# EDGAR Filing Document

**Accession Number:** 0001528811
**File Stem:** 0000940400-26-002790
**Filing Date:** 2026-1
**Character Count:** 256790
**Document Hash:** b1e4ad07f04667c303378c28f010c62c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002790.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0000940400-26-002790

**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 Global Multi-Sector Income Fund
- **CENTRAL INDEX KEY:** 0001528811

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22608
- **FILM NUMBER:** 26566669

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus-Newfleet Global Multi-Sector Income Fund
- **DATE OF NAME CHANGE:** 20110909

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Newfleet Global Multi-Sector Income Fund
- **DATE OF NAME CHANGE:** 20110829

## 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 Global Multi-Sector Income Fund

- **b. Investment Company Act file number:** 811-22608

- **c. CIK number of Registrant:** 0001528811

- **d. LEI of Registrant:** 5493008J77OQDENT5651

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

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

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

- **a. Name of Series:** Virtus Global Multi-Sector Income Fund

- **c. LEI of Series:** 5493008J77OQDENT5651

**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:** $134001578.09

**Total Liabilities:** $40205062.68

**Net Assets:** $93796515.41

**Delayed Delivery Securities:** $280604.65

**Cash Not Reported:** $605402.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -1622.38833800 | **10-Year:** -12840.94497000 | **30-Year:** -24461.66652000

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

- **3-Month:** 0.00000000 | **1-Year:** -30.38654200 | **5-Year:** -6216.97143800 | **10-Year:** -10294.13885000 | **30-Year:** -9189.32695000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 1.50%                | 1.74%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-34919.52               | $990180.68                                 |
| Month 2  | $190748.63               | $897848.49                                 |
| Month 3  | $-350099.64              | $331725.58                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BXG Receivables Note Trust                      | BXG Receivables Note Trust 2023-A                                               | CUSIP: 123919AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175977 | PA      | $179626.08    | 0.19%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    643000 | PA      | $641392.50    | 0.68%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                              | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245610.30    | 0.26%             | 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        |     50000 | PA      | $10250.00     | 0.01%             | 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        |    307053 | PA      | $305340.63    | 0.33%             | 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        |    156904 | PA      | $71705.10     | 0.08%             | 2026-02-09      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                     | MMP Capital 2025-A LLC                                                          | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239000 | PA      | $244041.56    | 0.26%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                        | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151995.44    | 0.16%             | 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        |   3070000 | PA      | $513375.58    | 0.55%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VIASAT INC                                      | Viasat Inc                                                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    137513 | PA      | $136559.73    | 0.15%             | 2029-03-05      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    948000 | PA      | $569274.00    | 0.61%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    211000 | PA      | $226719.50    | 0.24%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                         | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $102060.00    | 0.11%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                           | Indonesia Government International Bond                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    281000 | PA      | $233230.00    | 0.25%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND                                     | AL GCX FUND VIII HOLDINGS LLC                                                   | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |     70000 | PA      | $69803.30     | 0.07%             | 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        |   1163000 | PA      | $1085951.25   | 1.16%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141721.48    | 0.15%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    550000 | PA      | $586102.00    | 0.62%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                  | PRET 2025-NPL1 Trust                                                            | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226457 | PA      | $227074.77    | 0.24%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    125000 | PA      | $130875.00    | 0.14%             | 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        |    295000 | PA      | $177000.00    | 0.19%             | 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        |     59000 | PA      | $56949.75     | 0.06%             | 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        |    235000 | PA      | $248879.10    | 0.27%             | N/A             | Fixed         | 7.50%                 | 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        |    215000 | PA      | $200816.86    | 0.21%             | 2058-03-25      | Variable      | 3.75%                 | 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       |    215000 | PA      | $222665.40    | 0.24%             | 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        |    411000 | PA      | $265403.25    | 0.28%             | 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        |    396000 | PA      | $405241.29    | 0.43%             | 2030-06-17      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $126487.50    | 0.13%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $148658.21    | 0.16%             | 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        |    279466 | PA      | $283507.73    | 0.30%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                          | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    158000 | PA      | $162977.00    | 0.17%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                                     | RED SPV LLC                                                                     | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134662 | PA      | $134662.50    | 0.14%             | 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        |    120000 | PA      | $102355.80    | 0.11%             | 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       |      4072 | NS      | $73435.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    226000 | PA      | $239905.78    | 0.26%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    566000 | PA      | $553598.94    | 0.59%             | 2035-03-24      | Fixed         | 5.75%                 | 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        |       982 | PA      | $980.17       | 0.00%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| OPENLANE INC                                    | OPENLANE INC                                                                    | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     30000 | PA      | $30000.00     | 0.03%             | 2032-10-08      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    305000 | PA      | $314455.00    | 0.34%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC                           | ECL ENTERTAINMENT LLC                                                           | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    107796 | PA      | $107257.13    | 0.11%             | 2030-08-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $158870.57    | 0.17%             | 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        |     30000 | PA      | $30456.42     | 0.03%             | 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        |    270000 | PA      | $277234.92    | 0.30%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                        | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    261000 | PA      | $249746.39    | 0.27%             | 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        |     41000 | PA      | $36165.42     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                  | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87806 | PA      | $88741.39     | 0.09%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                          | RADIOLOGY PARTNERS INC                                                          | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    125000 | PA      | $124417.50    | 0.13%             | 2032-06-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                             | Rocket Software Inc                                                             | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103028.70    | 0.11%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    174000 | PA      | $183898.01    | 0.20%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                        | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276772.14    | 0.30%             | 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        |    250000 | PA      | $249968.98    | 0.27%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    103221 | PA      | $89492.19     | 0.10%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond                                 | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     65000 | PA      | $64695.15     | 0.07%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                          | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    215000 | PA      | $202100.12    | 0.22%             | 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        |    171400 | PA      | $163928.50    | 0.17%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                 | 180 Medical Inc                                                                 | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273976.53    | 0.29%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                               | Trinidad & Tobago Government International Bond                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     53000 | PA      | $53331.25     | 0.06%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                           | Indonesia Government International Bond                                         | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    125000 | PA      | $109906.25    | 0.12%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    154000 | PA      | $175868.77    | 0.19%             | 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        |    355000 | PA      | $366772.73    | 0.39%             | 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        |    230000 | PA      | $239707.27    | 0.26%             | 2029-06-04      | Fixed         | 6.50%                 | 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        |     15000 | PA      | $15120.96     | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    101624 | PA      | $95653.33     | 0.10%             | 2030-01-15      | Variable      | 3.10%                 | 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        |     85000 | PA      | $84160.97     | 0.09%             | 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        |    235000 | PA      | $246990.41    | 0.26%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                 | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233017 | PA      | $236667.99    | 0.25%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                        | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1220000 | PA      | $350140.00    | 0.37%             | 2022-02-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    765209 | PA      | $767268.28    | 0.82%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                            | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    378000 | PA      | $275845.50    | 0.29%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS                            | HARBOR FREIGHT TOOLS USA INC                                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     73690 | PA      | $72468.53     | 0.08%             | 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        |    107517 | PA      | $107301.84    | 0.11%             | 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        |     24751 | PA      | $24769.84     | 0.03%             | 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     | 0.09%             | 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        |    189128 | PA      | $189362.52    | 0.20%             | 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        |    106334 | PA      | $106309.92    | 0.11%             | 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        |    105000 | PA      | $107100.00    | 0.11%             | 2032-03-29      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    387000 | PA      | $415723.14    | 0.44%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                           | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142853.53    | 0.15%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1186574 | PA      | $1218412.32   | 1.30%             | 2054-10-01      | Fixed         | 6.00%                 | 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        |     98374 | PA      | $98666.03     | 0.11%             | 2032-04-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    343000 | PA      | $330977.85    | 0.35%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                   | MODIVCARE INC                                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     35154 | PA      | $14413.25     | 0.02%             | 2031-07-01      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                | Taseko Mines Ltd                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $106045.70    | 0.11%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230785.90    | 0.25%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $140983.22    | 0.15%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                              | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    144000 | PA      | $94752.00     | 0.10%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    646000 | PA      | $644708.00    | 0.69%             | 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        |    267000 | PA      | $271301.37    | 0.29%             | 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        |   1051000 | PA      | $915757.32    | 0.98%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                  | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    245000 | PA      | $271771.89    | 0.29%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    450000 | PA      | $378526.50    | 0.40%             | 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        |    275000 | PA      | $67370.08     | 0.07%             | 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        |    113000 | PA      | $113706.25    | 0.12%             | 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        |    245000 | PA      | $217131.25    | 0.23%             | 2031-02-09      | Fixed         | 2.30%                 | 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        |     20618 | PA      | $20618.49     | 0.02%             | 2026-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127745.38    | 0.14%             | N/A             | Fixed         | 8.00%                 | 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        |     33350 | PA      | $27013.12     | 0.03%             | 2026-04-02      | Floating      | 3.87%                 | 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        |     48000 | PA      | $47988.71     | 0.05%             | 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        |    105000 | PA      | $109600.37    | 0.12%             | 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        |    219000 | PA      | $185834.64    | 0.20%             | 2031-09-15      | Variable      | 9.00%                 | 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        |    270000 | PA      | $265678.06    | 0.28%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                  | Gray Media Inc                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191735.85    | 0.20%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                       | Block Inc                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35971.47     | 0.04%             | 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        |     41000 | PA      | $41242.93     | 0.04%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                      | Verus Securitization Trust 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    166370 | PA      | $168192.06    | 0.18%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                            | KSA Ijarah Sukuk Ltd                                                            | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |     67000 | PA      | $67738.34     | 0.07%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                               | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    145000 | PA      | $146450.00    | 0.16%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     49177 | PA      | $47062.48     | 0.05%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | 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        |    115000 | PA      | $117207.37    | 0.12%             | 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        |    331000 | PA      | $333792.98    | 0.36%             | 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        |    119000 | PA      | $132000.75    | 0.14%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    227000 | PA      | $233562.39    | 0.25%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    266000 | PA      | $272916.00    | 0.29%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                      | USALCO LLC                                                                      | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      4388 | PA      | $4398.55      | 0.00%             | 2031-09-30      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     50477 | PA      | $36192.20     | 0.04%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                               | CHARIOT BUYER LLC                                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    118183 | PA      | $118405.16    | 0.13%             | 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        |    851000 | PA      | $925781.63    | 0.99%             | 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        |    200000 | PA      | $212190.40    | 0.23%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                            | Cleveland-Cliffs Inc                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77821.88     | 0.08%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    511000 | PA      | $488005.00    | 0.52%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                               | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47639.21     | 0.05%             | 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        |    115000 | PA      | $111118.75    | 0.12%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                       | Trinity Rail Leasing 2019-1 LLC                                                 | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259832 | PA      | $258697.87    | 0.28%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                                 | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81135 | PA      | $81128.08     | 0.09%             | 2028-09-29      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2023-B38 Mortgage Trust                                               | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $169001.13    | 0.18%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                        | SGUS LLC                                                                        | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64545 | PA      | $52304.43     | 0.06%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                   | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124660.83    | 0.13%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                               | AMAZON HOLDCO INC                                                               | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    130000 | PA      | $130162.50    | 0.14%             | 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        |     65000 | PA      | $66786.59     | 0.07%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                           | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    270000 | PA      | $283965.49    | 0.30%             | 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        |    200000 | PA      | $191698.50    | 0.20%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                          | Emirate of Dubai Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    205000 | PA      | $158106.25    | 0.17%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                        | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $364355.65    | 0.39%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    114000 | PA      | $118902.00    | 0.13%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                         | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4700000 | PA      | $222465.43    | 0.24%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210182.05    | 0.22%             | 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        |     22693 | PA      | $21615.40     | 0.02%             | 2026-04-02      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $113731.25    | 0.12%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                       | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $271011.37    | 0.29%             | 2040-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                            | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    282000 | PA      | $265471.71    | 0.28%             | 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        |    129000 | PA      | $133687.47    | 0.14%             | 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        |    670000 | PA      | $678060.94    | 0.72%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    318926 | PA      | $186571.87    | 0.20%             | 2034-02-01      | Variable      | 4.50%                 | 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        |    125000 | PA      | $125732.88    | 0.13%             | 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        |     98878 | PA      | $99298.05     | 0.11%             | 2028-05-31      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CENTURY DE BUYER LLC                            | CENTURY DE BUYER LLC                                                            | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    106923 | PA      | $107190.01    | 0.11%             | 2030-10-30      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L                  | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    415800 | PA      | $421776.33    | 0.45%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $131056.77    | 0.14%             | 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        |    556000 | PA      | $574904.00    | 0.61%             | 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        |     90000 | PA      | $94508.48     | 0.10%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                      | HANGER INC                                                                      | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     18125 | PA      | $18163.01     | 0.02%             | 2031-10-23      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139317.71    | 0.15%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     59000 | PA      | $58992.63     | 0.06%             | 2035-01-03      | Fixed         | 6.50%                 | 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        |    212000 | PA      | $221144.62    | 0.24%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                          | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72195.34     | 0.08%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                             | MESQUITE ENERGY INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $13.50        | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35000 | PA      | $33993.75     | 0.04%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                  | BBCMS 2018-TALL Mortgage Trust                                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $230332.24    | 0.25%             | 2037-03-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                       | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114958.03    | 0.12%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                          | Kazakhstan Government International Bond                                        | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    450000 | PA      | $460809.00    | 0.49%             | 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        |    256000 | PA      | $235753.77    | 0.25%             | 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        |    301000 | PA      | $304612.00    | 0.32%             | 2036-03-05      | Fixed         | 9.50%                 | 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     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154385.43    | 0.16%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                  | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  13310000 | PA      | $545712.94    | 0.58%             | 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        |    145000 | PA      | $126733.26    | 0.14%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     35000 | PA      | $35602.60     | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                           | CMG MEDIA CORP                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129759 | PA      | $118340.04    | 0.13%             | 2029-06-18      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                          | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216906.61    | 0.23%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                           | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    233000 | PA      | $197758.75    | 0.21%             | 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        |     15000 | PA      | $15262.50     | 0.02%             | 2032-02-23      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION PLATFORM FINANCE US                                                         | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     95000 | PA      | $90191.10     | 0.10%             | 2032-09-30      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    463000 | PA      | $454804.90    | 0.48%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                         | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    262000 | PA      | $267371.00    | 0.29%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond                                       | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    160000 | PA      | $169600.00    | 0.18%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                 | DAE Funding LLC                                                                 | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    246000 | PA      | $239542.50    | 0.26%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $339520.28    | 0.36%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    118824 | PA      | $119109.47    | 0.13%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $221452.10    | 0.24%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                     | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     59000 | PA      | $63922.37     | 0.07%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143166.24    | 0.15%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                        | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71292.06     | 0.08%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    168750 | PA      | $175939.76    | 0.19%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond                                 | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    191000 | PA      | $183121.25    | 0.20%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                          | Brazilian Government International Bond                                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    196000 | PA      | $196392.00    | 0.21%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                         | Pakistan Government International Bond                                          | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    383000 | PA      | $376106.00    | 0.40%             | 2031-04-08      | Fixed         | 7.38%                 | 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       |     35000 | PA      | $36000.13     | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                              | Angolan Government International Bond                                           | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    315000 | PA      | $311062.50    | 0.33%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                  | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104716.80    | 0.11%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                         | GLOBAL MEDICAL RESPONSE                                                         | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     65000 | PA      | $65328.25     | 0.07%             | 2032-09-20      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                   | New Residential Mortgage Loan Trust 2018-3                                      | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |    331050 | PA      | $325330.47    | 0.35%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                         | DG INVESTMENT INTERMEDI                                                         | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120628 | PA      | $120815.82    | 0.13%             | 2032-07-12      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                   | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    121000 | PA      | $128108.75    | 0.14%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                        | Angel Oak Mortgage Trust 2023-1                                                 | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126708 | PA      | $126332.63    | 0.13%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                             | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321211.89    | 0.34%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    505000 | PA      | $499445.00    | 0.53%             | 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        |     30000 | PA      | $30861.66     | 0.03%             | 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        |    120000 | PA      | $121461.34    | 0.13%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                           | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $267265.63    | 0.28%             | 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        |    587698 | PA      | $445989.02    | 0.48%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                        | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5281.39      | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                           | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    195000 | PA      | $202936.91    | 0.22%             | 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        |    183000 | PA      | $179290.88    | 0.19%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                        | Graham Packaging Co Inc                                                         | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319271.46    | 0.34%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                          | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    137000 | PA      | $156365.67    | 0.17%             | 2033-06-15      | Fixed         | 7.95%                 | 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       |      5000 | PA      | $5197.40      | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                      | USALCO LLC                                                                      | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     42269 | PA      | $42372.08     | 0.05%             | 2031-09-30      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                            | OneMain Finance Corp                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $296939.51    | 0.32%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                        | Transocean International Ltd                                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $10424.10     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                        | UNIVISION COMMUNICATIONS INC                                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    128225 | PA      | $126863.07    | 0.14%             | 2029-01-31      | Floating      | 7.49%                 | No            |                  2 | 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        |    155000 | PA      | $160690.21    | 0.17%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                    | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137715.93    | 0.15%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                        | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    318000 | PA      | $322576.02    | 0.34%             | 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     | 0.04%             | 2032-10-12      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                  | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $176725.17    | 0.19%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $199600.00    | 0.21%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                              | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    258000 | PA      | $277633.80    | 0.30%             | 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        |    115000 | PA      | $116299.04    | 0.12%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                         | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $289968.75    | 0.31%             | 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        |   2824000 | PA      | $706000.00    | 0.75%             | 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        |    335000 | PA      | $336705.45    | 0.36%             | 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        |    200000 | PA      | $199088.58    | 0.21%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     96784 | PA      | $88654.29     | 0.09%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                              | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $147798.38    | 0.16%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8413 | PA      | $4774.31      | 0.01%             | 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        |    180000 | PA      | $202697.51    | 0.22%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                | COLT 2022-4 Mortgage Loan Trust                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110579 | PA      | $110192.78    | 0.12%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                            | Neptune Bidco US Inc                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    116084 | PA      | $113142.17    | 0.12%             | 2029-04-11      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                        | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144461 | PA      | $142835.34    | 0.15%             | 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        |    335000 | PA      | $334859.67    | 0.36%             | 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        |    140000 | PA      | $141225.00    | 0.15%             | 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        |    263000 | PA      | $261027.50    | 0.28%             | 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        |   2360000 | PA      | $551460.47    | 0.59%             | 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        |    350000 | PA      | $359521.65    | 0.38%             | 2028-12-15      | Fixed         | 7.57%                 | 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        |    215000 | PA      | $209531.75    | 0.22%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    370000 | PA      | $81215.00     | 0.09%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                            | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    167000 | PA      | $171037.23    | 0.18%             | 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        |    260000 | PA      | $254385.17    | 0.27%             | 2056-07-25      | Variable      | 3.97%                 | 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        |    200000 | PA      | $201124.80    | 0.21%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                | GLOVES BUYER INC                                                                | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     90000 | PA      | $89116.20     | 0.10%             | 2032-05-24      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $286903.33    | 0.31%             | 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        |    135000 | PA      | $138035.22    | 0.15%             | 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        |    254000 | PA      | $269875.00    | 0.29%             | 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        |    150000 | PA      | $158217.90    | 0.17%             | 2029-06-15      | Fixed         | 8.62%                 | 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     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $55508.59     | 0.06%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                    | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    394000 | PA      | $407808.56    | 0.43%             | 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        |    175000 | PA      | $171630.15    | 0.18%             | 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        |    454000 | PA      | $461341.18    | 0.49%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                   | Westlake Corp                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266681.05    | 0.28%             | 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        |    331000 | PA      | $201910.00    | 0.22%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                             | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    585000 | PA      | $623399.40    | 0.66%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS US                        | COGECO COMMUNICATIONS USA II LP                                                 | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |     97927 | PA      | $94825.36     | 0.10%             | 2030-09-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    563554 | PA      | $572679.45    | 0.61%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESC NMG Parent LLC                              | ESC NMG Parent LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2023-2                                               | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $371787.72    | 0.40%             | 2031-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                        | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    290000 | PA      | $268834.51    | 0.29%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | 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        |     27535 | NS      | $2688792.75   | 2.87%             |  |  |  | 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        |    250000 | PA      | $242404.88    | 0.26%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                     | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    153000 | PA      | $145391.31    | 0.16%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                  | PROOFPOINT INC                                                                  | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    103808 | PA      | $104206.94    | 0.11%             | 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        |     95000 | PA      | $94603.26     | 0.10%             | 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        |    215000 | PA      | $218870.00    | 0.23%             | 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        |    275000 | PA      | $270087.92    | 0.29%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AI ALPINE AT BIDCO GMBH                         | INNIO GROUP HOLDING GMBH                                                        | CUSIP: 000000000<br>LEI: 2549000WCDQX6ZM7AW92 | Long             | LON              | CORP              | DE        |    115000 | PA      | $115192.05    | 0.12%             | 2028-11-02      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                      | HANGER INC                                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    140170 | PA      | $140466.04    | 0.15%             | 2031-10-23      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                        | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214647.33    | 0.23%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34346 | PA      | $15695.93     | 0.02%             | 2034-02-01      | Variable      | 0.01%                 | 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     | 0.02%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| GREEN INFRASTRUCTURE                            | GREEN INFRASTRUCTURE PARTNERS INC                                               | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |     60000 | PA      | $60075.00     | 0.06%             | 2032-09-24      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    115000 | PA      | $119394.15    | 0.13%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                             | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    523000 | PA      | $530322.00    | 0.57%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                             | DT Auto Owner Trust 2023-1                                                      | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $456636.96    | 0.49%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                         | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    455000 | PA      | $45500.00     | 0.05%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4016 | PA      | $3915.60      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                    | Commercial Equipment Finance 2024-1 LLC                                         | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173903 | PA      | $175686.63    | 0.19%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                              | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     54000 | PA      | $55165.86     | 0.06%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                              | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    150000 | PA      | $151687.50    | 0.16%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust 2021-1                                               | CUSIP: 501683AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247949 | PA      | $247711.46    | 0.26%             | 2029-11-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     97000 | PA      | $103673.60    | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                                  | LANNETT CO INC                                                                  | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |      7673 | PA      | $5934.18      | 0.01%             | 2030-06-16      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| DICK'S SPORTING GOODS                           | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    290000 | PA      | $214715.19    | 0.23%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                           | Endo Finance Holdings Inc                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $135235.88    | 0.14%             | 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        |    332000 | PA      | $341375.68    | 0.36%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UKG INC                                         | UKG INC                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     33945 | PA      | $33916.40     | 0.04%             | 2031-02-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    780000 | PA      | $600405.00    | 0.64%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                            | AGGREKO HOLDINGS INC                                                            | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     83942 | PA      | $84335.43     | 0.09%             | 2031-05-21      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                    | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220858.05    | 0.24%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1278635 | PA      | $1223067.64   | 1.30%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                             | Reach Abs Trust 2024-1                                                          | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420977 | PA      | $423946.89    | 0.45%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9191 | PA      | $5096.45      | 0.01%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    364000 | PA      | $294042.84    | 0.31%             | 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        |    115000 | PA      | $125162.09    | 0.13%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                              | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    106000 | PA      | $109411.08    | 0.12%             | 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        |     25000 | PA      | $25062.50     | 0.03%             | 2032-11-22      | Floating      | 6.46%                 | 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        |    130000 | PA      | $135129.02    | 0.14%             | 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        |    285000 | PA      | $278680.50    | 0.30%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     11377 | PA      | $9897.79      | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203330 | PA      | $1232569.09   | 1.31%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                      | LUMMUS TECHNOLOGY HOLDINGS                                                      | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |     78929 | PA      | $78717.72     | 0.08%             | 2029-12-31      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     43266 | PA      | $31021.89     | 0.03%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| USQ Rail                                        | USQ Rail III LLC                                                                | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339288 | PA      | $341202.54    | 0.36%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                         | Hungary Government International Bond                                           | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    108000 | PA      | $109250.64    | 0.12%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    127000 | PA      | $132541.23    | 0.14%             | 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        |    100000 | PA      | $100129.00    | 0.11%             | 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        |    145000 | PA      | $142409.96    | 0.15%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                      | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $215210.60    | 0.23%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                         | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6150000 | PA      | $340874.53    | 0.36%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                        | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $119943.60    | 0.13%             | 2027-11-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                             | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    251822 | PA      | $237174.69    | 0.25%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    309000 | PA      | $334687.17    | 0.36%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                            | YPF SA                                                                          | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    167000 | PA      | $175016.00    | 0.19%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                           | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30975.84     | 0.03%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180518.28    | 0.19%             | 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        |     10000 | PA      | $10472.87     | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                              | Republic of Poland Government International Bond                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    302000 | PA      | $310531.50    | 0.33%             | 2034-09-18      | Fixed         | 5.12%                 | 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        |      1663 | NS      | $45555.05     | 0.05%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF SENEGAL                             | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    446000 | PA      | $289204.24    | 0.31%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                            | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252429.50    | 0.27%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                            | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $209695.63    | 0.22%             | 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        |    335000 | PA      | $309384.40    | 0.33%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                         | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    170000 | PA      | $172136.90    | 0.18%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                           | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $164000.00    | 0.17%             | 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        |    258000 | PA      | $276576.00    | 0.29%             | 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     | 0.02%             | 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        |    183122 | PA      | $158217.28    | 0.17%             | 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        |    680000 | PA      | $573750.00    | 0.61%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    536000 | PA      | $477951.20    | 0.51%             | 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        |    150000 | PA      | $150630.00    | 0.16%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                         | Philippine Government International Bond                                        | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    593000 | PA      | $595223.75    | 0.63%             | 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        |     40000 | PA      | $40796.70     | 0.04%             | 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        |    254000 | PA      | $162306.00    | 0.17%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    103000 | PA      | $77765.00     | 0.08%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                            | Carpenter Technology Corp                                                       | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.76      | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                        | Synergy Infrastructure Holdings LLC                                             | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20605.69     | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | 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        |     80000 | PA      | $75734.78     | 0.08%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                        | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $141281.55    | 0.15%             | 2034-06-08      | Fixed         | 6.38%                 | 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        |     85000 | PA      | $90152.53     | 0.10%             | 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        |    608000 | PA      | $699739.11    | 0.75%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                    | ACRISURE LLC                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     98754 | PA      | $98606.25     | 0.11%             | 2030-11-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    195000 | PA      | $173550.00    | 0.19%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                              | A&D Mortgage Trust 2023-NQM3                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90869 | PA      | $91492.07     | 0.10%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     94890 | PA      | $54656.73     | 0.06%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                            | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $365326.73    | 0.39%             | 2032-04-14      | Fixed         | 5.14%                 | 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    | 0.30%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                        | Builders FirstSource Inc                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244427.50    | 0.26%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                           | ENDO FINANCE HOLDINGS                                                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24750 | PA      | $24440.63     | 0.03%             | 2031-04-23      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     59000 | PA      | $54752.00     | 0.06%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                              | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     85000 | PA      | $82447.45     | 0.09%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                  | TRIO BIDCO INC                                                                  | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |     58810 | PA      | $58662.50     | 0.06%             | 2032-10-29      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     37000 | PA      | $34132.50     | 0.04%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR                        | HAMILTON PROJECTS ACQUIROR LLC                                                  | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     28020 | PA      | $28199.61     | 0.03%             | 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     | 0.03%             | 2030-11-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                         | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141630.97    | 0.15%             | 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        |    292000 | PA      | $292730.00    | 0.31%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                           | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60136.02     | 0.06%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                  | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258697.45    | 0.28%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                         | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82583.54     | 0.09%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                        | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217279.94    | 0.23%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                        | Kraken Oil & Gas Partners LLC                                                   | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153436.50    | 0.16%             | 2029-08-15      | Fixed         | 7.62%                 | 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     | 0.06%             | 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        |    170000 | PA      | $176433.99    | 0.19%             | 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        |     79000 | PA      | $84925.00     | 0.09%             | 2024-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                              | Panama Government International Bond                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     53000 | PA      | $58406.00     | 0.06%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                              | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    263000 | PA      | $273838.23    | 0.29%             | 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        |    326000 | PA      | $318205.34    | 0.34%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68102.75     | 0.07%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                             | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    205000 | PA      | $216488.08    | 0.23%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                  | TRIO BIDCO INC                                                                  | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |      6190 | PA      | $6175.00      | 0.01%             | 2032-10-29      | Floating      | 7.92%                 | No            |                  2 | 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        |    235000 | PA      | $241573.89    | 0.26%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    565000 | PA      | $602256.10    | 0.64%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                    | COTIVITI INC                                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     92982 | PA      | $89262.49     | 0.10%             | 2031-05-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                           | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |      5000 | PA      | $5141.16      | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                        | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $211000.00    | 0.22%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                         | Capital Farm Credit ACA                                                         | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273625.00    | 0.29%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                        | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $162393.03    | 0.17%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                            | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    215000 | PA      | $230554.39    | 0.25%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                          | CLOUD SOFTWARE GRP INC                                                          | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    138952 | PA      | $138527.95    | 0.15%             | 2031-03-24      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    561348 | PA      | $496443.99    | 0.53%             | 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        |   9800000 | PA      | $535573.03    | 0.57%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                               | Gabon Government International Bond                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    778000 | PA      | $585445.00    | 0.62%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                   | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    134000 | PA      | $143170.12    | 0.15%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                           | MCGRAW-HILL EDUCATION                                                           | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     70000 | PA      | $70262.50     | 0.07%             | 2031-08-06      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    467000 | PA      | $405122.50    | 0.43%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    803290 | PA      | $781199.53    | 0.83%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    209000 | PA      | $219502.25    | 0.23%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                              | OMNIA PARTNERS LLC                                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     74250 | PA      | $74516.56     | 0.08%             | 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        |    460800 | PA      | $276480.00    | 0.29%             | 2051-04-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| CPM HOLDINGS INC                                | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |     88663 | PA      | $88164.88     | 0.09%             | 2028-09-28      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                             | New Home Co Inc/The                                                             | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5150.12      | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    322000 | PA      | $331056.25    | 0.35%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36739 | PA      | $36759.84     | 0.04%             | 2029-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                 | MYT Holding LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29850 | NS      | $7462.50      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NUMERICABLE US LLC                              | NUMERICABLE US LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    163069 | PA      | $160758.48    | 0.17%             | 2028-04-28      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                          | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223272.63    | 0.24%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                        | Ajax Mortgage Loan Trust 2022-B                                                 | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421922 | PA      | $410917.14    | 0.44%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14837.23     | 0.02%             | 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        |    310000 | PA      | $316238.77    | 0.34%             | 2033-08-05      | Fixed         | 4.99%                 | 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        |     99698 | PA      | $996.98       | 0.00%             | 2028-08-02      | Floating      | 7.25%                 | No            |                  3 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc             | CLYDESDALE ACQUISITION                                                          | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     50000 | PA      | $49787.50     | 0.05%             | 2029-04-13      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                    | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153012.30    | 0.16%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BLACKFIN PIPELINE LLC                           | BLACKFIN PIPELINE LLC                                                           | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    120000 | PA      | $120050.40    | 0.13%             | 2032-09-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                     | TruGreen LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    146915 | PA      | $143646.34    | 0.15%             | 2027-11-02      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                        | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416850 | PA      | $426061.26    | 0.45%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                            | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    367000 | PA      | $391552.30    | 0.42%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                        | Phoenix Aviation Capital Ltd                                                    | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     90000 | PA      | $95742.81     | 0.10%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                             | New Home Co Inc/The                                                             | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129782.00    | 0.14%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                             | Limak Yenilenebilir Enerji AS                                                   | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    150000 | PA      | $146625.00    | 0.16%             | 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        |    127000 | PA      | $124990.16    | 0.13%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263773.13    | 0.28%             | N/A             | Fixed         | 3.90%                 | 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        |    132000 | PA      | $140580.00    | 0.15%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                          | AI AQUA MERGER SUB INC                                                          | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    136822 | PA      | $137158.90    | 0.15%             | 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        |    135000 | PA      | $140968.35    | 0.15%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                              | Zambia Government International Bond                                            | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    169000 | PA      | $116135.11    | 0.12%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     96262 | PA      | $93656.60     | 0.10%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                     | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265578.83    | 0.28%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                           | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     63000 | PA      | $41123.25     | 0.04%             | 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        |    135000 | PA      | $130162.95    | 0.14%             | 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        |    120000 | PA      | $120840.00    | 0.13%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                | NMEF Funding 2025-A LLC                                                         | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $349242.67    | 0.37%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                        | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55200.81     | 0.06%             | 2028-10-15      | Fixed         | 6.50%                 | 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        |    223913 | PA      | $236326.13    | 0.25%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                       | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158843.37    | 0.17%             | 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        |     30000 | PA      | $30832.29     | 0.03%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                             | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196929.08    | 0.21%             | 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        |    185000 | PA      | $194242.97    | 0.21%             | 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        |    275000 | PA      | $289598.10    | 0.31%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                               | MOTION FINCO SARL                                                               | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |     83733 | PA      | $71940.83     | 0.08%             | 2029-11-30      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                         | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    105000 | PA      | $103147.80    | 0.11%             | 2028-03-06      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    946000 | PA      | $1001341.00   | 1.07%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    581000 | PA      | $339885.14    | 0.36%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                         | Park River Holdings Inc                                                         | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20661.04     | 0.02%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                            | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $223026.38    | 0.24%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                  | Eskom Holdings                                                                  | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    521000 | PA      | $557925.88    | 0.59%             | 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        |    803056 | PA      | $792597.41    | 0.85%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                   | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $244252.66    | 0.26%             | 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        |    529885 | PA      | $528459.11    | 0.56%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| NUMERICABLE US LLC                              | NUMERICABLE US LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15208 | PA      | $15074.45     | 0.02%             | 2028-10-31      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                    | Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128880 | PA      | $130976.77    | 0.14%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $15791.87     | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    100000 | PA      | $96550.00     | 0.10%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                        | TRAVERSE MIDSTREAM PARTN                                                        | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    138583 | PA      | $138843.48    | 0.15%             | 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        |    245000 | PA      | $244216.42    | 0.26%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                        | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    265000 | PA      | $278559.52    | 0.30%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                 | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1760000 | PA      | $1745150.00   | 1.86%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                        | Sempra Infrastructure Partners LP                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $361882.78    | 0.39%             | 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        |    225000 | PA      | $232172.78    | 0.25%             | 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        |    250000 | PA      | $264108.25    | 0.28%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    142468 | PA      | $138866.09    | 0.15%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | 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        |    270586 | PA      | $272022.00    | 0.29%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     14278 | PA      | $12421.99     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1347415 | PA      | $1364740.62   | 1.46%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                   | Tidewater Inc                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $117601.66    | 0.13%             | 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        |    120000 | PA      | $125012.40    | 0.13%             | 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        |    161477 | PA      | $93010.91     | 0.10%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                        | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    265000 | PA      | $270056.71    | 0.29%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                        | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    238000 | PA      | $219555.00    | 0.23%             | 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     | 0.02%             | 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        |     20000 | PA      | $20066.60     | 0.02%             | 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        |    280000 | PA      | $285410.97    | 0.30%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                            | INEOS US FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     34153 | PA      | $28773.50     | 0.03%             | 2030-02-19      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $406354.00    | 0.43%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                               | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    145000 | PA      | $108423.75    | 0.12%             | 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        |     37000 | PA      | $35246.55     | 0.04%             | 2033-01-15      | Fixed         | 10.00%                | 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        |    705000 | PA      | $596955.23    | 0.64%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $149015.32    | 0.16%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                        | Broadstreet Partners Group LLC                                                  | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159729.31    | 0.17%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2211 | PA      | $1254.76      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                      | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $224007.00    | 0.24%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                             | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264782.81    | 0.28%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    370000 | PA      | $391966.39    | 0.42%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                              | NOURYON FINANCE BV                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     57631 | PA      | $57407.26     | 0.06%             | 2028-04-03      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                      | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    175000 | PA      | $171089.85    | 0.18%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                          | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326009 | PA      | $300808.70    | 0.32%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                        | Coronado Finance Pty Ltd                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $138722.88    | 0.15%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                      | Opal Bidco SAS                                                                  | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $15462.24     | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TORTUGA RESORTS GHD LLC                         | TORTUGA RESORTS GHD LLC                                                         | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |     65000 | PA      | $64106.25     | 0.07%             | 2032-08-13      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                         | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79020.05     | 0.08%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                         | ASPIRE BAKERIES HOLDING                                                         | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     69474 | PA      | $69767.30     | 0.07%             | 2030-12-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                     | Wayfair LLC                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51017.65     | 0.05%             | 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        |    102982 | PA      | $102651.28    | 0.11%             | 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        |    530000 | PA      | $571340.00    | 0.61%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     39000 | PA      | $41090.40     | 0.04%             | 2035-02-09      | Fixed         | 6.35%                 | 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        |       154 | NS      | $2373.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                 | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1216952 | PA      | $1248368.70   | 1.33%             | 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        |     97000 | PA      | $101690.92    | 0.11%             | 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       |     50000 | PA      | $50417.15     | 0.05%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                           | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148920.94    | 0.16%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                       | Forvia SE                                                                       | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $127252.75    | 0.14%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                        | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $176093.75    | 0.19%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                        | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68913.00     | 0.07%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                         | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1114000 | PA      | $1114278.50   | 1.19%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7878 | PA      | $4368.38      | 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        |    160000 | PA      | $185004.94    | 0.20%             | 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        |    160000 | PA      | $168181.00    | 0.18%             | 2034-07-28      | Fixed         | 5.62%                 | 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        |     43301 | PA      | $1299.02      | 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        |     50000 | PA      | $50078.45     | 0.05%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                            | Republic of Cameroon International Bond                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    672000 | PA      | $643944.00    | 0.69%             | 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        |    834000 | PA      | $593078.25    | 0.63%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                       | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257965 | PA      | $247599.05    | 0.26%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                            | Cornerstone Building Brands Inc                                                 | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $168621.89    | 0.18%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                             | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    355000 | PA      | $237306.85    | 0.25%             | 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        |    175000 | PA      | $181475.00    | 0.19%             | 2031-11-29      | Fixed         | 8.25%                 | 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        |    256013 | PA      | $257141.87    | 0.27%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                              | BAUSCH + LOMB CORP                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     98000 | PA      | $98184.24     | 0.10%             | 2028-09-29      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                          | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93663.09     | 0.10%             | 2029-02-01      | Fixed         | 8.25%                 | 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        |    425000 | PA      | $428079.55    | 0.46%             | 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        |    250000 | PA      | $259658.33    | 0.28%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                              | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $359591.29    | 0.38%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78552.00     | 0.08%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                            | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $89842.54     | 0.10%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $223600.00    | 0.24%             | 2053-11-14      | Fixed         | 8.75%                 | 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        |    330000 | PA      | $329575.65    | 0.35%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                        | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178353.20    | 0.19%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                             | CNT HOLDINGS I CORP                                                             | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    117908 | PA      | $118041.91    | 0.13%             | 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    | 0.17%             | 2055-03-10      | Fixed         | 6.95%                 | 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        |     19021 | PA      | $8730.63      | 0.01%             | 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        |    244388 | PA      | $245213.53    | 0.26%             | 2031-02-24      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                        | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144218.90    | 0.15%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                      | CVR CHC LP                                                                      | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     64402 | PA      | $64482.42     | 0.07%             | 2027-12-30      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    142000 | PA      | $151363.48    | 0.16%             | 2037-03-15      | Fixed         | 6.95%                 | 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        |    163304 | PA      | $156569.91    | 0.17%             | 2029-10-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                         | Hungary Government International Bond                                           | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    367000 | PA      | $391772.50    | 0.42%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                       | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $353312.26    | 0.38%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1949600 | PA      | $1612319.20   | 1.72%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                           | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $152004.70    | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                              | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    170401 | PA      | $163649.30    | 0.17%             | 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        |    275000 | PA      | $282287.17    | 0.30%             | 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        |     76000 | PA      | $74860.00     | 0.08%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    534000 | PA      | $532718.40    | 0.57%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                      | KUEHG CORP                                                                      | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     91784 | PA      | $86753.12     | 0.09%             | 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        |    112000 | PA      | $116620.00    | 0.12%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                             | DYNAMO US BIDCO INC                                                             | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29700 | PA      | $29867.21     | 0.03%             | 2031-10-31      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                        | Snap Inc                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66443.13     | 0.07%             | 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        |    200000 | PA      | $198000.00    | 0.21%             | 2030-10-28      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                      | MIRA Trust 2023-MILE                                                            | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $176878.12    | 0.19%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                        | Telesat Canada / Telesat LLC                                                    | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $79712.60     | 0.08%             | 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        |    130500 | PA      | $130305.56    | 0.14%             | 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        |    715000 | PA      | $827791.25    | 0.88%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                              | CENTRAL PARENT INC                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141963 | PA      | $117696.09    | 0.13%             | 2029-07-06      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                        | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    722000 | PA      | $690954.00    | 0.74%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                        | ION Trading Technologies Sarl                                                   | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $106705.65    | 0.11%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | 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    | 0.37%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                             | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    120000 | PA      | $131700.00    | 0.14%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                              | HUNTER DOUGLAS INC                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     89186 | PA      | $89364.50     | 0.10%             | 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        |    428000 | PA      | $454041.66    | 0.48%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                           | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44461 | PA      | $43473.93     | 0.05%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                          | EPIC CRUDE SERVICES LP                                                          | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    120706 | PA      | $121007.58    | 0.13%             | 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        |    664000 | PA      | $641258.00    | 0.68%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                            | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    357000 | PA      | $359789.06    | 0.38%             | 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        |    137000 | PA      | $137034.09    | 0.15%             | 2043-04-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                             | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $240090.94    | 0.26%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                              | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $390640.62    | 0.42%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                         | DELIVERY HERO FINCO LLC                                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    137715 | PA      | $137944.83    | 0.15%             | 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        |    238000 | PA      | $246446.62    | 0.26%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    299000 | PA      | $237256.50    | 0.25%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                             | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200401.48    | 0.21%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121459.92    | 0.13%             | 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        |    155000 | PA      | $159933.65    | 0.17%             | 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        |    220000 | PA      | $234101.56    | 0.25%             | 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        |    565527 | PA      | $579696.42    | 0.62%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                  | EFMT 2025-NQM2                                                                  | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |    170818 | PA      | $172052.76    | 0.18%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                      | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $335817.41    | 0.36%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                     | Polaris Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    265000 | PA      | $268417.30    | 0.29%             | 2031-03-01      | Fixed         | 5.60%                 | 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        |    205000 | PA      | $221529.15    | 0.24%             | 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        |     92943 | PA      | $91038.03     | 0.10%             | 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        |    169000 | PA      | $105709.50    | 0.11%             | 2061-05-24      | Fixed         | 3.77%                 | 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        |    265000 | PA      | $261880.63    | 0.28%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                     | HOMES 2023-NQM2 Trust                                                           | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339037 | PA      | $339935.71    | 0.36%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    772000 | PA      | $797090.00    | 0.85%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | LEVEL 3 FINANCING INC                                                           | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    120000 | PA      | $120150.00    | 0.13%             | 2032-03-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                       | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    267000 | PA      | $283955.84    | 0.30%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      5040 | PA      | $4914.00      | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                             | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223629.73    | 0.24%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                         | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $230878.73    | 0.25%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                            | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    275000 | PA      | $277752.75    | 0.30%             | 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        |    250000 | PA      | $248116.83    | 0.26%             | 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        |     18177 | PA      | $17651.51     | 0.02%             | 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        |    334000 | PA      | $314711.50    | 0.34%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                        | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126209.88    | 0.13%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                          | Taco Bell Funding LLC                                                           | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $335538.65    | 0.36%             | 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        |    266000 | PA      | $271644.33    | 0.29%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                         | BEACH ACQUISITION BIDCO                                                         | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     35000 | PA      | $35204.05     | 0.04%             | 2032-09-13      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    128000 | PA      | $111680.00    | 0.12%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                          | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104113.20    | 0.11%             | 2032-02-01      | Fixed         | 9.88%                 | 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        |    420000 | PA      | $421933.43    | 0.45%             | 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        |     70000 | PA      | $74624.48     | 0.08%             | 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        |    160000 | PA      | $139199.03    | 0.15%             | 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        |    250000 | PA      | $269166.52    | 0.29%             | 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        |    320000 | PA      | $320402.40    | 0.34%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                          | Pertamina Persero PT                                                            | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    231000 | PA      | $248325.00    | 0.26%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US COMMERCIA                        | LSF12 CROWN US COMMERCIAL BIDCO LLC                                             | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    136364 | PA      | $136363.61    | 0.15%             | 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        |    119401 | PA      | $120059.84    | 0.13%             | 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        |    252000 | PA      | $238140.00    | 0.25%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                             | Turkiye Government International Bond                                           | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    775000 | PA      | $832156.25    | 0.89%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Global Multi-Sector Income Fund

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer