00    | 0.06%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108950.63    | 0.03%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63518.94     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                         | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     44000 | PA      | $42515.00     | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2023-B38 Mortgage Trust                                               | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $215092.35    | 0.05%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                   | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139620.12    | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    120000 | PA      | $123120.00    | 0.03%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                        | SGUS LLC                                                                        | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80681 | PA      | $65380.33     | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                               | AMAZON HOLDCO INC                                                               | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    150000 | PA      | $150187.50    | 0.04%             | 2031-09-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                         | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97611.17     | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                 | STAR PARENT INC                                                                 | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    149620 | PA      | $149793.81    | 0.04%             | 2030-09-30      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    275000 | PA      | $289224.11    | 0.07%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU                        | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $215660.81    | 0.05%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                        | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $260957.43    | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                              | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EC               | CORP              | US        |    306092 | NS      | $26412678.68  | 6.57%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     86000 | PA      | $89698.00     | 0.02%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                     | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166053 | PA      | $167400.98    | 0.04%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                        | Weekley Homes LLC / Weekley Finance Corp                                        | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $211558.45    | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust 2023-N4                                          | CUSIP: 14688LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $497164.77    | 0.12%             | 2030-02-11      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $273236.67    | 0.07%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                         | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43042 | PA      | $40997.20     | 0.01%             | 2026-04-02      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                       | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $436629.42    | 0.11%             | 2040-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129240.06    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                            | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    319000 | PA      | $300303.11    | 0.07%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    222000 | PA      | $230066.81    | 0.06%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    370000 | PA      | $374451.56    | 0.09%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                        | Primo Water Holdings Inc / Triton Water Holdings Inc                            | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145850.14    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BIFM CA BUYER INC                               | BIFM CA BUYER INC                                                               | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |    133690 | PA      | $134258.56    | 0.03%             | 2028-05-31      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                  | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197396 | PA      | $186401.40    | 0.05%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    160000 | PA      | $161300.64    | 0.04%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    195000 | PA      | $201630.00    | 0.05%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                        | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $162764.61    | 0.04%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                  | Deephaven Residential Mortgage Trust 2022-1                                     | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203649 | PA      | $188578.95    | 0.05%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273475.50    | 0.07%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC                             | LERNEN US FINCO LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108904 | PA      | $108904.12    | 0.03%             | 2031-10-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     67000 | PA      | $69890.05     | 0.02%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                         | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    255000 | PA      | $267443.75    | 0.07%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                          | MPOWER Education Trust 2025-A                                                   | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235110 | PA      | $237787.20    | 0.06%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                          | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87665.77     | 0.02%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                                 | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174059 | PA      | $174042.95    | 0.04%             | 2028-09-29      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                       | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $172437.05    | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                             | MESQUITE ENERGY INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $10.50        | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                          | Kazakhstan Government International Bond                                        | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    245000 | PA      | $250884.90    | 0.06%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    278000 | PA      | $256013.86    | 0.06%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    119000 | PA      | $120428.00    | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219678 | PA      | $200163.37    | 0.05%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363451.95    | 0.09%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                        | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10054.72     | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169325.95    | 0.04%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE LLC                               | FUGUE FINANCE LLC                                                               | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |     34912 | PA      | $35001.88     | 0.01%             | 2032-01-09      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                         | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   7000000 | PA      | $331331.48    | 0.08%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                        | FREEPORT LNG INVESTMENTS LLLP                                                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    120759 | PA      | $121061.01    | 0.03%             | 2028-12-21      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                  | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  14760000 | PA      | $605163.26    | 0.15%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    190000 | PA      | $166064.28    | 0.04%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                  | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    365000 | PA      | $369275.98    | 0.09%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $50860.85     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                    | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    202587 | NS      | $8940164.31   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                           | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     87000 | PA      | $73841.25     | 0.02%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     20000 | PA      | $20350.00     | 0.01%             | 2032-02-23      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    215000 | PA      | $227487.42    | 0.06%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION PLATFORM FINANCE US                                                         | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    110000 | PA      | $104431.80    | 0.03%             | 2032-09-30      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| West Marine / Rising Tide - Common Stock        | West Marine / Rising Tide - Common Stock                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       475 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| PEAC Solutions Receivables LLC                  | PEAC Solutions Receivables 2024-1 LLC                                           | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $374958.84    | 0.09%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    188000 | PA      | $184672.40    | 0.05%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                              | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $271350.48    | 0.07%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                         | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $281014.66    | 0.07%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    234000 | PA      | $269314.39    | 0.07%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                           | Tricon American Homes 2020-SFR2 Trust                                           | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $625631.36    | 0.16%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260767.08    | 0.06%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    123780 | PA      | $124077.16    | 0.03%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2022-NQM2 Trust                                                             | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163739 | PA      | $162813.96    | 0.04%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                  | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132758 | PA      | $135797.02    | 0.03%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EDP SA                                          | EDP SA                                                                          | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |    886297 | NS      | $3955283.03   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY DE BUYER LLC                            | CENTURY DE BUYER LLC                                                            | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    123753 | PA      | $124062.50    | 0.03%             | 2030-10-30      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    150000 | PA      | $156390.90    | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                          | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    120576 | NS      | $4820628.48   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond                                 | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     87000 | PA      | $83411.25     | 0.02%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                | Westgate Resorts 2024-1 LLC                                                     | CUSIP: 96034KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192802 | PA      | $195842.79    | 0.05%             | 2038-01-20      | Fixed         | 6.06%                 | 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              | N/A       |     50000 | PA      | $51428.75     | 0.01%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157075.20    | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                           | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    131000 | PA      | $129362.50    | 0.03%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                  | Galton Funding Mortgage Trust 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10705 | PA      | $9884.32      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG INVESTMENT INTERMEDI                                                         | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128506 | PA      | $128706.89    | 0.03%             | 2032-07-12      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                   | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    109000 | PA      | $115403.75    | 0.03%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     69766 | NS      | $8646798.04   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2023-1                                                 | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324222 | PA      | $323262.89    | 0.08%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     47000 | PA      | $46483.00     | 0.01%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56579.71     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                        | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161948.46    | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    101061 | NS      | $9224848.08   | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE                           | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $106906.25    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    422000 | PA      | $320245.25    | 0.08%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                           | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    255000 | PA      | $265379.03    | 0.07%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                             | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    283000 | PA      | $277264.04    | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                          | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    169000 | PA      | $192889.04    | 0.05%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                           | CMG MEDIA CORP                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130187 | PA      | $118730.48    | 0.03%             | 2029-06-18      | Floating      | 7.45%                 | 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              | N/A       |     10000 | PA      | $10394.80     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $276101.65    | 0.07%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | UNIVISION COMMUNICATIONS INC                                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    128163 | PA      | $126801.49    | 0.03%             | 2029-01-31      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10424.10     | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                | DT Midstream Inc                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26525 | NS      | $3221726.50   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                           | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $248810.64    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                     | UPX HIL 2025-1 Issuer Trust                                                     | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335662 | PA      | $337620.39    | 0.08%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                        | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    133000 | PA      | $134913.87    | 0.03%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS US                         | SNACKING INVESTMENTS US                                                         | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |     35000 | PA      | $35207.90     | 0.01%             | 2032-10-12      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     60000 | PA      | $59880.00     | 0.01%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39485.95     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    202000 | PA      | $223115.53    | 0.06%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                              | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     87000 | PA      | $93620.70     | 0.02%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                         | Millrose Properties Inc                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126412.00    | 0.03%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                    | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $298290.46    | 0.07%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    120000 | PA      | $115987.50    | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                        | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1087000 | PA      | $271750.00    | 0.07%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus                  | Carmax Select Receivables Trust 2025-B                                          | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $381934.54    | 0.10%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268769.58    | 0.07%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      6971 | PA      | $3955.86      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                        | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    206000 | PA      | $231976.04    | 0.06%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                         | GLOBAL MEDICAL RESPONSE                                                         | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    124685 | PA      | $125314.99    | 0.03%             | 2032-09-20      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $437824.97    | 0.11%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    150428 | PA      | $146615.92    | 0.04%             | 2029-04-11      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    285000 | PA      | $254972.23    | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                             | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     86550 | NS      | $5432743.50   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    133977 | PA      | $132469.48    | 0.03%             | 2027-10-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                            | Libra Solutions 2024-1 LLC                                                      | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $349853.39    | 0.09%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                          | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $226968.75    | 0.06%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                            | Adnoc Murban Rsc Ltd                                                            | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    321000 | PA      | $318592.50    | 0.08%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                             | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   2600000 | PA      | $607541.20    | 0.15%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                    | Veros Auto Receivables Trust 2024-1                                             | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $308161.41    | 0.08%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                        | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10562.77     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    207000 | PA      | $45436.50     | 0.01%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                           | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    276000 | PA      | $293415.61    | 0.07%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                            | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $66571.38     | 0.02%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2016-4                                                | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $469634.16    | 0.12%             | 2056-07-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                | GLOVES BUYER INC                                                                | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     95000 | PA      | $94067.10     | 0.02%             | 2032-05-24      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $221237.28    | 0.06%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $266410.24    | 0.07%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184046.95    | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                           | Indonesia Government International Bond                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    166000 | PA      | $176375.00    | 0.04%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                         | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $200409.34    | 0.05%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     91636 | PA      | $63137.46     | 0.02%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                            | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10307.22     | 0.00%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                    | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453100 | PA      | $468979.84    | 0.12%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                        | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    290000 | PA      | $284415.67    | 0.07%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                              | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    153000 | PA      | $155474.01    | 0.04%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                   | Westlake Corp                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226427.31    | 0.06%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                             | Senegal Government International Bond                                           | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    354000 | PA      | $215940.00    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS US                        | COGECO COMMUNICATIONS USA II LP                                                 | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |     97084 | PA      | $94008.97     | 0.02%             | 2030-09-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2014-1                                      | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25336 | PA      | $24760.04     | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                    | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     97296 | NS      | $4746098.88   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                  | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103954 | PA      | $91964.97     | 0.02%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300700.80    | 0.07%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2023-2                                               | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $458368.43    | 0.11%             | 2031-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ESC NMG Parent LLC                              | ESC NMG Parent LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       368 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| State Street SPDR Bloomberg High Yield Bond ETF | State Street SPDR Bloomberg High Yield Bond ETF                                 | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |     23315 | NS      | $2276709.75   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI HEALTH INC                              | AGILITI HEALTH INC                                                              | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |     58713 | PA      | $56560.26     | 0.01%             | 2030-05-01      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     57000 | PA      | $54340.52     | 0.01%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                      | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    102867 | NS      | $7987622.55   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| CHOBANI HOLDCO II LLC                           | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       219 | PA      | $232.47       | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                          | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $310278.25    | 0.08%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                    | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20843 | PA      | $20612.55     | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                             | Sumitomo Life Insurance Co                                                      | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $304723.80    | 0.08%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178520.65    | 0.04%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Pennon Group PLC                                | Pennon Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |    891695 | NS      | $6509556.74   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GEOPARK LTD                                     | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     67000 | PA      | $63668.09     | 0.02%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                  | PROOFPOINT INC                                                                  | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    173922 | PA      | $174589.72    | 0.04%             | 2028-08-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                | Under Armour Inc                                                                | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124477.98    | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    316000 | PA      | $321688.00    | 0.08%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                        | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260266.54    | 0.06%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     28458 | PA      | $13005.20     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE                            | GREEN INFRASTRUCTURE PARTNERS INC                                               | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |     70000 | PA      | $70087.50     | 0.02%             | 2032-09-24      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                            | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20220.74     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     45000 | PA      | $46719.45     | 0.01%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                  | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $363461.51    | 0.09%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                              | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $182284.66    | 0.05%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    338000 | PA      | $342732.00    | 0.09%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                    | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     85974 | NS      | $8384184.48   | 2.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                         | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    565000 | PA      | $56500.00     | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT                        | ROPER INDUSTRIAL PRODUCT                                                        | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    104474 | PA      | $104963.66    | 0.03%             | 2029-11-23      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Severn Trent PLC                                | Severn Trent PLC                                                                | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |    113905 | NS      | $4248869.05   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2017-3                                                 | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53278 | PA      | $47035.92     | 0.01%             | 2047-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                                  | LANNETT CO INC                                                                  | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |     17271 | PA      | $13357.22     | 0.00%             | 2030-06-16      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Cheniere Energy Inc                             | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     35631 | NS      | $7427638.26   | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL FINANCE LLC                            | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226976.91    | 0.06%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                           | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    415000 | PA      | $307264.84    | 0.08%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $233895.91    | 0.06%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                           | Endo Finance Holdings Inc                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $192451.06    | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    229000 | PA      | $235466.96    | 0.06%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                            | AGGREKO HOLDINGS INC                                                            | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     88880 | PA      | $89296.35     | 0.02%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG INC                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    114479 | PA      | $114382.07    | 0.03%             | 2031-02-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                    | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304994.45    | 0.08%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7615 | PA      | $4222.77      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach Abs Trust 2024-1                                                          | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495267 | PA      | $498761.05    | 0.12%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                  | United Auto Credit Securitization Trust 2024-1                                  | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    336164 | PA      | $337382.88    | 0.08%             | 2029-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    228000 | PA      | $184180.68    | 0.05%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                             | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    130000 | PA      | $141487.58    | 0.04%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $65601.06     | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                              | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295422 | PA      | $290039.27    | 0.07%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                          | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    264000 | PA      | $259623.23    | 0.06%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     64000 | PA      | $66059.52     | 0.02%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ARGENT FINCO LLC                                | ARGENT FINCO LLC                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     30000 | PA      | $30075.00     | 0.01%             | 2032-11-22      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    123000 | PA      | $118579.38    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                        | Albion Financing 1 SARL / Aggreko Holdings Inc                                  | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    165000 | PA      | $171509.91    | 0.04%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                 | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    366000 | PA      | $357884.43    | 0.09%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                         | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     45000 | PA      | $47148.75     | 0.01%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1388457 | PA      | $1422195.11   | 0.35%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| USQ Rail                                        | USQ Rail III LLC                                                                | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348982 | PA      | $350951.18    | 0.09%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                        | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    467000 | PA      | $432916.26    | 0.11%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    156000 | PA      | $162806.55    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                           | Nabors Industries Ltd                                                           | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    115000 | PA      | $115148.35    | 0.03%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $206248.90    | 0.05%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                      | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    250000 | PA      | $269013.25    | 0.07%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                             | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258509.50    | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                         | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5280000 | PA      | $292653.25    | 0.07%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                            | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35562.77     | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                        | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130000 | PA      | $129938.90    | 0.03%             | 2027-11-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $203699.60    | 0.05%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                             | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    547690 | PA      | $515832.41    | 0.13%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    202000 | PA      | $216793.81    | 0.05%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                          | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     62000 | PA      | $64976.00     | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                         | ARCLINE FM HOLDINGS LLC                                                         | CUSIP: 000000000<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    163554 | PA      | $164333.78    | 0.04%             | 2030-06-24      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                          | Lendmark Funding Trust 2025-3                                                   | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $225250.63    | 0.06%             | 2035-05-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                              | A&D Mortgage Trust 2025-NQM2                                                    | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |    317627 | PA      | $320189.84    | 0.08%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36138.48     | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                              | Subway Funding LLC                                                              | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351450 | PA      | $359272.26    | 0.09%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    265000 | PA      | $273356.25    | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                           | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     15000 | PA      | $15709.31     | 0.00%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                         | Veolia Environnement SA                                                         | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |    118601 | NS      | $4030850.85   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                        | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $294986.81    | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                              | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     54000 | PA      | $54607.50     | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc Common Stock                | Lannett Company Inc Common Stock                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3742 | NS      | $102498.86    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| National Grid PLC                               | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    588675 | NS      | $8933861.60   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                        | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    495000 | PA      | $487644.30    | 0.12%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                            | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $244644.90    | 0.06%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                             | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    308000 | PA      | $284448.94    | 0.07%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                           | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $287000.00    | 0.07%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    128000 | PA      | $137216.00    | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                              | Cipher Compute LLC                                                              | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15239.10     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                              | Upstream Newco Inc                                                              | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    223816 | PA      | $193376.67    | 0.05%             | 2026-11-20      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                         | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    326000 | PA      | $275062.50    | 0.07%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1305648 | PA      | $1248907.10   | 0.31%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    248000 | PA      | $221141.60    | 0.06%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                             | UAE International Government Bond                                               | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |     45000 | PA      | $45189.00     | 0.01%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                            | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     37121 | NS      | $6507682.51   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                         | Philippine Government International Bond                                        | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    207000 | PA      | $207776.25    | 0.05%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                        | White Cap Supply Holdings LLC                                                   | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56095.46     | 0.01%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     88000 | PA      | $56232.00     | 0.01%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                        | Synergy Infrastructure Holdings LLC                                             | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30908.53     | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                                    | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    340433 | NS      | $7183464.73   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                        | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    297494 | NS      | $10519387.84  | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $157583.27    | 0.04%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                      | LUMMUS TECHNOLOGY HOLDINGS                                                      | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    150000 | PA      | $149598.00    | 0.04%             | 2029-12-31      | Floating      | 6.37%                 | 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        |    240000 | PA      | $227204.35    | 0.06%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                        | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $302276.13    | 0.08%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                              | Panama Government International Bond                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    199000 | PA      | $229026.45    | 0.06%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                              | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    259000 | PA      | $279294.18    | 0.07%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | ACRISURE LLC                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    113568 | PA      | $113397.19    | 0.03%             | 2030-11-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    110000 | PA      | $97900.00     | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    135001 | PA      | $77760.40     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400860 | PA      | $411431.34    | 0.10%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                              | Aqua Finance Issuer Trust 2025-A                                                | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246138 | PA      | $251031.90    | 0.06%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                            | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $409758.36    | 0.10%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    138000 | PA      | $149471.94    | 0.04%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    375000 | PA      | $390043.88    | 0.10%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                              | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     35000 | PA      | $33948.95     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR                        | HAMILTON PROJECTS ACQUIROR LLC                                                  | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     91371 | PA      | $91956.32     | 0.02%             | 2031-05-30      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU                          | FINANCIERE MENDEL SASU                                                          | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     29775 | PA      | $29951.86     | 0.01%             | 2030-11-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                  | PMT Loan Trust 2025-INV7                                                        | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240321 | PA      | $244437.79    | 0.06%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                         | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126979.49    | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BULGARIA                                        | Bulgaria Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    120000 | PA      | $120300.00    | 0.03%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     76000 | PA      | $74062.00     | 0.02%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                  | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238797.65    | 0.06%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113363.45    | 0.03%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                         | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     94000 | PA      | $95181.58     | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                        | Kraken Oil & Gas Partners LLC                                                   | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89092.16     | 0.02%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103229.42    | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     51000 | PA      | $57285.75     | 0.01%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                               | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207569.40    | 0.05%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                         | Ethiopia International Bond                                                     | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |     41000 | PA      | $44075.00     | 0.01%             | 2024-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                        | Ajax Mortgage Loan Trust 2019-D                                                 | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145287 | PA      | $140976.96    | 0.04%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                              | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    286000 | PA      | $297786.06    | 0.07%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                            | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    110000 | PA      | $107369.90    | 0.03%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                             | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $227048.47    | 0.06%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2019-2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $472703.87    | 0.12%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                        | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    360000 | PA      | $378420.48    | 0.09%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                            | Carpenter Technology Corp                                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.76      | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                      | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $232060.70    | 0.06%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                    | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |    140087 | NS      | $9177570.20   | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    145000 | PA      | $149056.23    | 0.04%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2207895 | PA      | $2237224.02   | 0.56%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | COTIVITI INC                                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    112608 | PA      | $108103.68    | 0.03%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    179000 | PA      | $190803.26    | 0.05%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                               | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98024.29     | 0.02%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                        | AMNEAL PHARMACEUTICALS LLC                                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     45000 | PA      | $45337.50     | 0.01%             | 2032-08-02      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                         | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142089.15    | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EAGLE BROADBAND INVEST                          | Eagle Broadband Investments LLC                                                 | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    299215 | PA      | $286498.04    | 0.07%             | 2027-11-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                     | Keyera Corp                                                                     | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |     95903 | NS      | $3098515.47   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                           | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     10000 | PA      | $10282.31     | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     49703 | NS      | $4151194.56   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                        | FOCUS FINANCIAL PARTNERS LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    129673 | PA      | $129640.95    | 0.03%             | 2031-09-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                        | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     80000 | PA      | $84400.00     | 0.02%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                        | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $262694.60    | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                         | Capital Farm Credit ACA                                                         | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308450.00    | 0.08%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                            | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    230000 | PA      | $246639.58    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    250000 | PA      | $221094.58    | 0.06%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  11100000 | PA      | $606618.43    | 0.15%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                             | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     77266 | NS      | $5367669.02   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80181.36     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                               | Gabon Government International Bond                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    311000 | PA      | $234027.50    | 0.06%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | MCGRAW-HILL EDUCATION                                                           | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     80000 | PA      | $80300.00     | 0.02%             | 2031-08-06      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    212000 | PA      | $226507.94    | 0.06%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    371020 | PA      | $360816.95    | 0.09%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    309000 | PA      | $268057.50    | 0.07%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    250000 | PA      | $262562.50    | 0.07%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                             | Flughafen Zurich AG                                                             | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |     16078 | NS      | $4796773.50   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIA PARTNERS LLC                              | OMNIA PARTNERS LLC                                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     74250 | PA      | $74516.56     | 0.02%             | 2030-07-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| FAT Brands Royalty I, LLC                       | FAT Brands Royalty LLC                                                          | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    566400 | PA      | $339840.00    | 0.08%             | 2051-04-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| NEW HOME CO INC/THE                             | New Home Co Inc/The                                                             | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10300.24     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                        | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $280542.84    | 0.07%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                           | DBR Land Holdings LLC                                                           | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35448.35     | 0.01%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    145000 | PA      | $149078.13    | 0.04%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    231030 | PA      | $220796.23    | 0.05%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175257 | PA      | $175358.19    | 0.04%             | 2029-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                              | NUMERICABLE US LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189615 | PA      | $186928.47    | 0.05%             | 2028-04-28      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                 | MYT Holding LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22362 | NS      | $5590.50      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                          | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223272.63    | 0.06%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                                | PEX HOLDINGS LLC                                                                | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    124375 | PA      | $124322.76    | 0.03%             | 2031-11-19      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24728.71     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                    | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    289000 | PA      | $294816.15    | 0.07%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | CLOUD SOFTWARE GRP INC                                                          | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    143914 | PA      | $143475.37    | 0.04%             | 2031-03-24      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                         | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189083 | PA      | $1890.83      | 0.00%             | 2028-08-02      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| PNC FINANCIAL SERVICES                          | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283942.86    | 0.07%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                    | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    285000 | PA      | $290723.37    | 0.07%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                     | TruGreen LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    115910 | PA      | $113331.12    | 0.03%             | 2027-11-02      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                           | BLACKFIN PIPELINE LLC                                                           | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    140000 | PA      | $140058.80    | 0.03%             | 2032-09-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                            | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    152000 | PA      | $162168.80    | 0.04%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                             | New Home Co Inc/The                                                             | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171312.24    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                        | Phoenix Aviation Capital Ltd                                                    | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    125000 | PA      | $132976.13    | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                             | Limak Yenilenebilir Enerji AS                                                   | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     55000 | PA      | $53762.50     | 0.01%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                               | Newell Brands Inc                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295252.35    | 0.07%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85128.44     | 0.02%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455532 | PA      | $467562.76    | 0.12%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                           | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     41000 | PA      | $45663.75     | 0.01%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI AQUA MERGER SUB INC                                                          | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    114224 | PA      | $114505.15    | 0.03%             | 2028-07-31      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                               | DISH Network Corp                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156631.50    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Spire Inc                                       | Spire Inc                                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     76814 | NS      | $6810329.24   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                           | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     84000 | PA      | $54831.00     | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NorthAB LLC                                     | NORTHAB LLC                                                                     | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    224435 | PA      | $216393.18    | 0.05%             | 2028-11-24      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     45000 | PA      | $45315.00     | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    262000 | PA      | $260106.02    | 0.06%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                        | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205548.60    | 0.05%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                        | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    148000 | PA      | $146724.94    | 0.04%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                             | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146434.44    | 0.04%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                          | Helix Energy Solutions Group Inc                                                | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $288739.55    | 0.07%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    205000 | PA      | $215882.22    | 0.05%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                         | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    115000 | PA      | $112971.40    | 0.03%             | 2028-03-06      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                   | CoreVest American Finance 2022-1 Trust                                          | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235734 | PA      | $236748.96    | 0.06%             | 2055-06-17      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | MOTION FINCO SARL                                                               | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    132442 | PA      | $113790.55    | 0.03%             | 2029-11-30      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    279000 | PA      | $163215.00    | 0.04%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     62000 | PA      | $65627.00     | 0.02%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                         | Park River Holdings Inc                                                         | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30991.56     | 0.01%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                     | RCKT Mortgage Trust 2025-CES5                                                   | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |    226037 | PA      | $228992.99    | 0.06%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc             | CLYDESDALE ACQUISITION                                                          | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    120000 | PA      | $119490.00    | 0.03%             | 2029-04-13      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                  | Eskom Holdings                                                                  | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    101000 | PA      | $108158.38    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    757167 | PA      | $747306.13    | 0.19%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST5                                  | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    386854 | PA      | $387602.84    | 0.10%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                         | ALLIED UNIVERSAL HOLDCO                                                         | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    200000 | PA      | $200726.00    | 0.05%             | 2032-08-20      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO                        | Win Waste Innovations Holdings Inc                                              | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    159963 | PA      | $160023.78    | 0.04%             | 2028-03-27      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301418.17    | 0.08%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                      | MFA 2022-INV2 Trust                                                             | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515941 | PA      | $514552.29    | 0.13%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City L                  | Canadian Pacific Kansas City Ltd                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    141673 | NS      | $10262662.56  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NUMERICABLE US LLC                              | NUMERICABLE US LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38019 | PA      | $37686.18     | 0.01%             | 2028-10-31      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                       | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    528488 | NS      | $8519226.56   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CPM HOLDINGS INC                                | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    126854 | PA      | $126141.52    | 0.03%             | 2028-09-28      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $21055.82     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                        | TRAVERSE MIDSTREAM PARTN                                                        | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    125207 | PA      | $125442.45    | 0.03%             | 2028-02-16      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                          | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    167000 | PA      | $166465.88    | 0.04%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                        | Sempra Infrastructure Partners LP                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $424430.42    | 0.11%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                         | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268288.54    | 0.07%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                           | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $258826.09    | 0.06%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC                            | TSC SPV Funding LLC                                                             | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366300 | PA      | $371694.35    | 0.09%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                      | BXG Receivables Note Trust 2020-A                                               | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117322 | PA      | $113943.21    | 0.03%             | 2036-02-28      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                 | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    156701 | NS      | $7173771.78   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                         | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392198 | PA      | $394279.08    | 0.10%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                         | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276159 | PA      | $291468.90    | 0.07%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1854942 | PA      | $1878792.91   | 0.47%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                   | Tidewater Inc                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    135000 | PA      | $144329.31    | 0.04%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                        | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166683.20    | 0.04%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     17667 | PA      | $10176.22     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                        | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     81000 | PA      | $74722.50     | 0.02%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                        | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $19876.07     | 0.00%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                      | GENMAB A/S                                                                      | CUSIP: 000000000<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | DK        |     25000 | PA      | $25083.25     | 0.01%             | 2032-11-18      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| LV Trust                                        | Fashion Show Mall LLC                                                           | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $479082.70    | 0.12%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $245865.93    | 0.06%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    159391 | PA      | $134286.68    | 0.03%             | 2030-02-19      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                              | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     85000 | PA      | $83215.00     | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                        | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     52000 | PA      | $55380.00     | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                           | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     85000 | PA      | $23035.00     | 0.01%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                               | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     68000 | PA      | $50847.00     | 0.01%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRAN LUX 3/HOLD 1                        | Altice France Lux 3 / Altice Holdings 1                                         | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     40000 | PA      | $38104.38     | 0.01%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Aena SME SA                                     | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |    971999 | NS      | $26459573.07  | 6.58%             |  |  |  | No            |                  1 | On Loan: No      |
| COOPR Residential Mortgage Tru                  | COOPR Residential Mortgage Trust 2025-CES3                                      | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392423 | PA      | $391310.24    | 0.10%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    356000 | PA      | $301441.22    | 0.08%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83023.36     | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $242839.78    | 0.06%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Sempra                                          | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    159709 | NS      | $15127636.48  | 3.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCC Trust                                      | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $343824.69    | 0.09%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                            | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $191906.42    | 0.05%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4524 | PA      | $2567.29      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                           | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    260000 | PA      | $79950.00     | 0.02%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                           | Bojangles Issuer LLC                                                            | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374062 | PA      | $378668.48    | 0.09%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224815.60    | 0.06%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                      | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    245000 | PA      | $239525.79    | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                              | NOURYON FINANCE BV                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    158486 | PA      | $157869.95    | 0.04%             | 2028-04-03      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $264842.16    | 0.07%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS Trust 2018-CBM                                                            | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $366049.16    | 0.09%             | 2037-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                        | Coronado Finance Pty Ltd                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    185000 | PA      | $171091.55    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TORTUGA RESORTS GHD LLC                         | TORTUGA RESORTS GHD LLC                                                         | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |     75000 | PA      | $73968.75     | 0.02%             | 2032-08-13      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2022-CLS                                                               | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663000 | PA      | $665977.60    | 0.17%             | 2027-10-13      | Fixed         | 5.76%                 | 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        |    390000 | PA      | $371466.07    | 0.09%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                      | Opal Bidco SAS                                                                  | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $20616.32     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | ASPIRE BAKERIES HOLDING                                                         | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    148873 | PA      | $149501.36    | 0.04%             | 2030-12-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                              | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273388.41    | 0.07%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                      | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |    264150 | NS      | $4325236.74   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                               | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     91747 | NS      | $6163563.46   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                     | Wayfair LLC                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66322.95     | 0.02%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                             | ROCKET SOFTWARE INC                                                             | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    117011 | PA      | $116635.65    | 0.03%             | 2028-11-28      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    402000 | PA      | $433356.00    | 0.11%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                          | Sequoia Mortgage Trust 2013-8                                                   | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |     50719 | PA      | $49443.75     | 0.01%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1925000 | PA      | $1908757.81   | 0.48%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                          | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     34000 | PA      | $31319.95     | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                            | Libra Solutions 2025-1 LLC                                                      | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $453695.72    | 0.11%             | 2039-08-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                               | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     22826 | NS      | $4025821.62   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1253415 | PA      | $1285773.01   | 0.32%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    233000 | PA      | $244267.88    | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                         | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     65000 | PA      | $65542.30     | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'        | ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       167 | NS      | $2573.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Automobile Receivables                   | Exeter Automobile Receivables Trust 2023-3                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $543058.19    | 0.14%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $193597.22    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                        | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $180234.00    | 0.04%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                        | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305724.58    | 0.08%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                  | Upgrade Master Pass-Thru Trust Series 2025-ST3                                  | CUSIP: 91534LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214053 | PA      | $216460.89    | 0.05%             | 2032-06-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                         | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    383000 | PA      | $383095.75    | 0.10%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $70437.50     | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2757 | PA      | $1528.93      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                            | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    196000 | PA      | $226631.05    | 0.06%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                             | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    258000 | PA      | $271191.85    | 0.07%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi                  | Grupo Aeroportuario del Pacifico SAB de CV                                      | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |     95715 | NS      | $2287777.30   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Arroyo Mortgage Trust                           | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84432 | PA      | $82458.42     | 0.02%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                         | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82122 | PA      | $2463.66      | 0.00%             | 2028-08-02      | Floating      | 8.25%                 | No            |                  3 | On Loan: No      |
| ALPHA GENERATION LLC                            | Alpha Generation LLC                                                            | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70109.83     | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                        | Broadstreet Partners Group LLC                                                  | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284517.84    | 0.07%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                            | Republic of Cameroon International Bond                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    200000 | PA      | $191650.00    | 0.05%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    142000 | PA      | $100979.75    | 0.03%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                 | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $208769.96    | 0.05%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267389.65    | 0.07%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                             | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    515000 | PA      | $344262.05    | 0.09%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                 | IHS Holding Ltd                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     66000 | PA      | $68442.00     | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385988 | PA      | $385987.99    | 0.10%             | 2041-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $135291.13    | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | BAUSCH + LOMB CORP                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    117600 | PA      | $117821.09    | 0.03%             | 2028-09-29      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2025-CES4                                             | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |    206780 | PA      | $207691.52    | 0.05%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                      | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347000 | PA      | $352265.62    | 0.09%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                   | NYC Commercial Mortgage Trust 2025-300P                                         | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $402898.40    | 0.10%             | 2042-07-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                    | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $384294.32    | 0.10%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                   | Scalelogix Abs Us Issuer LLC                                                    | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $423735.52    | 0.11%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                                     | Keyera Corp                                                                     | CUSIP: 493271118<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |     21016 | NS      | $662159.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESYS CLOUD SERVICES                          | GENESYS CLOUD SERVICES                                                          | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    109724 | PA      | $108009.74    | 0.03%             | 2032-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99499.20     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     39000 | PA      | $43602.00     | 0.01%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Inc                             | WEC US HLDG 01/27/31                                                            | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    113847 | PA      | $113947.31    | 0.03%             | 2031-01-27      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $118902.00    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268951 | PA      | $268279.34    | 0.07%             | 2030-03-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                         | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121164.08    | 0.03%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2021-1                                                | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $404491.08    | 0.10%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                  | Arivo Acceptance Auto Loan Receivables Trust 2025-1                             | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $279639.95    | 0.07%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                         | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    269555 | NS      | $4801144.51   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                        | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    158000 | PA      | $165763.57    | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                 | RAND PARENT LLC                                                                 | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349121 | PA      | $349267.23    | 0.09%             | 2030-03-18      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                            | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    167204 | NS      | $10187739.72  | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                        | Merlin Entertainments Group US Holdings Inc                                     | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71591.39     | 0.02%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                           | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $72021.24     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                             | CNT HOLDINGS I CORP                                                             | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    120846 | PA      | $120983.85    | 0.03%             | 2032-11-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                        | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $157307.49    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                       | Forvia SE                                                                       | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $178153.85    | 0.04%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                         | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36074 | PA      | $16558.09     | 0.00%             | 2028-08-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    169575 | PA      | $170148.16    | 0.04%             | 2031-02-24      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                      | CVR CHC LP                                                                      | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67980 | PA      | $68064.78     | 0.02%             | 2027-12-30      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                        | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190574.98    | 0.05%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    157000 | PA      | $167352.58    | 0.04%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                       | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $409637.40    | 0.10%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                   | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     91138 | PA      | $89851.67     | 0.02%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                            | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $323391.06    | 0.08%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    972800 | PA      | $804505.60    | 0.20%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349602 | PA      | $344326.39    | 0.09%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                       | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322456 | PA      | $309498.81    | 0.08%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $324975.56    | 0.08%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $198706.50    | 0.05%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                              | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     80605 | PA      | $77410.87     | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                              | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $272022.18    | 0.07%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     52000 | PA      | $51220.00     | 0.01%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                         | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    239000 | PA      | $285723.82    | 0.07%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                         | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    241000 | PA      | $262963.23    | 0.07%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Capita                  | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $423915.46    | 0.11%             | 2039-09-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                     | Houston Galleria Mall Trust 2025-HGLR                                           | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $157217.19    | 0.04%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                 | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    122544 | NS      | $10062087.84  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ION PLAT FIN US/SARL                            | ION Platform Finance US Inc / ION Platform Finance SARL                         | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $279467.18    | 0.07%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116266.81    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KUEHG CORP                                      | KUEHG CORP                                                                      | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    122494 | PA      | $115780.32    | 0.03%             | 2030-06-12      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                         | Hungary Government International Bond                                           | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    345000 | PA      | $359231.25    | 0.09%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                      | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $239504.43    | 0.06%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                        | Snap Inc                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91998.18     | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PAC AVIATION INTERNATION                        | PAC AVIATION INTERNATION                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    220000 | PA      | $217800.00    | 0.05%             | 2030-10-28      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                        | Telesat Canada / Telesat LLC                                                    | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    270000 | PA      | $119568.90    | 0.03%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                        | Port Of Spain Waterfront Development                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     50267 | PA      | $50191.77     | 0.01%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    251000 | PA      | $290595.25    | 0.07%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Progress Residential Trust                      | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $819799.88    | 0.20%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                              | CENTRAL PARENT INC                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146008 | PA      | $121049.18    | 0.03%             | 2029-07-06      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                        | JP Morgan Mortgage Trust 2014-5                                                 | CUSIP: 46643KBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205367 | PA      | $196898.52    | 0.05%             | 2029-10-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                        | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    268000 | PA      | $256476.00    | 0.06%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                            | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     43080 | NS      | $4827975.60   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Equipment Finance Receiva                  | Amur Equipment Finance Receivables XV LLC                                       | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $346652.27    | 0.09%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14923 | PA      | $14425.04     | 0.00%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                              | HUNTER DOUGLAS INC                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    111513 | PA      | $111735.93    | 0.03%             | 2032-01-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                            | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    210000 | PA      | $222777.45    | 0.06%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                     | Visio 2020-1R Trust                                                             | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24166 | PA      | $23355.91     | 0.01%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                     | PRKCM 2022-AFC1 Trust                                                           | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336727 | PA      | $336401.21    | 0.08%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                    | SAFCO Auto Receivables Trust 2025-1                                             | CUSIP: 785923AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $387367.27    | 0.10%             | 2030-11-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                           | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221767 | PA      | $216845.88    | 0.05%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                             | DYNAMO US BIDCO INC                                                             | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34650 | PA      | $34845.08     | 0.01%             | 2031-10-31      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport                  | Auckland International Airport Ltd                                              | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |   1069799 | NS      | $4912089.09   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIC CRUDE SERVICES LP                          | EPIC CRUDE SERVICES LP                                                          | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    129991 | PA      | $130315.84    | 0.03%             | 2031-10-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                       | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $193150.00    | 0.05%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                        | New Enterprise Stone & Lime Co Inc                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230230.66    | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3227795 | PA      | $3222006.46   | 0.80%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                            | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    161000 | PA      | $162257.81    | 0.04%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                        | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225055.99    | 0.06%             | 2043-04-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                    | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |    124137 | NS      | $11888264.13  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| HONDURAS GOVERNMENT                             | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     67000 | PA      | $73532.50     | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                              | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $300126.33    | 0.07%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                  | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317000 | PA      | $318885.48    | 0.08%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                         | DELIVERY HERO FINCO LLC                                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    132666 | PA      | $132887.95    | 0.03%             | 2029-12-12      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                        | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     51000 | PA      | $52809.99     | 0.01%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                             | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    249000 | PA      | $232092.88    | 0.06%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                              | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     75862 | NS      | $17587087.46  | 4.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                             | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    293000 | PA      | $287129.17    | 0.07%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161946.56    | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                              | Caturus Energy LLC                                                              | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149615.35    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                        | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $148973.72    | 0.04%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335127 | PA      | $343523.81    | 0.09%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                        | Momnt Technologies Trust 2023-1                                                 | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61041 | PA      | $61141.86     | 0.02%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                     | Polaris Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227901.48    | 0.06%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                      | HIN Timeshare Trust 2020-A                                                      | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4680 | PA      | $4598.25      | 0.00%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                         | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     67000 | PA      | $72402.21     | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TREASURE HOLDCO INC                             | TREASURE HOLDCO INC                                                             | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |     97577 | PA      | $95576.19     | 0.02%             | 2031-11-04      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     95000 | PA      | $59422.50     | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165210.72    | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $380468.09    | 0.09%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    425000 | PA      | $438812.50    | 0.11%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                       | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    104000 | PA      | $110604.52    | 0.03%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                  | TC Energy Corp                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    174653 | NS      | $9557012.16   | 2.38%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                         | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $193293.82    | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                           | Tricon American Homes 2019-SFR1 Trust                                           | CUSIP: 89612LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $585993.96    | 0.15%             | 2038-03-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                            | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    270000 | PA      | $272702.70    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  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        |    280000 | PA      | $277890.84    | 0.07%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20393 | PA      | $19804.14     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                             | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    188000 | PA      | $177143.00    | 0.04%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** Virtus Total Return Fund Inc.

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer