# EDGAR Filing Document

**Accession Number:** 0001287498
**File Stem:** 0001410368-26-064365
**Filing Date:** 2026-6
**Character Count:** 352099
**Document Hash:** 731b269505c340607326497366bbd06c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-064365.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001410368-26-064365

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Short Duration Diversified Income Fund
- **CENTRAL INDEX KEY:** 0001287498

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21563
- **FILM NUMBER:** 261113366

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LOW DURATION DIVERSIFIED INCOME FUND
- **DATE OF NAME CHANGE:** 20040416

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21563

- **c. CIK number of Registrant:** 0001287498

- **d. LEI of Registrant:** HAXBNTSIUT2SHF0XLJ46

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

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

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

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

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

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

- **c. LEI of Series:** HAXBNTSIUT2SHF0XLJ46

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $189316001.83

**Total Liabilities:** $38198662.23

**Net Assets:** $151117339.60

**Delayed Delivery Securities:** $16366194.33

**Cash Not Reported:** $4051518.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -39.54000000 | **1-Year:** -1086.22000000 | **5-Year:** -10393.77000000 | **10-Year:** -4166.55000000 | **30-Year:** -653.93000000

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

- **3-Month:** -330.06000000 | **1-Year:** -5939.63000000 | **5-Year:** -20294.56000000 | **10-Year:** -5852.91000000 | **30-Year:** -1155.98000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.25%                | -1.17%               | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $18450.30                | $-98725.67                                 |
| Month 2  | $-315680.14              | $-2494346.09                               |
| Month 3  | $-323473.83              | $1819225.36                                |

**Designated Index Information**

- **Index Name:** 33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA US MBS/ 33.34% JP Morgan EMBI Global Divers Spread

- **Index Identifier:** JSPLLIUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SUNOCO LP                                         | Sunoco LP                                                                                                                    | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    176000 | PA      | $182361.70    | 0.12%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                            | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    311499 | PA      | $314507.00    | 0.21%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FIN LUXEMBOURG SA                       | Gategroup Fin Luxembourg SA USD Repriced Term Loan B                                                                         | CUSIP: 000000000<br>LEI: 5299006HGCSTED8GE975 | Long             | LON              | CORP              | US        |     74438 | PA      | $74841.90     | 0.05%             | 2032-06-10      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    359800 | PA      | $136274.25    | 0.09%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                  | Garda World Security Corporation 2026 Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    166840 | PA      | $166944.46    | 0.11%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ELDIK BANK OAO                                    | Eldik Bank OAO                                                                                                               | CUSIP: 000000000<br>LEI: 529900MRXI5QEMS86V46 | Long             | DBT              | CORP              | KG        |    200000 | PA      | $200554.35    | 0.13%             | 2031-04-23      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                 | Invenergy Thermal Operating I LLC 2025 Term Loan B                                                                           | CUSIP: 46123UAP3<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    120748 | PA      | $121879.76    | 0.08%             | 2032-05-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                   | Cano Health LLC 2026 Delayed Draw Term Loan                                                                                  | CUSIP: 000000000<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |      4424 | PA      | $4424.11      | 0.00%             | 2029-06-28      | Floating      | 11.74%                | No            |                  3 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                           | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104963.70    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds        | Ivory Coast Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    260000 | PA      | $279131.73    | 0.18%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL INC                     | MONITRONICS INTERNATIONAL INC                                                                                                | CUSIP: 937BQB903<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |      2596 | NS      | $24662.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2015-C31                                                                               | CUSIP: 94989WBB2<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    922000 | PA      | $837205.69    | 0.55%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    498547 | PA      | $301830.73    | 0.20%             | 2035-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1031066.85   | 0.68%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     73000 | PA      | $65314.88     | 0.04%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                          | Broadstreet Partners Inc 2024 Term Loan B4                                                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    147504 | PA      | $146746.58    | 0.10%             | 2031-06-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $552.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    103000 | PA      | $26385.31     | 0.02%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Invenergy Thermal Operating I LLC                 | Invenergy Thermal Operating I LLC 2025 Term Loan C                                                                           | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |      7853 | PA      | $7927.04      | 0.01%             | 2032-05-17      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2200000 | PA      | $2209796.93   | 1.46%             | 2056-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                              | Flutter Financing BV 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    439875 | PA      | $439325.16    | 0.29%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196187.36    | 0.13%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38385RXM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $536323.80    | 0.35%             | 2056-04-20      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| RISEWELL HOMES INC                                | Risewell Homes Inc                                                                                                           | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112527.05    | 0.07%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                            | Ritchie Bros Holdings Inc                                                                                                    | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202961.66    | 0.13%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECI Macola Max Holding LLC                        | ECI Macola Max Holding LLC 2025 Term Loan                                                                                    | CUSIP: 26825UAN1<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |    214271 | PA      | $211190.82    | 0.14%             | 2030-05-09      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    682000 | PA      | $657358.57    | 0.43%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6100000 | PA      | $6015648.29   | 3.98%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $191200.00    | 0.13%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    455000 | PA      | $463435.52    | 0.31%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                             | Resilience Parent LLC 1st Lien Term Loan                                                                                     | CUSIP: 75908HAC1<br>LEI: 254900ZT6ZFUC887FB87 | Long             | LON              | CORP              | US        |    175000 | PA      | $175612.50    | 0.12%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds               | Peru Government International Bonds                                                                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    170000 | PA      | $130815.00    | 0.09%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                      | Cloudera Inc 2021 Term Loan                                                                                                  | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    256570 | PA      | $231876.22    | 0.15%             | 2028-10-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     39750 | PA      | $37970.71     | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                        | Ciena Corp                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47933.36     | 0.03%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    400000 | PA      | $311200.00    | 0.21%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     84000 | PA      | $21932.88     | 0.01%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        19 | NC      | $-32670.86    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-7076.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63325.88     | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC         | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    142780 | PA      | $143424.85    | 0.09%             | 2028-10-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | Long: BEV4V9AX0 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    688000 | OU      | $382.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                             | Boots Group Bidco Ltd USD Term Loan                                                                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |    174562 | PA      | $175790.55    | 0.12%             | 2032-08-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                      | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    600000 | PA      | $522390.00    | 0.35%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                            | Calderys Financing LLC                                                                                                       | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206060.20    | 0.14%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                  | Gloves Buyer Inc 2025 Term Loan                                                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    273625 | PA      | $273938.30    | 0.18%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                              | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39719 | PA      | $40440.28     | 0.03%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313199 | PA      | $56590.35     | 0.04%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                               | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $206035.63    | 0.14%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-1416.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                          | Genting New York LLC / GENNY Capital Inc                                                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $406420.16    | 0.27%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA TSA                     | PETROLEOS DE VENEZUELA SA TSA                                                                                                | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | US        |    240000 | PA      | $277200.00    | 0.18%             | 2027-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds            | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $213643.62    | 0.14%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Air Comm Corporation LLC                          | Air Comm Corporation LLC 2025 Delayed Draw Term Loan                                                                         | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |      9231 | PA      | $9279.80      | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: S92XV0VL5 CDS USD R F  1.00000 Z92XV0VN1 CCPSOVEREIGN / Short: S92XV0VL5 CDS USD P V 03MEVENT Z92XV0VM3 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $-235473.30   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-1637.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     66000 | PA      | $16994.27     | 0.01%             | 2030-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                              | Speedster Bidco GmbH 2025 USD Term Loan B1                                                                                   | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |     49128 | PA      | $48114.86     | 0.03%             | 2031-12-11      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                             | GFL Environmental Inc 2025 Term Loan B                                                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    174125 | PA      | $174723.99    | 0.12%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                           | SolarWinds Holdings Inc 2025 Term Loan                                                                                       | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |    248750 | PA      | $212059.38    | 0.14%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group Inc                         | Kenan Advantage Group Inc 2024 Term Loan B4                                                                                  | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    332725 | PA      | $332392.12    | 0.22%             | 2029-01-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     88000 | OU      | $-61.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVISION PARENT INC                               | ENVISION PARENT INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10840 | NS      | $208128.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                             | Heartland Dental LLC / Heartland Dental Finance Corp                                                                         | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $44260.67     | 0.03%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company            | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                     | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    792061 | PA      | $793791.34    | 0.53%             | 2030-09-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                              | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    147436 | PA      | $148118.28    | 0.10%             | 2031-03-25      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: S92XV2928 CDS USD R F  1.00000 Z92XV2944 CCPSOVEREIGN / Short: S92XV2928 CDS USD P V 03MEVENT Z92XV2936 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2000000 | OU      | $26660.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                          | Cougar JV Subsidiary LLC                                                                                                     | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $97851.07     | 0.06%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    276000 | PA      | $271720.32    | 0.18%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC       | BBCMS MORTGAGE TRUST 2017-C1                                                                                                 | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $526352.26    | 0.35%             | 2050-02-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61961.65     | 0.04%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $173855.25    | 0.12%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications Inc                                                                                                 | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20123.91     | 0.01%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                 | PointClickCare Technologies Inc 2025 Term Loan B                                                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     95552 | PA      | $95672.18     | 0.06%             | 2031-11-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                         | Creation Technologies Inc 2021 Term Loan                                                                                     | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    144000 | PA      | $143190.72    | 0.09%             | 2028-10-05      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                                                                           | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127679.76    | 0.08%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                          | Mavis Tire Express Services Topco Corp                                                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    241000 | PA      | $240414.80    | 0.16%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                              | CUSIP: 31401CYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168547 | PA      | $172531.23    | 0.11%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                       | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    387117 | PA      | $342114.92    | 0.23%             | 2029-03-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| American Consolidated Natural Resources Inc       | American Consolidated Natural Resources Inc 2024 2nd Lien Term Loan                                                          | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62733 | PA      | $63255.71     | 0.04%             | 2029-12-11      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Peer Holding III BV                               | Peer Holding III BV 2025 USD Term Loan B5B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    172812 | PA      | $173503.75    | 0.11%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3622512 | PA      | $483893.85    | 0.32%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-270.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: S92XV1KS0 CDS USD R F  1.00000 Z92XV1KU5 CCPSOVEREIGN / Short: S92XV1KS0 CDS USD P V 03MEVENT Z92XV1KT8 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3000000 | OU      | $11228.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    430557 | PA      | $474604.65    | 0.31%             | 2053-10-20      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                      | First Advantage Holdings LLC 2025 Repriced Term Loan B                                                                       | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    191262 | PA      | $189170.56    | 0.13%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                          | Korn Ferry                                                                                                                   | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    286000 | PA      | $284383.39    | 0.19%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAL2<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $727753.97    | 0.48%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130325.71    | 0.09%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    397208 | PA      | $410895.51    | 0.27%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31395NBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337840 | PA      | $25066.25     | 0.02%             | 2036-06-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                              | Paraguay Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $210300.00    | 0.14%             | 2036-02-09      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                          | TerraForm Power Operating LLC                                                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69351.15     | 0.05%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     36000 | PA      | $20430.00     | 0.01%             | 2018-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                       | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |    247500 | PA      | $297595.02    | 0.20%             | 2028-11-24      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    132500 | PA      | $57471.88     | 0.04%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200234.40    | 0.13%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                  | Long: BMIF8GUW2 CDS USD R F  1.00000 BMIF8GUX0 CORPORATE / Short: BMIF8GUW2 CDS USD P V 03MEVENT BMIF8GUY8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     95000 | OU      | $-749.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FRWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408284 | PA      | $169727.19    | 0.11%             | 2050-04-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    154000 | PA      | $120291.99    | 0.08%             | 2029-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 31396HJJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    113846 | PA      | $3124.43      | 0.00%             | 2030-09-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                | Eldorado Gold Corp                                                                                                           | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149794.83    | 0.10%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31398NTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    547736 | PA      | $37518.81     | 0.02%             | 2040-10-25      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                       | Pacific Dental Services LLC 2024 Term Loan B                                                                                 | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    171887 | PA      | $172511.54    | 0.11%             | 2031-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    192000 | PA      | $193007.56    | 0.13%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                               | Turquoise Topco Ltd Term Loan B                                                                                              | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    125000 | PA      | $122968.75    | 0.08%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds             | Brazil Government International Bonds                                                                                        | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $192150.00    | 0.13%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                 | Nexstar Media Inc                                                                                                            | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59419.26     | 0.04%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     93000 | PA      | $96433.10     | 0.06%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc              | Bombardier Recreational Products Inc 2024 Term Loan B4                                                                       | CUSIP: 000000000<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | CA        |        50 | PA      | $49.84        | 0.00%             | 2031-01-22      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2079900.10   | 1.38%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247258.33    | 0.16%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW BLACKBOARD, LLC                               | NEW BLACKBOARD, LLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1857 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AAWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    437397 | PA      | $317334.21    | 0.21%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                  | CUSIP: 61766EAL9<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $871759.50    | 0.58%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                           | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B2                                                                           | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    153448 | PA      | $154332.21    | 0.10%             | 2028-05-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     45000 | PA      | $11408.63     | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC               | LSF12 Crown US Commercial Bidco LLC 2026 Term Loan B                                                                         | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    249718 | PA      | $251434.45    | 0.17%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUXL 30Y BND JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -1 | NC      | $3309.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sri Lanka Government International Bonds          | Sri Lanka Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    100000 | PA      | $94425.71     | 0.06%             | 2038-02-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                          | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149871.47    | 0.10%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                               | CUSIP: 95000MAC5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $371580.65    | 0.25%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                  | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198618.69    | 0.13%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                        | Fertitta Entertainment LLC 2022 Term Loan B                                                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    219991 | PA      | $218478.13    | 0.14%             | 2029-01-27      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                          | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198892.12    | 0.13%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                             | Costa Rica Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $215425.00    | 0.14%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161830 | PA      | $146270.69    | 0.10%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-3418.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds         | Costa Rica Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $220440.00    | 0.15%             | 2045-03-12      | Fixed         | 7.16%                 | Yes           |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                          | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71466.55     | 0.05%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                              | Michaels Cos Inc/The                                                                                                         | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91914.22     | 0.06%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC 2024 Term Loan B12                                                                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    137832 | PA      | $138164.62    | 0.09%             | 2030-09-19      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                               | CNT Holdings I Corp 2025 Term Loan                                                                                           | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     95315 | PA      | $95782.26     | 0.06%             | 2032-11-08      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31393YQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113788 | PA      | $3671.35      | 0.00%             | 2034-05-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                       | Asurion LLC 2026 Term Loan B14                                                                                               | CUSIP: 04649VBF6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    215146 | PA      | $212032.21    | 0.14%             | 2033-02-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     61000 | PA      | $57594.37     | 0.04%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618AE3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170428 | PA      | $172432.72    | 0.11%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $47531.57     | 0.03%             | 2034-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| 1261229 BC LTD                                    | 1261229 BC Ltd                                                                                                               | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $206688.60    | 0.14%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                             | Argentina Bonar Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      7000 | PA      | $4279.10      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds            | Morocco Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $174823.59    | 0.12%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    253200 | PA      | $144577.20    | 0.10%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Bidco Limited                              | Galaxy Bidco Limited 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |     75000 | PA      | $89190.04     | 0.06%             | 2029-12-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                 | Trinidad & Tobago Government International Bond                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $204000.00    | 0.13%             | 2031-01-14      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                     | Valvoline Inc                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182316.89    | 0.12%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    128000 | PA      | $73120.00     | 0.05%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| API GROUP DE INC                                  | APi Group DE Inc                                                                                                             | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295376.21    | 0.20%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                         | Serta Simmons Bedding LLC 2023 New Term Loan                                                                                 | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    248297 | PA      | $233647.03    | 0.15%             | 2028-06-29      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $2999.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                           | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    197000 | PA      | $189014.60    | 0.13%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148133.12    | 0.10%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     80000 | PA      | $79786.10     | 0.05%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                  | Altice France SA 2025 USD Term Loan B14                                                                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    153082 | PA      | $156227.01    | 0.10%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    480000 | PA      | $531499.33    | 0.35%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                          | Cloud Software Group Inc 2025 Term Loan B (2032)                                                                             | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    249373 | PA      | $231411.06    | 0.15%             | 2032-08-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     24000 | PA      | $6286.51      | 0.00%             | 2035-11-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ameriforge Group Inc.                             | Ameriforge Group Inc.                                                                                                        | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | EC               | CORP              | US        |      3122 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MCGRAW-HILL EDUCATION                             | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133077.25    | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REALTRUCK GROUP INC                               | REALTRUCK GROUP INC 2026 FLSO TRANCHE B Term Loan B                                                                          | CUSIP: 75607VAD2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     98000 | PA      | $57060.50     | 0.04%             | 2031-01-31      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                     | CoreLogic Inc Term Loan                                                                                                      | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    233157 | PA      | $228785.64    | 0.15%             | 2028-06-02      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                | Long: BMIGE5XG9 CDS USD R F  1.00000 BMIGE5XH7 SOVEREIGN / Short: BMIGE5XG9 CDS USD P V 03MEVENT BMIGE5XJ3 SOVEREIGN         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   2518000 | OU      | $-22660.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $113488.89    | 0.08%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                 | Nexstar Media Inc                                                                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67558.85     | 0.04%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $402200.00    | 0.27%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    560891 | PA      | $611473.47    | 0.40%             | 2055-02-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Citibank NA                                       | Long: BMIGEBM29 CDS USD R F  1.00000 BMIGEBM37 SOVEREIGN / Short: BMIGEBM29 CDS USD P V 03MEVENT BMIGEBM45 SOVEREIGN         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   2200000 | OU      | $20342.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                               | Senegal Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $119887.03    | 0.08%             | 2031-06-10      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bonds           | Romanian Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     59000 | PA      | $71069.83     | 0.05%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-6145.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                                | APLD ComputeCo LLC                                                                                                           | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37639.35     | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PFI Lower Midco LLC                               | PFI Lower Midco LLC Term Loan B                                                                                              | CUSIP: 71706PAB8<br>LEI: 549300H3K3S9HXKVDV78 | Long             | LON              | CORP              | US        |     74812 | PA      | $75420.73     | 0.05%             | 2032-12-01      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                       | UPX HIL 2025-1 Issuer Trust                                                                                                  | CUSIP: 916925AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $505002.25    | 0.33%             | 2047-01-25      | Fixed         | 7.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HR7C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    991564 | PA      | $1055598.65   | 0.70%             | 2056-04-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds  | Republic of Kenya Government International Bonds                                                                             | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $200751.71    | 0.13%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                               | Georgia Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |    200000 | PA      | $194364.72    | 0.13%             | 2031-01-28      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AQDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867064 | PA      | $544991.01    | 0.36%             | 2045-10-25      | Floating      | 0.14%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $249.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    220000 | PA      | $233235.80    | 0.15%             | 2033-03-31      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    126000 | PA      | $108328.50    | 0.07%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                              | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204954.20    | 0.14%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                               | Somnigroup International Inc                                                                                                 | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    216000 | PA      | $199904.18    | 0.13%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31394CQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269252 | PA      | $20529.90     | 0.01%             | 2035-03-25      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Range Red Operating, Inc                          | Range Red Operating Inc First Out Term Loan                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26848 | PA      | $21478.00     | 0.01%             | 2029-10-01      | Floating      | 11.76%                | No            |                  3 | On Loan: No      |
| CHURCHILL DOWNS INC                               | Churchill Downs Inc                                                                                                          | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99731.99     | 0.07%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                           | Zekelman Industries Inc 2024 Term Loan B                                                                                     | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    116869 | PA      | $117364.07    | 0.08%             | 2031-01-24      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1559109 | PA      | $1561719.03   | 1.03%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POP Bidco SAS                                     | POP Bidco SAS EUR Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900R1W5DBBQ780814 | Long             | LON              | CORP              | FR        |         0 | PA      | $0.00         | 0.00%             | 2031-11-26      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $100388.50    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                     | Freeport LNG Investments LLLP 2026 Term Loan B                                                                               | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    224566 | PA      | $225197.82    | 0.15%             | 2033-02-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                             | Walker & Dunlop Inc 2025 Term Loan B                                                                                         | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99000 | PA      | $99247.50     | 0.07%             | 2032-03-14      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                           | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44100.00     | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    272174 | PA      | $140033.52    | 0.09%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Reverb Buyer, Inc.                                | Reverb Buyer Inc 2025 Steerco Term Loan                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192180 | PA      | $138369.44    | 0.09%             | 2028-11-01      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| PAR HEALTH, INC. PVE                              | PAR HEALTH, INC. PVE                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5139 | NS      | $20717.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                              | Provincia de Cordoba                                                                                                         | CUSIP: 000000000<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     65000 | PA      | $67713.75     | 0.04%             | 2032-07-02      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     66000 | PA      | $33723.35     | 0.02%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                              | Pretzel Parent Inc 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 254900X2H81QPLWW7G13 | Long             | LON              | CORP              | US        |     73876 | PA      | $69027.83     | 0.05%             | 2031-10-01      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                              | Verifone Systems Inc 2025 Term Loan                                                                                          | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     76625 | PA      | $72870.53     | 0.05%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $1451.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                   | Fair Isaac Corp                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243900.08    | 0.16%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                               | Conair Holdings LLC Term Loan B                                                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    140266 | PA      | $99325.59     | 0.07%             | 2028-05-17      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     87200 | PA      | $49900.20     | 0.03%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-1269.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1511732 | PA      | $147760.64    | 0.10%             | 2043-01-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23889 | PA      | $23645.20     | 0.02%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                               | LBM Acquisition LLC 2025 Incremental Term Loan                                                                               | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     99500 | PA      | $89039.07     | 0.06%             | 2031-06-06      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                          | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    715000 | PA      | $712574.91    | 0.47%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $185789.03    | 0.12%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                    | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                                        | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13333 | PA      | $13272.66     | 0.01%             | 2031-11-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                          | Pregis TopCo Corporation 2025 Refinancing Term Loan                                                                          | CUSIP: 74045BAG2<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |     93802 | PA      | $93934.74     | 0.06%             | 2029-02-01      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc                     | Monitronics International Inc 2023 Exit Term Loan                                                                            | CUSIP: 60945HAG9<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |     11781 | PA      | $11773.87     | 0.01%             | 2028-06-30      | Floating      | 11.46%                | No            |                  2 | On Loan: No      |
| HUB International Limited                         | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    456364 | PA      | $457995.32    | 0.30%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $182092.72    | 0.12%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 5YR NOTE (CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -66 | NC      | $100107.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    667400 | PA      | $680359.83    | 0.45%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                     | TransDigm Inc                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205788.60    | 0.14%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds            | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $201140.00    | 0.13%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                           | Ethiopia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    475000 | PA      | $490323.50    | 0.32%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                          | Suriname Government International Bond                                                                                       | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    592000 | PA      | $643326.40    | 0.43%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds            | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    400000 | PA      | $400863.12    | 0.27%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bonds              | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    250734 | PA      | $230744.07    | 0.15%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Brazil Government International Bonds             | Brazil Government International Bonds                                                                                        | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $322240.00    | 0.21%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                | Marcel LUX IV SARL 2025 USD Repriced Term Loan                                                                               | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    271887 | PA      | $269847.69    | 0.18%             | 2030-11-12      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    601910 | PA      | $62017.31     | 0.04%             | 2043-01-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91157 | PA      | $89328.83     | 0.06%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                       | Surgery Center Holdings Inc 2025 Term Loan B                                                                                 | CUSIP: 86880NBD4<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    191239 | PA      | $191970.33    | 0.13%             | 2030-12-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | Long: BEV4V9B43 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9B43 CDS USD P V 03MEVENT 1 SOVEREIGN                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   1050000 | OU      | $-16793.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                         | Gainwell Acquisition Corp Term Loan B                                                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174778 | PA      | $172120.14    | 0.11%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INT FINANCE S.A.                     | MALLINCKRODT INT FINANCE S.A.                                                                                                | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | EC               | CORP              | US        |      5076 | NS      | $455781.65    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BVCT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    697825 | PA      | $697014.42    | 0.46%             | 2055-01-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                            | Group 1 Automotive Inc                                                                                                       | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389646.00    | 0.26%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                      | Champs Trust 2025-1                                                                                                          | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1527695 | PA      | $1574457.46   | 1.04%             | 2060-04-25      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618FGEA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    937575 | PA      | $983564.31    | 0.65%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group LLC                               | Apex Tool Group LLC 2025 Exchanged Term Loan B1                                                                              | CUSIP: 03760SAE2<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |      1309 | PA      | $530.21       | 0.00%             | 2029-02-08      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                             | Icebox Holdco III Inc 2021 1st Lien Term Loan                                                                                | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    120104 | PA      | $120787.56    | 0.08%             | 2031-12-22      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Amspec Parent LLC                                 | Amspec Parent LLC 2025 Term Loan                                                                                             | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    148905 | PA      | $149044.97    | 0.10%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $211061.70    | 0.14%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                           | Black Pearl Compute LLC                                                                                                      | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45712.70     | 0.03%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    239000 | PA      | $221300.54    | 0.15%             | 2051-09-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                    | Aruba Investments Holdings LLC 2020 USD Term Loan                                                                            | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-24      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                               | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       870 | NS      | $17291.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BMIF8QPV8 CDS USD R F  1.00000 BMIF8QPW6 CORPORATE / Short: BMIF8QPV8 CDS USD P V 03MEVENT BMIF8QPX4 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     46000 | OU      | $-31.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-7768.46     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                  | Insight Enterprises Inc                                                                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99242.31     | 0.07%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     24000 | PA      | $6330.06      | 0.00%             | 2033-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     83000 | PA      | $21165.00     | 0.01%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ESAB CORP                                         | Esab Corp                                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101445.80    | 0.07%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                 | Polaris Newco LLC USD Term Loan B                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    179062 | PA      | $156725.35    | 0.10%             | 2028-06-02      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                               | EnergySolutions LLC 2023 Term Loan B                                                                                         | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    120433 | PA      | $121073.22    | 0.08%             | 2030-09-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                               | VM Consolidated Inc                                                                                                          | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353201.80    | 0.23%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $207500.00    | 0.14%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $386965.32    | 0.26%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DRC INTERNATIONAL BOND                            | DRC International Bond                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CD        |    330000 | PA      | $337561.58    | 0.22%             | 2037-04-16      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31397L3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497695 | PA      | $24523.29     | 0.02%             | 2038-07-25      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| Apro LLC                                          | Apro LLC 2024 Term Loan B                                                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |     73875 | PA      | $74359.62     | 0.05%             | 2031-07-09      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                  | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    189000 | PA      | $183374.00    | 0.12%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                              | Kohler Energy Co LLC 2026 USD Term Loan B                                                                                    | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    297683 | PA      | $298659.70    | 0.20%             | 2031-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                          | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $464358.45    | 0.31%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds            | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $121121.00    | 0.08%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    270000 | PA      | $285745.99    | 0.19%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Acrisure LLC                                      | Acrisure LLC 2025 Term Loan B                                                                                                | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    124686 | PA      | $122877.98    | 0.08%             | 2032-06-21      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                             | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203164.72    | 0.13%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                    | Skillsoft Corp                                                                                                               | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |       585 | NS      | $4516.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                    | Constellium SE                                                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $241264.85    | 0.16%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                   | Spin Holdco Inc 2026 First Lien Second Out Term Loan                                                                         | CUSIP: 22946QAC7<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    102889 | PA      | $72794.00     | 0.05%             | 2030-09-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $1813.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99988.90     | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500973.50    | 0.33%             | 2036-07-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                  | DEXKO GLOBAL INC 2026 USD TERM LOAN B                                                                                        | CUSIP: 25213YBF1<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    124200 | PA      | $118352.04    | 0.08%             | 2031-10-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                             | Chamberlain Group Inc 2025 Term Loan B                                                                                       | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    411795 | PA      | $411855.03    | 0.27%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds            | Jamaica Government International Bonds                                                                                       | CUSIP: 470160AV4<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $242020.00    | 0.16%             | 2039-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                       | Global Medical Response Inc 2025 Term Loan B                                                                                 | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     99750 | PA      | $100243.76    | 0.07%             | 2032-10-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                              | Wrangler Holdco Corp                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206481.60    | 0.14%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Heritage Environmental Services, Inc.             | HERITAGE ENVIRONMENTAL SER INC 2026 TERM LOAN B                                                                              | CUSIP: 03970GAC8<br>LEI: 549300E3IIHNPMXFHC03 | Long             | LON              | CORP              | US        |    150000 | PA      | $150750.00    | 0.10%             | 2033-04-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38381QYK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    564309 | PA      | $573809.09    | 0.38%             | 2055-04-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ADAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338523 | PA      | $18661.55     | 0.01%             | 2033-03-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | SEAGATE DATA STORAGE TECH                                                                                                    | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $222554.40    | 0.15%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                        | AZURIA WATER SOLUTIONS INC 2026 DELAYED DRAW TERM LOAN                                                                       | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     20588 | PA      | $20613.98     | 0.01%             | 2033-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                          | Great Outdoors Group LLC 2025 Term Loan B                                                                                    | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    379296 | PA      | $382188.43    | 0.25%             | 2032-01-23      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     37000 | PA      | $28571.33     | 0.02%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy Inc                                                                                                               | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28802.58     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARS.COM INC                                      | Cars.com Inc                                                                                                                 | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46235.08     | 0.03%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Drake Software LLC                                | Drake Software LLC 2024 Term Loan B                                                                                          | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |     49924 | PA      | $47178.61     | 0.03%             | 2031-06-26      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-638.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Parts Europe SA                                   | Parts Europe SA 2025 EUR Repriced Term Loan B                                                                                | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |    200000 | PA      | $236892.97    | 0.16%             | 2031-02-06      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    432000 | PA      | $110192.40    | 0.07%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HN3P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    798208 | PA      | $824356.40    | 0.55%             | 2055-09-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89813.47     | 0.06%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     61000 | PA      | $15452.06     | 0.01%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                  | Long: BMID0RX99 CDS USD R V 03MEVENT / Short: BMID0RX99 CDS USD P F  1.00000                                                 | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | US        |   2893731 | OU      | $15857.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $388.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247284 | PA      | $45550.96     | 0.03%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APEX TOOL ULTIMATEHOLDINGSLLC                     | APEX TOOL ULTIMATEHOLDINGSLLC                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1465 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     52000 | PA      | $13204.12     | 0.01%             | 2026-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REALTRUCK GROUP INC                               | Realtruck Group Inc                                                                                                          | CUSIP: 75603CAA4<br>LEI: 54930007KT5CX7XNSD31 | Long             | DBT              | CORP              | US        |     67500 | PA      | $25312.50     | 0.02%             | 2031-07-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AYTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    758779 | PA      | $41761.07     | 0.03%             | 2032-11-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HRMQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $522551.65    | 0.35%             | 2056-05-25      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                       | SERTA SSB EQUIPMENT COMPANY                                                                                                  | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wand NewCo 3 Inc                                  | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                   | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    139644 | PA      | $140011.69    | 0.09%             | 2031-01-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Symplr Software Inc                               | Symplr Software Inc 2020 Term Loan                                                                                           | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-12-22      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $594.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                          | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    170722 | PA      | $170465.99    | 0.11%             | 2030-08-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $107.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $144720.00    | 0.10%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venezuela Government International Bonds          | Venezuela Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     67000 | PA      | $31657.50     | 0.02%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Les Schwab Tire Centers                           | Les Schwab Tire Centers 2025 Term Loan B                                                                                     | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    231100 | PA      | $231485.90    | 0.15%             | 2031-04-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                              | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204915 | PA      | $207019.71    | 0.14%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds             | Panama Government International Bonds                                                                                        | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    400000 | PA      | $428000.00    | 0.28%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                          | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191978.48    | 0.13%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                            | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209338.60    | 0.14%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REALTRUCK GROUP INC                               | REALTRUCK GROUP INC 2026 FLFO NEW MONEY TERM LOAN                                                                            | CUSIP: 75607VAB6<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     65252 | PA      | $66046.94     | 0.04%             | 2031-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    479801 | PA      | $171528.86    | 0.11%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                          | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    175000 | PA      | $171792.25    | 0.11%             | 2029-01-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                  | CPM Holdings Inc 2023 Term Loan                                                                                              | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |     45471 | PA      | $45568.76     | 0.03%             | 2028-09-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                      | Voya CLO 2015-3 Ltd                                                                                                          | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1864108.00   | 1.23%             | 2031-10-20      | Floating      | 10.14%                | No            |                  2 | On Loan: No      |
| Sotera Health Holdings LLC                        | Sotera Health Holdings LLC 2025 Term Loan B                                                                                  | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |     93810 | PA      | $94298.32     | 0.06%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                               | Sword Purchaser LLC                                                                                                          | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |    111000 | PA      | $113664.35    | 0.08%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                          | Team Health Holdings Inc                                                                                                     | CUSIP: 87817AAB3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     84000 | PA      | $88355.40     | 0.06%             | 2028-06-30      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                          | City Brewing Company LLC 2025 PIK First Out Term Loan                                                                        | CUSIP: 10756PAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10838 | PA      | $1625.65      | 0.00%             | 2030-09-30      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                          | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    132000 | PA      | $142795.36    | 0.09%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                               | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    100000 | PA      | $115763.11    | 0.08%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31396WS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283299 | PA      | $285167.70    | 0.19%             | 2037-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BMIF9ER00 CDS USD R F  1.00000 BMIF9ER18 CORPORATE / Short: BMIF9ER00 CDS USD P V 03MEVENT BMIF9ER26 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     35000 | OU      | $-275.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Champs Trust                                      | Champs Trust 2024-1                                                                                                          | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758970 | PA      | $776270.80    | 0.51%             | 2059-07-25      | Variable      | 9.45%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                   | Madison IAQ LLC                                                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82842.61     | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                            | Option Care Health Inc                                                                                                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387402.48    | 0.26%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    177000 | PA      | $84030.75     | 0.06%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | Long: BMID0L973 CDS USD R F  1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |   1525000 | OU      | $-8357.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Range Red Operating, Inc                          | Range Red Operating Inc Second Out Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112621 | PA      | $90097.06     | 0.06%             | 2029-10-01      | Floating      | 11.76%                | No            |                  3 | On Loan: No      |
| Froneri Lux Finco Sarl                            | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                 | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |    284377 | PA      | $282715.29    | 0.19%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                     | TopBuild Corp                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150101.42    | 0.10%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                  | Wand NewCo 3 Inc                                                                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    208000 | PA      | $216654.26    | 0.14%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -19 | NC      | $65984.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-7910.95     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Champs Trust                                      | Champs Trust 2024-2                                                                                                          | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769139 | PA      | $789947.23    | 0.52%             | 2059-11-25      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                              | Berlin Packaging LLC 2025 Term Loan B7                                                                                       | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    168501 | PA      | $166268.56    | 0.11%             | 2031-06-07      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     37000 | PA      | $9371.41      | 0.01%             | 2020-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AQR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315917 | PA      | $21840.40     | 0.01%             | 2045-08-25      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145019.73    | 0.10%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-969.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                        | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45055.79     | 0.03%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    224818 | PA      | $133671.00    | 0.09%             | 2036-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    334000 | PA      | $85697.11     | 0.06%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc               | Clydesdale Acquisition Holdings Inc Term Loan B                                                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     61000 | PA      | $58365.72     | 0.04%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145700 | PA      | $107691.52    | 0.07%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds           | Colombia Government International Bonds                                                                                      | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    260000 | PA      | $274430.00    | 0.18%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                             | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    391000 | PA      | $362571.56    | 0.24%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bonds         | Kazakhstan Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $197251.39    | 0.13%             | 2035-04-09      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                              | New Mountain CLO 6 Ltd                                                                                                       | CUSIP: 647909AA8<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002034.00   | 0.66%             | 2037-10-15      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $1058.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-16802.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds            | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    123922 | PA      | $114689.81    | 0.08%             | 2035-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                | Harvest US CLO 2024-2 Ltd                                                                                                    | CUSIP: 41756YAJ4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501530.00   | 0.99%             | 2037-10-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-34.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                    | Sabre GLBL Inc 2025 Term Loan B1                                                                                             | CUSIP: 78571YBM1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     16027 | PA      | $13210.06     | 0.01%             | 2029-07-30      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| Clarios Global LP                                 | Clarios Global LP 2024 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    261044 | PA      | $262512.61    | 0.17%             | 2030-05-06      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BUND FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         2 | NC      | $-948.30      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Gates Global LLC                                  | Gates Global LLC 2024 Term Loan B5                                                                                           | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    121255 | PA      | $121582.74    | 0.08%             | 2031-06-04      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HRR68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1066206.70   | 0.71%             | 2056-05-25      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Discovery Purchaser Corporation                   | Discovery Purchaser Corporation Term Loan                                                                                    | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |     75000 | PA      | $74409.38     | 0.05%             | 2029-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                          | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $177167.66    | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                            | Mozambique International Bond                                                                                                | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    200000 | PA      | $164374.78    | 0.11%             | 2031-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     21000 | PA      | $5332.43      | 0.00%             | 2024-12-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                          | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                  | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $176707.19    | 0.12%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $172938.18    | 0.11%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.            | Grifols Worldwide Operations USA, Inc. 2026 USD Term Loan B                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $175609.00    | 0.12%             | 2033-04-14      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds            | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    191000 | PA      | $166208.20    | 0.11%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    210000 | PA      | $110827.50    | 0.07%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $202860.00    | 0.13%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HCQQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2058257.00   | 1.36%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                               | Planet US Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    171938 | PA      | $172868.61    | 0.11%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                  | TKC Holdings Inc                                                                                                             | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $235578.19    | 0.16%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                               | COMM 2013-CCRE11 Mortgage Trust                                                                                              | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2167954 | PA      | $2100893.01   | 1.39%             | 2050-08-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR NOTE (CBT)JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -64 | NC      | $133641.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Employbridge Holding Company                      | Employbridge Holding Company 2025 Second Out Term Loan                                                                       | CUSIP: 29216HAE1<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    203143 | PA      | $38257.97     | 0.03%             | 2030-01-19      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191629.45    | 0.13%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                          | Greystar Real Estate Partners LLC                                                                                            | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93806.37     | 0.06%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                            | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $201796.73    | 0.13%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC/ Asurion Co-Issuer Inc                                                                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33572.04     | 0.02%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                   | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $506596.00    | 0.34%             | 2039-12-15      | Floating      | 9.30%                 | 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        |     50000 | PA      | $47641.08     | 0.03%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                            | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    200000 | PA      | $236292.24    | 0.16%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| LUXCO3 SHARES                                     | LUXCO3 SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       914 | NS      | $18891.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    364000 | PA      | $92838.20     | 0.06%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bonds             | Panama Government International Bonds                                                                                        | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $190000.00    | 0.13%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    193000 | PA      | $148198.99    | 0.10%             | 2032-02-01      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38383X2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1182069 | PA      | $1217211.70   | 0.81%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1033970.50   | 0.68%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                   | Spin Holdco Inc 2026 First Lien First Out Term Loan                                                                          | CUSIP: 22946QAB9<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     60917 | PA      | $62253.63     | 0.04%             | 2030-09-04      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PKP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2429 | PA      | $2451.92      | 0.00%             | 2027-07-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                           | Core Scientific Finance I LLC                                                                                                | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37925.11     | 0.03%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds               | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    350000 | PA      | $399165.09    | 0.26%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                        | Azuria Water Solutions Inc 2026 Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    154412 | PA      | $154604.77    | 0.10%             | 2033-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITYBREWING TOPCO, LLC                            | CITYBREWING TOPCO, LLC                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5554 | NS      | $29158.50     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC               | Cushman & Wakefield US Borrower LLC 2025 Term Loan                                                                           | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    342218 | PA      | $344250.67    | 0.23%             | 2030-01-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                    | Rocket Cos Inc                                                                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101344.50    | 0.07%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Lebanon Government International Bonds            | Lebanon Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     38000 | PA      | $9659.65      | 0.01%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE JUN26                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -5 | NC      | $8073.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown Group Holding LLC                           | Brown Group Holding LLC Term Loan B                                                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    180681 | PA      | $181797.98    | 0.12%             | 2031-07-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BMIDYNLX1 CDS USD R F  7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    950880 | OU      | $3390.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                  | Long: BMIFBP3C2 CDS USD R F  1.00000 BMIFBP3D0 CORPORATE / Short: BMIFBP3C2 CDS USD P V 03MEVENT BMIFBP3E8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |    181000 | OU      | $-1427.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    480000 | PA      | $358800.00    | 0.24%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4797345 | PA      | $683372.16    | 0.45%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                  | Freddie Mac Strips                                                                                                           | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    802592 | PA      | $152564.91    | 0.10%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                           | UKG Inc 2024 Term Loan B                                                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    391895 | PA      | $378817.50    | 0.25%             | 2031-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                          | NEXSTAR BROADCASTING INC 2026 TERM LOAN B7                                                                                   | CUSIP: 65336RBF4<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    100000 | PA      | $100055.00    | 0.07%             | 2033-03-18      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US 10YR ULTRA FUT JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         6 | NC      | $-18936.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC/ Asurion Co-Issuer Inc                                                                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111836.29    | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                    | Proofpoint Inc 2025 Repriced Term Loan                                                                                       | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    359231 | PA      | $349408.13    | 0.23%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HPAN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    473038 | PA      | $499110.34    | 0.33%             | 2055-12-25      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                              | Province of Santa Fe                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    166000 | PA      | $163095.00    | 0.11%             | 2034-12-11      | Fixed         | 8.10%                 | Yes           |                  2 | On Loan: No      |
| REP SRPSKA INTL BOND                              | Republic of Srpska International Government Bond                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | BA        |    100000 | PA      | $119083.30    | 0.08%             | 2031-04-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BONO GAR PROV DEL CHUBUT                          | Provincia del Chubut Argentina                                                                                               | CUSIP: 17127LAB1<br>LEI: 529900V5CYYSD8ADKQ03 | Long             | DBT              | NUSS              | AR        |    266000 | PA      | $274645.00    | 0.18%             | 2036-04-29      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| LOIRE FINCO LUXEMBOURG SARL                       | Loire Finco Luxembourg Sarl 2026 EUR Term Loan B                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    108000 | PA      | $127399.34    | 0.08%             | 2030-01-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| RANGE RED ACQ LLC (ROBERTSHAW                     | RANGE RED ACQ LLC (ROBERTSHAW                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $102004.56    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    233000 | PA      | $179702.81    | 0.12%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC Repriced Term Loan B                                                                                      | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     99501 | PA      | $99657.34     | 0.07%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                              | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195760.34    | 0.13%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Employbridge Holding Company                      | Employbridge Holding Company 2025 First Out Term Loan                                                                        | CUSIP: 29216HAD3<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    128971 | PA      | $86687.09     | 0.06%             | 2030-01-19      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $206549.46    | 0.14%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                                       | CUSIP: 900123DG2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    220000 | PA      | $249631.19    | 0.17%             | 2033-01-19      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2175.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                              | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202666.84    | 0.13%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198632.56    | 0.13%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38380TU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    616051 | PA      | $22985.99     | 0.02%             | 2047-08-20      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38385LDB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    991074 | PA      | $1077117.10   | 0.71%             | 2056-01-20      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                              | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    500000 | PA      | $450348.21    | 0.30%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                                                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117705.89    | 0.08%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31396YQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382479 | PA      | $29844.75     | 0.02%             | 2038-04-25      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    360000 | PA      | $310518.00    | 0.21%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                       | Export-Import Bank of India                                                                                                  | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    368000 | PA      | $330259.50    | 0.22%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                            | Patrick Industries Inc                                                                                                       | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88753.54     | 0.06%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                          | Olympus Water US Holding Corp                                                                                                | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293498.34    | 0.19%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $401227.46    | 0.27%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137F3E59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    358348 | PA      | $73215.72     | 0.05%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     72000 | PA      | $74419.92     | 0.05%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                               | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       601 | NS      | $11944.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Newly Weds Foods Inc                              | Newly Weds Foods Inc Term Loan B                                                                                             | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |    148875 | PA      | $149201.04    | 0.10%             | 2032-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Synechron Inc                                     | Synechron Inc Term Loan B                                                                                                    | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |    123750 | PA      | $114365.42    | 0.08%             | 2031-10-03      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TLC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8023 | PA      | $8132.88      | 0.01%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                | Panama Government International Bond                                                                                         | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    350000 | PA      | $352800.00    | 0.23%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                  | Aretec Group Inc 2025 Repriced Term Loan                                                                                     | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    161099 | PA      | $161657.52    | 0.11%             | 2030-08-09      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                          | Phoenix Aviation Capital Ltd                                                                                                 | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     88000 | PA      | $89883.02     | 0.06%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                        | Sixth Street CLO XXI Ltd                                                                                                     | CUSIP: 83011PAQ0<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001691.00   | 0.66%             | 2037-10-21      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                         | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    119452 | PA      | $118406.80    | 0.08%             | 2031-12-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PRTNERS LLC                    | TRAVERSE MIDSTREAM PRTNERS LLC 2026 TERM LOAN B                                                                              | CUSIP: 89435TAH7<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |     75000 | PA      | $75211.13     | 0.05%             | 2033-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    189937 | PA      | $205220.59    | 0.14%             | 2052-11-20      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                        | Hanger Inc 2024 Term Loan B                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    153488 | PA      | $154607.31    | 0.10%             | 2031-10-23      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     36000 | PA      | $9170.85      | 0.01%             | 2028-11-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CANO HEALTH, INC.,                                | CANO HEALTH, INC.,                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Garrett LX I SARL                                 | Garrett LX I SARL 2025 USD Term Loan B                                                                                       | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |     88789 | PA      | $89122.43     | 0.06%             | 2032-01-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| MRP Buyer LLC                                     | MRP Buyer LLC Delayed Draw Term Loan                                                                                         | CUSIP: 55351DAC4<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |     28141 | PA      | $28281.54     | 0.02%             | 2032-06-04      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334200.96    | 0.22%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    148000 | PA      | $37536.50     | 0.02%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MRP Buyer LLC                                     | MRP Buyer LLC Term Loan                                                                                                      | CUSIP: 55351DAB6<br>LEI: 254900P4JAIDEHZ3O147 | Long             | LON              | CORP              | US        |    220665 | PA      | $221768.64    | 0.15%             | 2032-06-04      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TM7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39616 | PA      | $40615.16     | 0.03%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds               | Peru Government International Bonds                                                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    800000 | PA      | $692000.00    | 0.46%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                              | CUSIP: 3138EJAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72588 | PA      | $74617.22     | 0.05%             | 2037-09-01      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137F3NP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259553 | PA      | $51912.98     | 0.03%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                 | EMRLD Borrower LP Term Loan B                                                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    114254 | PA      | $114526.25    | 0.08%             | 2030-05-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco LP                               | Horizon US Finco LP Term Loan B                                                                                              | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103011 | PA      | $95929.39     | 0.06%             | 2031-10-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                               | LBM Acquisition LLC                                                                                                          | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87623.47     | 0.06%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos LLC                                    | NCR Atleos LLC 2025 Term Loan B                                                                                              | CUSIP: 63001PAG6<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     83211 | PA      | $83288.75     | 0.06%             | 2029-04-16      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | Long: BMID2FBE6 CDS USD R F  1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |   1368731 | OU      | $-7500.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1027995.75   | 0.68%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30672 | PA      | $3145.41      | 0.00%             | 2041-12-15      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                    | Raven Acquisition Holdings LLC Term Loan B                                                                                   | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184800 | PA      | $183959.15    | 0.12%             | 2031-11-19      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                | Greystar Real Estate Partners LLC 2025 Term Loan B                                                                           | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |     50000 | PA      | $50187.50     | 0.03%             | 2030-08-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-171.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    110000 | PA      | $116330.50    | 0.08%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Boxer Parent Company Inc                          | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    256722 | PA      | $238376.92    | 0.16%             | 2031-07-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162868.92    | 0.11%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $375270.00    | 0.25%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BA2V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1545913 | PA      | $222728.83    | 0.15%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                      | Dayforce Inc 2026 Term Loan                                                                                                  | CUSIP: 23923YAB7<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    125000 | PA      | $118234.38    | 0.08%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    109000 | PA      | $113494.82    | 0.08%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $427936.02    | 0.28%             | 2029-03-24      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                | Zegona Finance PLC                                                                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209822.88    | 0.14%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| American Residential Services LLC                 | American Residential Services LLC 2025 Term Loan B                                                                           | CUSIP: 02927HAK4<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |     95280 | PA      | $95518.20     | 0.06%             | 2032-02-02      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                          | Arterra Wines Canada Inc 2020 Term Loan                                                                                      | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |    141947 | PA      | $139506.72    | 0.09%             | 2027-11-24      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     20000 | PA      | $5315.65      | 0.00%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Zambia Government International Bonds             | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     35353 | PA      | $34811.60     | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                              | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAF1<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |    155000 | PA      | $161471.25    | 0.11%             | 2032-07-02      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                  | Long: BMIG0YX89 CDS USD R V 03MEVENT BMIG0YXA4 SOVEREIGN / Short: BMIG0YX89 CDS USD P F  5.00000 BMIG0YX97 SOVEREIGN         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |     16000 | OU      | $-405.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                             | Phoenix Guarantor Inc 2024 Term Loan B                                                                                       | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    225417 | PA      | $226440.62    | 0.15%             | 2031-02-21      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                           | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28000.70     | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                         | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    900000 | PA      | $776295.00    | 0.51%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                     | Acrisure LLC 2024 1st Lien Term Loan B6                                                                                      | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    124684 | PA      | $123032.27    | 0.08%             | 2030-11-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc                      | Somnigroup International Inc Term Loan B                                                                                     | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    173115 | PA      | $174125.12    | 0.12%             | 2031-10-24      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                          | Venture Global Calcasieu Pass LLC                                                                                            | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40330.13     | 0.03%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                          | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $219109.00    | 0.14%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc      | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAN8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1438315.61   | 0.95%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.         | AEA International Holdings (Lux) Sarl 2024 USD Term Loan B                                                                   | CUSIP: 46033XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    143705 | PA      | $143705.32    | 0.10%             | 2028-09-07      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                             | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $214200.00    | 0.14%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                                                                   | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    150000 | PA      | $162533.03    | 0.11%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    996688 | PA      | $1023544.21   | 0.68%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                         | Caesars Entertainment Inc 2024 Term Loan B1                                                                                  | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    318500 | PA      | $309244.39    | 0.20%             | 2031-02-06      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                | Varsity Brands Inc 2025 1st Lien Term Loan                                                                                   | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |    149625 | PA      | $149568.89    | 0.10%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds              | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9182 | PA      | $9096.80      | 0.01%             | 2026-07-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    315809 | PA      | $347563.28    | 0.23%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds           | Pakistan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $193078.31    | 0.13%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    150000 | PA      | $103725.00    | 0.07%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3133THV79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45244 | PA      | $45881.35     | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds             | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    220000 | PA      | $229518.32    | 0.15%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    175600 | PA      | $84946.50     | 0.06%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH            | Techem Verwaltungsgesellschaft 675 mbH 2025 EUR Term Loan B                                                                  | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |    110904 | PA      | $131267.45    | 0.09%             | 2032-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697025.49    | 0.46%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                           | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |         1 | NC      | $85.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Securities Ltd.                  | Long: BMIFBP1V2 CDS USD R F  1.00000 BMIFBP1W0 CORPORATE / Short: BMIFBP1V2 CDS USD P V 03MEVENT BMIFBP1X8 CORPORATE         | CUSIP: 000000000<br>LEI: K9WDOH4D2PYBSLSOB484 | N/A              | DCR              |  | GB        |    182000 | OU      | $-595.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    185900 | PA      | $93647.13     | 0.06%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                          | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                          | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $92897.38     | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                               | SWORD PURCHASER LLC USD TERM LOAN B                                                                                          | CUSIP: 87110SAB8<br>LEI: 254900S0VY2QTAITBR94 | Long             | LON              | CORP              | US        |    225000 | PA      | $218812.50    | 0.14%             | 2033-04-11      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HMLP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1528385 | PA      | $1572202.15   | 1.04%             | 2055-06-25      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                          | MI Windows and Doors LLC 2024 Term Loan B2                                                                                   | CUSIP: 55336CAK8<br>LEI: 2549001JQBGDT0WEQ156 | Long             | LON              | CORP              | US        |     96951 | PA      | $95523.98     | 0.06%             | 2031-03-28      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                      | Harbor Freight Tools USA Inc 2024 Term Loan B                                                                                | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    294750 | PA      | $294750.00    | 0.20%             | 2031-06-11      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 31394W3D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276408 | PA      | $23753.02     | 0.02%             | 2034-03-15      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                           | Long: BMIFA9JN8 CDS USD R F  1.00000 BMIFA9JN8_FEE CORPORATE / Short: BMIFA9JN8 CDS USD P V 03MEVENT BMIFA9JN8_PRO CORPORATE | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              |  | US        |     68000 | OU      | $-508.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     24000 | PA      | $12600.00     | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries Inc/NY                                                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181667.16    | 0.12%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                              | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $214786.87    | 0.14%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| STONEBRIAR ABF LLC                                | Stonebriar ABF Issuer LLC                                                                                                    | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105094.10    | 0.07%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust             | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                               | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $958604.20    | 0.63%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                             | Argentina Bonar Bonds                                                                                                        | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1411000 | PA      | $862544.30    | 0.57%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                              | Provincia de Cordoba                                                                                                         | CUSIP: 74408DAG9<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |     12000 | PA      | $11610.00     | 0.01%             | 2035-02-03      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                              | Fortrea Holdings Inc                                                                                                         | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    118000 | PA      | $114965.97    | 0.08%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                              | CUSIP: 31384U3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34245 | PA      | $34611.75     | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US LONG BOND(CBT) JUN26                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -11 | NC      | $47468.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                           | El Salvador Government International Bond                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $169320.00    | 0.11%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AMYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604084 | PA      | $92567.45     | 0.06%             | 2045-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                              | Reworld Holding Corp 2025 Term Loan B1                                                                                       | CUSIP: 22282GAS6<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    129032 | PA      | $129324.52    | 0.09%             | 2031-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORP                                      | Seaspan Corp                                                                                                                 | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |     76000 | PA      | $72706.73     | 0.05%             | 2029-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                             | Ontario Gaming GTA LP Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    134665 | PA      | $128091.90    | 0.08%             | 2030-08-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                             | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104305.30    | 0.07%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc           | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    163421 | PA      | $162455.83    | 0.11%             | 2031-07-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                        | SELECT MEDICAL CORPORATION 2026 TERM LOAN B                                                                                  | CUSIP: 816194AZ7<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |     75000 | PA      | $75375.00     | 0.05%             | 2031-12-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                    | Morgan Stanley Capital I Trust 2016-UBS12                                                                                    | CUSIP: 61691EAJ4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   1227333 | PA      | $769444.27    | 0.51%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457383 | PA      | $29577.74     | 0.02%             | 2043-05-15      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                          | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     60000 | PA      | $61411.20     | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                 | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502128.50   | 0.99%             | 2036-07-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation              | Olympus Water US Holding Corporation 2024 USD Term Loan                                                                      | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    317311 | PA      | $314139.81    | 0.21%             | 2031-06-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL MENTOR HOLDINGS INC                      | National Mentor Holdings Inc 2025 1st Lien Term Loan B                                                                       | CUSIP: 63689EAX3<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    321582 | PA      | $323424.30    | 0.21%             | 2030-12-12      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds           | Paraguay Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    135000 | PA      | $135843.75    | 0.09%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                          | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   8672111 | NS      | $8672111.15   | 5.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Albion Financing 3 SARL                           | Albion Financing 3 SARL 2025 USD Term Loan                                                                                   | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    215558 | PA      | $216878.11    | 0.14%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    295659 | PA      | $134524.85    | 0.09%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                         | Serta Simmons Bedding LLC 2024 Priority Term Loan                                                                            | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     26956 | PA      | $26989.60     | 0.02%             | 2028-06-29      | Floating      | 11.29%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    110000 | PA      | $107685.05    | 0.07%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds            | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    310000 | PA      | $270016.62    | 0.18%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5050000 | PA      | $5078209.05   | 3.36%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds              | Chile Government International Bonds                                                                                         | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $199940.00    | 0.13%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                             | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAN4<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $235353.30    | 0.16%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                        | Hanger Inc 2024 Delayed Draw Term Loan                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     19888 | PA      | $20033.18     | 0.01%             | 2031-10-23      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384CN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $516630.40    | 0.34%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    210000 | PA      | $163241.31    | 0.11%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                | Dominican Republic International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    610000 | PA      | $577029.50    | 0.38%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bonds            | Turkiye Government International Bonds                                                                                       | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    250000 | PA      | $245422.08    | 0.16%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    191000 | PA      | $200124.64    | 0.13%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds            | Romania Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    230000 | PA      | $245842.25    | 0.16%             | 2037-02-10      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| INGRAM MICRO INC                                  | Ingram Micro Inc                                                                                                             | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    391000 | PA      | $384529.69    | 0.25%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings Inc                                                                                                      | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100651.30    | 0.07%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC             | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                                                               | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    110560 | PA      | $110790.68    | 0.07%             | 2030-10-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2409994 | PA      | $313262.70    | 0.21%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 31397GE63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298158 | PA      | $242776.91    | 0.16%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                        | Serbia International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    205000 | PA      | $180017.00    | 0.12%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $88852.06     | 0.06%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610565 | PA      | $98853.49     | 0.07%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: S92XV2ZL7 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92XV2ZL7 CDS USD P V 03MEVENT 1 CCPSOVEREIGN                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2500000 | OU      | $13052.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BKJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83513 | PA      | $2034.28      | 0.00%             | 2044-09-15      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                          | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                    | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    159000 | PA      | $162979.61    | 0.11%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                              | Constant Contact Inc Term Loan                                                                                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    264326 | PA      | $248561.93    | 0.16%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                          | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    167000 | PA      | $165848.10    | 0.11%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: S92XV1094 CDS USD R F  1.00000 Z92XV10B9 CCPSOVEREIGN / Short: S92XV1094 CDS USD P V 03MEVENT Z92XV10A1 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $113242.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31396V5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310195 | PA      | $27156.69     | 0.02%             | 2037-06-25      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                     | GEE ACQUISITION HOLDINGS CORP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3588 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                          | Allwyn Entertainment Financing UK PLC                                                                                        | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206038.90    | 0.14%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    102600 | PA      | $52454.25     | 0.03%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $58393.93     | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                           | Romanian Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     93000 | PA      | $106895.63    | 0.07%             | 2037-10-07      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| SONANGOL FINANCE LTD                              | Sonangol Finance Ltd                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AO        |    200000 | PA      | $204829.42    | 0.14%             | 2031-01-29      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| PHRG Intermediate LLC                             | PHRG Intermediate LLC 2025 Term Loan B                                                                                       | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124062 | PA      | $123675.43    | 0.08%             | 2032-02-20      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| EXAMWORKS BIDCO INC                               | ExamWorks BidCo Inc 2026 Term Loan B                                                                                         | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120961 | PA      | $121551.23    | 0.08%             | 2033-02-06      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Adient US LLC                                     | Adient US LLC 2024 Term Loan B2                                                                                              | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |     77787 | PA      | $78014.23     | 0.05%             | 2031-01-31      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    301100 | PA      | $142646.13    | 0.09%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     64000 | PA      | $60432.45     | 0.04%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                  | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                              | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $976745.00    | 0.65%             | 2032-01-20      | Floating      | 10.64%                | No            |                  2 | On Loan: No      |
| Matador Bidco Sarl                                | Matador Bidco Sarl 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |    131034 | PA      | $130345.69    | 0.09%             | 2029-07-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     97000 | PA      | $42801.25     | 0.03%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38382KWY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4593470 | PA      | $570416.37    | 0.38%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    381696 | PA      | $67000.68     | 0.04%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                               | White Cap Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    185238 | PA      | $184675.92    | 0.12%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING INC                         | SERTA SIMMONS BEDDING INC                                                                                                    | CUSIP: 937BQA905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $158267.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    169000 | PA      | $168781.68    | 0.11%             | 2026-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USI Inc                                           | USI Inc 2024 Term Loan D                                                                                                     | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    366861 | PA      | $367711.82    | 0.24%             | 2029-11-21      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Cleanova US Holdings LLC                          | Cleanova US Holdings LLC 2025 Term Loan B                                                                                    | CUSIP: 18452UAB4<br>LEI: 254900Q8HEK85N92G859 | Long             | LON              | CORP              | US        |     75000 | PA      | $74250.00     | 0.05%             | 2032-06-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPM Lending Facility                              | JPM Lending Facility                                                                                                         | CUSIP: 000000000<br>LEI: 6354009QIELPOGEAFS09 | Long             | ABS-MBS          | CORP              | US        |   1237500 | PA      | $1241830.01   | 0.82%             | 2029-07-15      | Variable      | 10.65%                | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds             | Brazil Government International Bonds                                                                                        | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $414420.00    | 0.27%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BLH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    498484 | PA      | $48147.25     | 0.03%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                | Mongolia Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $205977.27    | 0.14%             | 2030-02-25      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                                                                   | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    600000 | PA      | $603221.01    | 0.40%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1028921.80   | 0.68%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                   | Cano Health LLC 2024 Exit Term Loan                                                                                          | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     17098 | PA      | $0.00         | 0.00%             | 2029-06-28      | Floating      | 13.70%                | No            |                  3 | On Loan: No      |
| Citrin Cooperman Advisors LLC                     | Citrin Cooperman Advisors LLC 2025 Term Loan B                                                                               | CUSIP: 17737EAC7<br>LEI: 254900DPG9ZEAP5MK895 | Long             | LON              | CORP              | US        |    174125 | PA      | $168422.41    | 0.11%             | 2032-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                 | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NEW BLACKBOARD, LLC                               | NEW BLACKBOARD, LLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1324 | NS      | $24268.92     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| AMERIFORGE GROUP INC                              | Ameriforge Group Inc 2024 PIK Class A Delayed Draw Term Loan                                                                 | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |     14552 | PA      | $282.31       | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC            | Cushman & Wakefield US Borrower LLC 2025 Term Loan B3                                                                        | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    141622 | PA      | $142330.06    | 0.09%             | 2030-01-31      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BC7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2604 | PA      | $2.02         | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG INVESTMENT COMPANY 59 SA RL                    | PG Investment Company 59 Sa rl 2025 Repriced Term Loan B                                                                     | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    148132 | PA      | $149068.49    | 0.10%             | 2031-03-26      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    129000 | PA      | $33035.46     | 0.02%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     81000 | PA      | $20624.38     | 0.01%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                             | Quikrete Holdings Inc 2025 Term Loan B                                                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    198000 | PA      | $198390.06    | 0.13%             | 2032-02-10      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                       | Long: BMIF95B55 CDS USD R F  1.00000 BMIF95B63 CORPORATE / Short: BMIF95B55 CDS USD P V 03MEVENT BMIF95B71 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |    180000 | OU      | $-1419.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                | Project Ruby Ultimate Parent Corp 2025 Term Loan B                                                                           | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    167190 | PA      | $167337.60    | 0.11%             | 2028-03-10      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust        | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                          | CUSIP: 46642NAJ5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $322800.00    | 0.21%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                   | Trans Union LLC 2024 Term Loan B9                                                                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    104713 | PA      | $104843.96    | 0.07%             | 2031-06-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                               | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    146633 | PA      | $146760.90    | 0.10%             | 2028-12-12      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds              | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $190589.63    | 0.13%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                   | Benefit Street Partners CLO XII-B Ltd                                                                                        | CUSIP: 081917AG1<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004615.00   | 0.66%             | 2037-10-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BXXS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911459 | PA      | $929483.06    | 0.62%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                              | APLD ComputeCo 2 LLC                                                                                                         | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69348.67     | 0.05%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                          | Windsor Holdings III LLC                                                                                                     | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209027.00    | 0.14%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $1219.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                          | Suriname Government International Bond                                                                                       | CUSIP: 86886PAE2<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    200000 | PA      | $208150.00    | 0.14%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: S92XVTUE9 CDS USD R F  1.00000 Z92XVTUG4 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT Z92XVTUF6 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $-7838.28     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                          | 1011778 BC ULC / New Red Finance Inc                                                                                         | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    212000 | PA      | $201802.46    | 0.13%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1148973 | PA      | $139340.83    | 0.09%             | 2050-02-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| Northstar Group Services Inc                      | Northstar Group Services Inc 2024 Term Loan B                                                                                | CUSIP: 66707RAF4<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |    221434 | PA      | $222818.81    | 0.15%             | 2030-05-31      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust            | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                                               | CUSIP: 90349GAS4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    848384 | PA      | $791577.13    | 0.52%             | 2046-04-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $252893.36    | 0.17%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                          | Air Comm Corporation LLC 2025 Term Loan                                                                                      | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    188880 | PA      | $189883.36    | 0.13%             | 2031-12-11      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                          | Proampac PG Borrower LLC 2026 USD Term Loan B                                                                                | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    200000 | PA      | $195850.00    | 0.13%             | 2033-03-07      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                  | Long: BMIFLTBZ3 CDS USD R F  1.00000 BMIFLTC09 CORPORATE / Short: BMIFLTBZ3 CDS USD P V 03MEVENT BMIFLTC17 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |    500000 | OU      | $-56329.90    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Peer Holding III BV                               | Peer Holding III BV 2025 USD Term Loan B4B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    147000 | PA      | $147624.75    | 0.10%             | 2030-10-28      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines Inc 2025 Term Loan                                                                                         | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |    109723 | PA      | $109273.06    | 0.07%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                    | Bombardier Inc                                                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $158015.85    | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                             | Gray Television Inc 2021 Term Loan D                                                                                         | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |     77683 | PA      | $78015.17     | 0.05%             | 2028-12-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                           | Aethon United BR LP / Aethon United Finance Corp                                                                             | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $297858.35    | 0.20%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                             | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375429.67    | 0.25%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                               | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    100000 | PA      | $116733.64    | 0.08%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nvent Electric Public Limited Company             | Nvent Electric Public Limited Company Term Loan B                                                                            | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |    148875 | PA      | $149434.03    | 0.10%             | 2032-01-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds        | Philippines Government International Bonds                                                                                   | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    230000 | PA      | $222387.71    | 0.15%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                       | Franklin Square Holdings LP 2024 Term Loan B                                                                                 | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    122812 | PA      | $114215.63    | 0.08%             | 2031-04-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31395DWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355932 | PA      | $23588.83     | 0.02%             | 2036-06-25      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     56000 | PA      | $53389.54     | 0.04%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding LV Ltd                                                                                                  | CUSIP: 55819FAY7<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1449664.50   | 0.96%             | 2037-07-18      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    311413 | PA      | $122976.99    | 0.08%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALERA GROUP INC                                   | Alera Group Inc 2026 Term Loan B                                                                                             | CUSIP: 01451PAE6<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |    148876 | PA      | $147449.43    | 0.10%             | 2032-05-30      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    460000 | PA      | $116416.80    | 0.08%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tanzania                                          | Tanzania 10 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |    616633 | PA      | $613549.94    | 0.41%             | 2031-04-28      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group Inc.               | Newfold Digital Holdings Group Inc 2025 Tranche A Term Loan                                                                  | CUSIP: 65131PAC3<br>LEI: 549300UTQC2651SB0W88 | Long             | LON              | CORP              | US        |     42351 | PA      | $29148.11     | 0.02%             | 2029-04-30      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 31397JZ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    501754 | PA      | $35572.66     | 0.02%             | 2037-07-15      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HMNX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    761825 | PA      | $784737.65    | 0.52%             | 2055-08-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                  | UWM Holdings LLC                                                                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $78884.39     | 0.05%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A93D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    904717 | PA      | $165034.72    | 0.11%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                           | OAK-Eagle Acquireco Inc                                                                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    143000 | PA      | $147414.56    | 0.10%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3347.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                               | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    200000 | PA      | $204500.00    | 0.14%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae Pool                                                                                                              | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193305 | PA      | $195761.04    | 0.13%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618FGEC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1062198 | PA      | $1126611.78   | 0.75%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                  | CPI Holdco B LLC 2025 Add-on Term Loan B                                                                                     | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    147750 | PA      | $147900.71    | 0.10%             | 2031-05-19      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    496000 | PA      | $126480.00    | 0.08%             | 2020-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dragon Buyer, Inc                                 | Dragon Buyer Inc Term Loan B                                                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    172812 | PA      | $165727.19    | 0.11%             | 2031-09-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    325031 | PA      | $344740.76    | 0.23%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38385NDC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    993731 | PA      | $1058108.68   | 0.70%             | 2056-02-20      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                          | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102438.27    | 0.07%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                             | Fortress Intermediate 3 Inc                                                                                                  | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151684.95    | 0.10%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617FLP33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    485270 | PA      | $498848.36    | 0.33%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                              | Ameriforge Group Inc 2024 PIK Class A Initial Term Loan                                                                      | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |    126012 | PA      | $2444.64      | 0.00%             | 2026-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| REWORLD HOLDING CORP                              | Reworld Holding Corp 2025 1st Lien Term Loan C                                                                               | CUSIP: 22282GAT4<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     20968 | PA      | $21015.23     | 0.01%             | 2031-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds             | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    170000 | PA      | $116501.69    | 0.08%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31397QZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    460721 | PA      | $15326.34     | 0.01%             | 2041-01-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                             | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    214000 | PA      | $98386.50     | 0.07%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155092 | PA      | $27981.94     | 0.02%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     58000 | PA      | $15216.88     | 0.01%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds            | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $107330.00    | 0.07%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds               | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $424997.13    | 0.28%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                          | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    237917 | PA      | $94572.01     | 0.06%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    130000 | PA      | $66482.01     | 0.04%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     84000 | PA      | $83656.08     | 0.06%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                             | Golden State Food LLC 2026 Term Loan B                                                                                       | CUSIP: 38121NAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $125741.88    | 0.08%             | 2031-12-04      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds        | Republic of Azerbaijan International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    150000 | PA      | $141012.60    | 0.09%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                       | Autokiniton US Holdings Inc 2024 Term Loan B                                                                                 | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    166786 | PA      | $165309.07    | 0.11%             | 2028-04-06      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                  | Delivery Hero SE 2024 USD Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    149809 | PA      | $149434.64    | 0.10%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HNHF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    459622 | PA      | $469388.42    | 0.31%             | 2055-10-25      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                        | MajorDrive Holdings IV LLC 2022 Incremental Term Loan B                                                                      | CUSIP: 56085UAC7<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     79137 | PA      | $75707.53     | 0.05%             | 2029-06-01      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B02M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338266 | PA      | $18477.89     | 0.01%             | 2033-02-15      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304599 | PA      | $55793.62     | 0.04%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    245117 | PA      | $205741.22    | 0.14%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds            | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    350000 | PA      | $419646.78    | 0.28%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Hilcorp Energy I LP                               | Hilcorp Energy I LP Term Loan B                                                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |     99000 | PA      | $99371.25     | 0.07%             | 2030-02-11      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136APA44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1153185 | PA      | $183506.11    | 0.12%             | 2045-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301732 | PA      | $61839.89     | 0.04%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTRUCK GROUP INC                               | REALTRUCK GROUP INC 2026 FLSO TRANCHE A TERM LOAN                                                                            | CUSIP: 75607VAC4<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     40000 | PA      | $23333.40     | 0.02%             | 2031-01-31      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds            | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    600000 | PA      | $619710.00    | 0.41%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                | Angolan Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    217000 | PA      | $231770.32    | 0.15%             | 2031-01-15      | Fixed         | 9.24%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 31359PXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5766 | PA      | $5823.03      | 0.00%             | 2027-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                         | Bausch & Lomb Corporation 2025 Repriced Term Loan                                                                            | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    109724 | PA      | $110496.22    | 0.07%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                            | AthenaHealth Group Inc                                                                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    302000 | PA      | $288075.48    | 0.19%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                | CP Atlas Buyer Inc                                                                                                           | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186099.29    | 0.12%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1031073.95   | 0.68%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Journey Personal Care Corp                        | Journey Personal Care Corp 2024 Term Loan B                                                                                  | CUSIP: 48114NAF8<br>LEI: 5493000G9KGROJ41TP46 | Long             | LON              | CORP              | US        |    117036 | PA      | $115280.67    | 0.08%             | 2028-03-01      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                       | Grant Thornton Advisors LLC 2025 Term Loan B                                                                                 | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    229244 | PA      | $222630.12    | 0.15%             | 2031-06-02      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds              | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    171781 | PA      | $168626.57    | 0.11%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| APEX TOOL GROUP LLC                               | Apex Tool Group LLC 2025 15 Lien Term Loan B                                                                                 | CUSIP: 03760SAG7<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |      2718 | PA      | $1100.84      | 0.00%             | 2029-02-08      | Floating      | 9.65%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                | Alliant Holdings Intermediate LLC 2025 Term Loan B                                                                           | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    119444 | PA      | $119387.64    | 0.08%             | 2031-09-19      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds               | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $201640.48    | 0.13%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38385K5F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    987431 | PA      | $1056356.71   | 0.70%             | 2055-11-20      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $158800.00    | 0.11%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63069.24     | 0.04%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BVGL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    221557 | PA      | $232771.11    | 0.15%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     10729 | PA      | $6815.88      | 0.00%             | 2030-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IRB HOLDING CORP                                  | IRB Holding Corp 2025 Term Loan B                                                                                            | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    236362 | PA      | $237247.92    | 0.16%             | 2030-12-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    673190 | PA      | $681819.10    | 0.45%             | 2054-06-25      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds        | El Salvador Government International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     50000 | PA      | $51440.00     | 0.03%             | 2035-06-15      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| Applied Systems Inc                               | Applied Systems Inc 2024 1st Lien Term Loan                                                                                  | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    394600 | PA      | $389959.79    | 0.26%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                            | Cascade MH Asset Trust 2022-MH1                                                                                              | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392004 | PA      | $384821.99    | 0.25%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $104437.20    | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    286720 | PA      | $34721.29     | 0.02%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33106 | PA      | $32470.53     | 0.02%             | 2035-01-01      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                           | UGI Energy Services LLC 2024 Term Loan B                                                                                     | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    212608 | PA      | $214202.65    | 0.14%             | 2030-02-22      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                          | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63493.98     | 0.04%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136997 | PA      | $7176.96      | 0.00%             | 2035-05-15      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                          | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    148125 | PA      | $148773.05    | 0.10%             | 2031-09-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds            | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    318000 | PA      | $195461.10    | 0.13%             | 2034-02-01      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                        | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ALU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    713444 | PA      | $110705.58    | 0.07%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                               | ELECTRONIC ARTS INC USD TERM LOAN B                                                                                          | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    150000 | PA      | $150225.00    | 0.10%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group Inc                                                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94522.72     | 0.06%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                           | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                                                              | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $209470.89    | 0.14%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                    | Sabre GLBL Inc 2024 Term Loan B1                                                                                             | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     84264 | PA      | $69243.93     | 0.05%             | 2029-11-15      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| KENNOVA THERAPEUTICS.                             | KENNOVA THERAPEUTICS.                                                                                                        | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | EC               | CORP              | US        |        63 | NS      | $5656.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RealPage Inc                                      | RealPage Inc 1st Lien Term Loan                                                                                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    252339 | PA      | $247403.66    | 0.16%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae I Pool                                                                                                            | CUSIP: 3622A2NS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46787 | PA      | $47747.01     | 0.03%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    386947 | PA      | $78994.00     | 0.05%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                      | Filtration Group Corporation 2025 USD Term Loan                                                                              | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     90600 | PA      | $90858.85     | 0.06%             | 2028-10-21      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                       | Epicor Software Corporation 2024 Term Loan F                                                                                 | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    242747 | PA      | $239865.50    | 0.16%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                 | EMRLD Borrower LP 2024 Term Loan B                                                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    123132 | PA      | $123442.93    | 0.08%             | 2031-08-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                        | Select Medical Corporation 2024 Term Loan B                                                                                  | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    123438 | PA      | $123360.97    | 0.08%             | 2031-12-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                         | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                                  | CUSIP: 61691GAC4<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223681.93    | 0.15%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                                                                     | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1030862.15   | 0.68%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    264000 | PA      | $69210.08     | 0.05%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                          | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247770.85    | 0.16%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH, INC.,                                | CANO HEALTH, INC.,                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3285 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Bulgaria Government International Bonds           | Bulgaria Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     70000 | PA      | $68342.80     | 0.05%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ineos US Finance LLC                              | Ineos US Finance LLC 2023 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    104598 | PA      | $97668.84     | 0.06%             | 2030-02-18      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                 | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    220000 | PA      | $207901.52    | 0.14%             | 2039-02-26      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| Octagon 60 Ltd                                    | Octagon 60 Ltd                                                                                                               | CUSIP: 675936AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002089.00   | 0.66%             | 2037-10-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                               | Honduras Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $172548.00    | 0.11%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                 | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     47000 | PA      | $11941.06     | 0.01%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                               | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-6389.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** Eaton Vance Short Duration Diversified Income Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer