# EDGAR Filing Document

**Accession Number:** 0001528811
**File Stem:** 0001752724-25-174667
**Filing Date:** 2025-7
**Character Count:** 240196
**Document Hash:** eeefa45b3554c1e7d7a072a65fe07218
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-174667.hdr.sgml**: 20250723

**ACCESSION NUMBER**: 0001752724-25-174667

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250723

**DATE AS OF CHANGE**: 20250723

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Global Multi-Sector Income Fund
- **CENTRAL INDEX KEY:** 0001528811

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22608
- **FILM NUMBER:** 251142292

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-05-30

**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:** $131793570.45

**Total Liabilities:** $40483102.40

**Net Assets:** $91310468.05

**Delayed Delivery Securities:** $324325.00

**Cash Not Reported:** $323783.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -57.91110092 | **5-Year:** -1796.44931100 | **10-Year:** -14211.22428000 | **30-Year:** -23193.95430000

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

- **3-Month:** -2.03682920 | **1-Year:** -20.63647657 | **5-Year:** -5403.75795300 | **10-Year:** -8981.48364900 | **30-Year:** -8238.70824600

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -1.38%               | -0.92%               | 1.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-305949.92              | $-1490518.28                               |
| Month 2  | $-322988.78              | $-1033649.94                               |
| Month 3  | $-387376.33              | $1198986.01                                |

### Schedule of Portfolio Investments

| Name                                | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BXG Receivables Note Trust          | BXG Receivables Note Trust 2023-A                                               | CUSIP: 123919AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240003 | PA      | $243004.81    | 0.27%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                 | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200782.40    | 0.22%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME         | Kloeckner Pentaplast of America Inc                                             | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    157314 | PA      | $142631.53    | 0.16%             | 2026-02-09      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL            | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1200000 | PA      | $180225.54    | 0.20%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149226.85    | 0.16%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                          | Viasat Inc                                                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    138223 | PA      | $130369.50    | 0.14%             | 2029-03-05      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP              | EPIC CRUDE SERVICES LP                                                          | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    129675 | PA      | $129958.99    | 0.14%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES               | Mexico Government International Bond                                            | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    948000 | PA      | $511801.50    | 0.56%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR             | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    211000 | PA      | $220508.19    | 0.24%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA               | Indonesia Government International Bond                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    281000 | PA      | $221990.00    | 0.24%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT              | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1043000 | PA      | $797655.11    | 0.87%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136542.44    | 0.15%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers       | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $466585.47    | 0.51%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne      | PRET 2025-NPL1 Trust                                                            | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    258380 | PA      | $258205.06    | 0.28%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                    | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    295000 | PA      | $227259.50    | 0.25%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA               | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     59000 | PA      | $53616.25     | 0.06%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                    | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    411000 | PA      | $248449.50    | 0.27%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS             | VistaJet Malta Finance PLC / Vista Management Holding Inc                       | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    215000 | PA      | $211796.82    | 0.23%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                 | Petroleos Mexicanos                                                             | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $119223.75    | 0.13%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec      | Arivo Acceptance Auto Loan Receivables Trust 2024-1                             | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396000 | PA      | $405252.90    | 0.44%             | 2030-06-17      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $145485.90    | 0.16%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI            | PetSmart Inc / PetSmart Finance Corp                                            | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $141154.14    | 0.15%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DYNAMO US BIDCO INC                 | DYNAMO US BIDCO INC                                                             | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29850 | PA      | $29868.81     | 0.03%             | 2031-09-26      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC              | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    190000 | PA      | $202130.74    | 0.22%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1980000 | PA      | $1934599.21   | 2.12%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                             | Romanian Government International Bond                                          | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    158000 | PA      | $150654.58    | 0.16%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                         | RED SPV LLC                                                                     | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    135000 | PA      | $134831.25    | 0.15%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ROMANIA                             | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    664000 | PA      | $595541.60    | 0.65%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC          | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       988 | PA      | $978.00       | 0.00%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BPR Trust                           | BPR Trust 2022-OANA                                                             | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $269915.63    | 0.30%             | 2037-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                  | Dominican Republic International Bond                                           | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    305000 | PA      | $294721.50    | 0.32%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $286451.16    | 0.31%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD            | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    270000 | PA      | $264443.64    | 0.29%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA            | Altice France Holding SA                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    185000 | PA      | $67372.52     | 0.07%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2             | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    120000 | PA      | $119402.40    | 0.13%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S            | Petroleos de Venezuela SA                                                       | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1390000 | PA      | $164478.70    | 0.18%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                            | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    261000 | PA      | $241746.73    | 0.26%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST             | Office Properties Income Trust                                                  | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $397512.50    | 0.44%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS               | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34078.61     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                 | Rocket Software Inc                                                             | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103174.80    | 0.11%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                          | Affirm Asset Securitization Trust 2023-B                                        | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $351667.33    | 0.39%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAG                    | FLORA FOOD MANAG                                                                | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    132272 | PA      | $131885.90    | 0.14%             | 2028-01-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                      | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175538.27    | 0.19%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    103221 | PA      | $80124.93     | 0.09%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                    | Teine Energy Ltd                                                                | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $245765.88    | 0.27%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP                | EPICOR SOFTWARE CORP                                                            | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     91472 | PA      | $91633.52     | 0.10%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI            | KRONOS ACQUISITION HOLDINGS INC                                                 | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     61240 | PA      | $52097.63     | 0.06%             | 2031-07-08      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT              | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211794.39    | 0.23%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust           | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171400 | PA      | $160467.27    | 0.18%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| INFINITE BIDCO LLC                  | Infinite Bidco LLC                                                              | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    147730 | PA      | $133449.08    | 0.15%             | 2028-03-02      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL            | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    230000 | PA      | $219122.89    | 0.24%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING             | Herbalife Nutrition Ltd / HLF Financing Inc                                     | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    188000 | PA      | $187976.14    | 0.21%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                 | Turkiye Government International Bond                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    154000 | PA      | $167350.26    | 0.18%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS            | Univision Communications Inc                                                    | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300005.21    | 0.33%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    355000 | PA      | $348460.08    | 0.38%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC            | Safehold GL Holdings LLC                                                        | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175929.35    | 0.19%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust           | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $192864.91    | 0.21%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC            | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $235093.99    | 0.26%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    101624 | PA      | $88192.11     | 0.10%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL            | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl             | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86298.72     | 0.09%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $246122.79    | 0.27%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                     | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295481 | PA      | $298693.63    | 0.33%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    629000 | PA      | $416712.50    | 0.46%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN            | TRAVERSE MIDSTREAM PARTN                                                        | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    138583 | PA      | $138814.38    | 0.15%             | 2028-02-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust           | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $213950.00    | 0.23%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS                | HARBOR FREIGHT TOOLS USA INC                                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     74063 | PA      | $71428.26     | 0.08%             | 2031-06-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                | GARDA WORLD SECURITY                                                            | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    108059 | PA      | $107607.91    | 0.12%             | 2029-02-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                 | Turkiye Government International Bond                                           | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    516000 | PA      | $506995.80    | 0.56%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US                   | DECHRA FINANCE US                                                               | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79400.00     | 0.09%             | 2032-01-27      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     24875 | PA      | $24439.84     | 0.03%             | 2031-05-19      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    180871 | PA      | $175218.78    | 0.19%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                 | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    106869 | PA      | $106311.93    | 0.12%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                | CENTURY DE BUYE 10/30/30                                                        | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    107191 | PA      | $107560.09    | 0.12%             | 2030-10-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AU            | CATAWBA NATION GAMING AUTHORITY                                                 | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105393.75    | 0.12%             | 2032-03-29      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM             | International Petroleum Corp                                                    | CUSIP: 000000000<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500203.50    | 0.55%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS               | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    145000 | PA      | $136129.97    | 0.15%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                 | Turkiye Government International Bond                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    260000 | PA      | $259675.00    | 0.28%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                  | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    520000 | PA      | $444080.00    | 0.49%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association      | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143948 | PA      | $145657.94    | 0.16%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                       | MODIVCARE INC                                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     34738 | PA      | $23312.97     | 0.03%             | 2031-07-01      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                    | Taseko Mines Ltd                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102742.94    | 0.11%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION               | MCGRAW-HILL EDUCATION INC                                                       | CUSIP: 58063DAF0<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    103205 | PA      | $103430.84    | 0.11%             | 2031-08-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| HCA INC                             | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221964.53    | 0.24%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                    | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187489.24    | 0.21%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND            | Saudi Government International Bond                                             | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1372000 | PA      | $1098972.00   | 1.20%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                 | Benin Government International Bond                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    125000 | PA      | $113906.25    | 0.12%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                | Rackspace Technology Global Inc                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $57750.00     | 0.06%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                   | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    113000 | PA      | $108028.00    | 0.12%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)              | Pertamina Persero PT                                                            | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1075000 | PA      | $926187.75    | 1.01%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT              | Egypt Government International Bond                                             | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    477000 | PA      | $428256.56    | 0.47%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                      | Qatar Government International Bond                                             | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    365000 | PA      | $304592.50    | 0.33%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust       | Palisades Mortgage Loan Trust 2021-RTL1                                         | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36808 | PA      | $36625.73     | 0.04%             | 2026-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                        | QatarEnergy                                                                     | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    966000 | PA      | $841859.34    | 0.92%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                         | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128289.00    | 0.14%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG               | Illuminate Buyer LLC / Illuminate Holdings IV Inc                               | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $220724.68    | 0.24%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE              | Mozambique International Bond                                                   | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    421000 | PA      | $342719.26    | 0.38%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust          | Verus Securitization Trust 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    206383 | PA      | $207816.28    | 0.23%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| JAGGAER LLC                         | JAGGAER LLC                                                                     | CUSIP: 000000000<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    125000 | PA      | $125235.00    | 0.14%             | 2031-12-08      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                        | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     35000 | PA      | $39959.12     | 0.04%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                   | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    145000 | PA      | $140332.45    | 0.15%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                   | Trinidad & Tobago Government International Bond                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    183000 | PA      | $174948.00    | 0.19%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     49177 | PA      | $45796.17     | 0.05%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CUBE A&D BUYER INC                  | CUBE A&D BUYER INC                                                              | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |     95000 | PA      | $94841.35     | 0.10%             | 2031-10-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS              | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    157000 | PA      | $148953.75    | 0.16%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC            | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    331000 | PA      | $322089.08    | 0.35%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     50477 | PA      | $30791.13     | 0.03%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE               | Nippon Life Insurance Co                                                        | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202985.09    | 0.22%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                  | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    533000 | PA      | $438557.73    | 0.48%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC               | Nabors Industries Inc                                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9600.49      | 0.01%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.           | Trinity Rail Leasing 2019-1 LLC                                                 | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266269 | PA      | $262717.15    | 0.29%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE             | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    150000 | PA      | $138046.50    | 0.15%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                     | Spin Holdco Inc                                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    152765 | PA      | $130073.16    | 0.14%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                                 | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    806663 | PA      | $783264.80    | 0.86%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust            | Benchmark 2023-B38 Mortgage Trust                                               | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $168192.19    | 0.18%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                     | STAR PARENT INC                                                                 | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    133388 | PA      | $130987.17    | 0.14%             | 2030-09-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES               | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271643.29    | 0.30%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR            | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $359727.02    | 0.39%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS              | Emirate of Dubai Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    205000 | PA      | $143489.75    | 0.16%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    302000 | PA      | $291064.58    | 0.32%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                   | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $207651.36    | 0.23%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                        | MH SUB I LLC                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     20516 | PA      | $19679.65     | 0.02%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ALA Trust                           | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $271130.81    | 0.30%             | 2030-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC               | LEVEL 3 FINANCING INC                                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    120000 | PA      | $120600.00    | 0.13%             | 2032-03-29      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                      | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $248075.70    | 0.27%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    172000 | PA      | $151551.83    | 0.17%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                     | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125567.56    | 0.14%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES            | ION TRADING TECHNOLOGIES SA                                                     | CUSIP: 000000000<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |    121107 | PA      | $120912.02    | 0.13%             | 2028-04-03      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    318926 | PA      | $155476.56    | 0.17%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD            | Primo Water Holdings Inc / Triton Water Holdings Inc                            | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125169.50    | 0.14%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                      | Transocean Inc                                                                  | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    130000 | PA      | $111733.09    | 0.12%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L      | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    417900 | PA      | $422790.89    | 0.46%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL              | Brazilian Government International Bond                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    207000 | PA      | $206223.75    | 0.23%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING            | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90656.61     | 0.10%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA               | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1380000 | PA      | $216604.80    | 0.24%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC               | ELLUCIAN HOLDINGS INC                                                           | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     86798 | PA      | $86859.33     | 0.10%             | 2029-10-09      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HANGER INC                          | HANGER INC                                                                      | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     18138 | PA      | $18074.89     | 0.02%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                 | Turkiye Government International Bond                                           | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     59000 | PA      | $53989.13     | 0.06%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU            | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $575326.89    | 0.63%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                           | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112418.57    | 0.12%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S      | BBCMS 2018-TALL Mortgage Trust                                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $324937.59    | 0.36%             | 2037-03-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                 | MESQUITE ENERGY INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $1350.00      | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| HUNTER US BIDCO INC                 | Hunter US Bidco Inc                                                             | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |    113738 | PA      | $111462.75    | 0.12%             | 2028-08-21      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71811.60     | 0.08%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS               | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5126.75      | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                    | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    401000 | PA      | $355624.77    | 0.39%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN            | Weekley Homes LLC / Weekley Finance Corp                                        | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $259501.97    | 0.28%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                   | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    561000 | PA      | $511632.00    | 0.56%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151850.44    | 0.17%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                   | Republic of Kenya Government International Bond                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    190000 | PA      | $189583.90    | 0.21%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                      | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   5200000 | PA      | $206288.17    | 0.23%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO            | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    145000 | PA      | $120050.88    | 0.13%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                      | Transocean Inc                                                                  | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     35000 | PA      | $31562.71     | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                 | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     15000 | PA      | $15333.75     | 0.02%             | 2032-02-23      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206460.22    | 0.23%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                 | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    753000 | PA      | $639108.75    | 0.70%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR             | El Salvador Government International Bond                                       | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    160000 | PA      | $165280.00    | 0.18%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                     | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     81557 | PA      | $81658.81     | 0.09%             | 2028-09-29      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                     | DAE Funding LLC                                                                 | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196016.90    | 0.21%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                        | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    295000 | PA      | $329870.11    | 0.36%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS            | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115505.77    | 0.13%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    119423 | PA      | $117743.82    | 0.13%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    233000 | PA      | $238096.88    | 0.26%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR            | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130478.89    | 0.14%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES            | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    226000 | PA      | $234893.10    | 0.26%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR            | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66164.98     | 0.07%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                      | Transocean Inc                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    180000 | PA      | $182475.90    | 0.20%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                          | USALCO LLC                                                                      | CUSIP: 91732NAM5<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      8620 | PA      | $8644.08      | 0.01%             | 2031-09-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora      | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173019 | PA      | $159105.77    | 0.17%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL              | Brazilian Government International Bond                                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    837000 | PA      | $775062.00    | 0.85%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust            | Angel Oak Mortgage Trust 2023-1                                                 | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136063 | PA      | $134301.24    | 0.15%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                 | Ashtead Capital Inc                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307005.15    | 0.34%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                   | Chile Government International Bond                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    505000 | PA      | $463590.00    | 0.51%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29324.45     | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE               | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    275000 | PA      | $252738.75    | 0.28%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    336698 | PA      | $227670.71    | 0.25%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC               | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257048.85    | 0.28%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                 | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    183000 | PA      | $174813.92    | 0.19%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                | Colombia Government International Bond                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    622000 | PA      | $487959.00    | 0.53%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT             | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4700000 | PA      | $197146.29    | 0.22%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP            | Graham Packaging Co Inc                                                         | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314178.18    | 0.34%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    137000 | PA      | $152765.78    | 0.17%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN            | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      5000 | PA      | $5092.55      | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONE CALL CORP                       | One Call Corp                                                                   | CUSIP: 68235XAB7<br>LEI: 549300WUCCV86ZQHG041 | Long             | LON              | CORP              | US        |    149225 | PA      | $148105.61    | 0.16%             | 2027-04-22      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust          | Verus Securitization Trust 2022-6                                               | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170860 | PA      | $171932.28    | 0.19%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                | OneMain Finance Corp                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289987.22    | 0.32%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS            | UNIVISION COMMUNICATIONS INC                                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    128874 | PA      | $124792.62    | 0.14%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP               | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $146566.31    | 0.16%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                   | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     60742 | PA      | $55275.22     | 0.06%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                      | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    160000 | PA      | $171105.73    | 0.19%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1060000 | PA      | $989443.75    | 1.08%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                  | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    258000 | PA      | $268977.90    | 0.29%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL             | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    300000 | PA      | $278940.00    | 0.31%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                 | Dominion Energy Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150175.38    | 0.16%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8413 | PA      | $3954.05      | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA            | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $188573.44    | 0.21%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                    | COLT 2022-4 Mortgage Loan Trust                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118903 | PA      | $117770.45    | 0.13%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                | Neptune Bidco US Inc                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     46500 | PA      | $43404.96     | 0.05%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR            | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145219 | PA      | $138829.21    | 0.15%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                | Libra Solutions 2024-1 LLC                                                      | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $334006.83    | 0.37%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC              | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140219.66    | 0.15%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION               | CMG MEDIA CORP                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130415 | PA      | $123568.67    | 0.14%             | 2029-06-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                | Adnoc Murban Rsc Ltd                                                            | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    263000 | PA      | $252443.07    | 0.28%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                        | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    144433 | PA      | $124882.40    | 0.14%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC            | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $214779.99    | 0.24%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                 | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    920000 | PA      | $207758.11    | 0.23%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust        | Veros Auto Receivables Trust 2024-1                                             | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $359650.17    | 0.39%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO            | OCP SA                                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     20000 | PA      | $17639.40     | 0.02%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC    | Lummus Technolog 12/31/29                                                       | CUSIP: 45232UAG3<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |     79326 | PA      | $79487.41     | 0.09%             | 2029-12-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                    | Altice France SA                                                                | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    185000 | PA      | $157174.28    | 0.17%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                        | COTIVITI INC                                                                    | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    100000 | PA      | $99208.00     | 0.11%             | 2032-03-29      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                   | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    370000 | PA      | $64010.00     | 0.07%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213866.13    | 0.23%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP               | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260843.99    | 0.29%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    167000 | PA      | $165522.89    | 0.18%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BIFM CA BUYER INC                   | BIFM CA BUYER INC                                                               | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | US        |     99376 | PA      | $99375.94     | 0.11%             | 2028-05-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust           | Towd Point Mortgage Trust 2016-4                                                | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $250095.20    | 0.27%             | 2056-07-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR            | HAMILTON PROJECTS ACQUIR                                                        | CUSIP: 40444KAD7<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     28860 | PA      | $28961.01     | 0.03%             | 2031-05-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68235.54     | 0.07%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                    | GLOVES BUYER INC                                                                | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     90000 | PA      | $87030.00     | 0.10%             | 2032-01-17      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR             | El Salvador Government International Bond                                       | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    181000 | PA      | $180256.09    | 0.20%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                    | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    280000 | PA      | $273244.51    | 0.30%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE             | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156786.00    | 0.17%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                             | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    324000 | PA      | $322785.00    | 0.35%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                     | GOAT HOLDCO LLC                                                                 | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49781.50     | 0.05%             | 2032-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc        | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396000 | PA      | $406513.01    | 0.45%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE            | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    237000 | PA      | $214340.43    | 0.23%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $172986.43    | 0.19%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US COMMERCIA            | LSF12 CROWN US COMMERCIAL BIDCO LLC                                             | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    140000 | PA      | $137463.20    | 0.15%             | 2031-12-02      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                  | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    521000 | PA      | $510319.50    | 0.56%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND            | Saudi Government International Bond                                             | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1070000 | PA      | $1102110.70   | 1.21%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                 | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     22984 | PA      | $23056.21     | 0.03%             | 2031-02-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS US            | COGECO COMMUNICATIONS USA II LP                                                 | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    116315 | PA      | $115079.81    | 0.13%             | 2030-09-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604254 | PA      | $599083.55    | 0.66%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                    | Altice France SA/France                                                         | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    211751 | PA      | $185811.19    | 0.20%             | 2025-07-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                        | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136068.12    | 0.15%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ESC NMG Parent LLC                  | ESC NMG Parent LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LAD Auto Receivables Trust          | LAD Auto Receivables Trust 2023-2                                               | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $373123.95    | 0.41%             | 2031-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO            | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    177000 | PA      | $172511.28    | 0.19%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THUNDER GENERATION FUNDI            | THUNDER GENERATION FUNDI                                                        | CUSIP: 88604KAB6<br>LEI: 254900JBXSZJDYE69921 | Long             | LON              | CORP              | US        |     34025 | PA      | $34045.99     | 0.04%             | 2031-10-03      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC               | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5210 | PA      | $5537.16      | 0.01%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP              | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $205835.75    | 0.23%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                    | COLT 2022-5 Mortgage Loan Trust                                                 | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373297 | PA      | $371928.50    | 0.41%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CENT Trust 2023-CITY                | CENT Trust 2023-CITY                                                            | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $275773.44    | 0.30%             | 2038-09-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                         | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    153000 | PA      | $121826.25    | 0.13%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                      | PROOFPOINT INC                                                                  | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    104335 | PA      | $104234.06    | 0.11%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust          | Verus Securitization Trust 2022-6                                               | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373785 | PA      | $374962.74    | 0.41%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL              | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    135000 | PA      | $132468.75    | 0.15%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT            | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264183.37    | 0.29%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     34346 | PA      | $12793.73     | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HANGER INC                          | HANGER INC                                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    140875 | PA      | $140381.60    | 0.15%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    158000 | PA      | $148923.69    | 0.16%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS ESCROW INC            | Herc Holdings Escrow Inc                                                        | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46313.64     | 0.05%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                 | DT Auto Owner Trust 2023-1                                                      | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $455810.54    | 0.50%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                   | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      6024 | PA      | $5828.22      | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP             | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    455000 | PA      | $162662.50    | 0.18%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                    | Altice France SA                                                                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    125000 | PA      | $105476.66    | 0.12%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                 | ROCKET SOFTWARE INC                                                             | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    103500 | PA      | $103571.42    | 0.11%             | 2028-11-28      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance        | Commercial Equipment Finance 2024-1 LLC                                         | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248048 | PA      | $250130.07    | 0.27%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust          | LAD Auto Receivables Trust 2021-1                                               | CUSIP: 501683AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $467523.62    | 0.51%             | 2029-11-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                  | Serbia International Bond                                                       | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    313000 | PA      | $323016.00    | 0.35%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL            | Aston Martin Capital Holdings Ltd                                               | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    215000 | PA      | $201492.37    | 0.22%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA                        | Ecopetrol SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     97000 | PA      | $98716.90     | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD            | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $84759.57     | 0.09%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC         | CHG HEALTHCARE SERVICES INC                                                     | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    105385 | PA      | $105538.86    | 0.12%             | 2028-09-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                      | LANNETT CO INC                                                                  | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |     10337 | PA      | $3393.67      | 0.00%             | 2030-06-16      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| DICK'S SPORTING GOODS               | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    290000 | PA      | $198807.74    | 0.22%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR             | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     58000 | PA      | $54868.00     | 0.06%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                  | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $145220.76    | 0.16%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS               | Endo Finance Holdings Inc                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134560.53    | 0.15%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                 | Turkiye Government International Bond                                           | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    780000 | PA      | $527475.00    | 0.58%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                        | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214700.22    | 0.24%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9191 | PA      | $4434.69      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                 | Reach Abs Trust 2024-1                                                          | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $429157.69    | 0.47%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                 | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120844.88    | 0.13%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                  | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    106000 | PA      | $107060.00    | 0.12%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                     | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $335776.96    | 0.37%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                   | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     12640 | PA      | $10270.14     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     43266 | PA      | $26392.40     | 0.03%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO            | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    290000 | PA      | $253593.05    | 0.28%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| USQ Rail                            | USQ Rail III LLC                                                                | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345615 | PA      | $339925.08    | 0.37%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     71000 | PA      | $66651.25     | 0.07%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC              | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $140363.63    | 0.15%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora      | Chase Mortgage Finance Corp                                                     | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65804 | PA      | $60032.40     | 0.07%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                          | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205761.20    | 0.23%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT            | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    290000 | PA      | $288877.70    | 0.32%             | 2027-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION              | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5052.89      | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                 | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253138 | PA      | $231614.64    | 0.25%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                | YPF SA                                                                          | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    167000 | PA      | $173680.00    | 0.19%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    299024 | PA      | $144279.29    | 0.16%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208310.57    | 0.23%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC              | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66532.64     | 0.07%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    570000 | PA      | $532921.50    | 0.58%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC               | ELLUCIAN HOLDINGS INC                                                           | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     20000 | PA      | $20225.00     | 0.02%             | 2032-11-22      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS            | Hughes Satellite Systems Corp                                                   | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $185730.55    | 0.20%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                 | LBM ACQUISITION LLC                                                             | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     88951 | PA      | $79643.11     | 0.09%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                  | Republic of Poland Government International Bond                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    613000 | PA      | $606410.25    | 0.66%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc Common Stock    | Lannett Company Inc Common Stock                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1663 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS COMPANIES INC              | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275005.09    | 0.30%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                 | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    206000 | PA      | $165572.50    | 0.18%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $210497.28    | 0.23%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                    | Insight Enterprises Inc                                                         | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20378.70     | 0.02%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT               | Gaci First Investment Co                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    560000 | PA      | $540225.00    | 0.59%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                 | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    335000 | PA      | $302333.80    | 0.33%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $137032.83    | 0.15%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION               | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184000.00    | 0.20%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                  | Upstream Newco Inc                                                              | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    184078 | PA      | $142660.54    | 0.16%             | 2026-11-20      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES             | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    793000 | PA      | $625478.75    | 0.69%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    694000 | PA      | $511061.60    | 0.56%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                 | UAE International Government Bond                                               | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    711000 | PA      | $690302.79    | 0.76%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES             | Philippine Government International Bond                                        | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    830000 | PA      | $804983.80    | 0.88%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                   | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    254000 | PA      | $149352.00    | 0.16%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                  | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    150000 | PA      | $147421.50    | 0.16%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora      | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436195 | PA      | $396992.39    | 0.43%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE            | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $75005.71     | 0.08%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO            | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135871.01    | 0.15%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                  | Panama Government International Bond                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    608000 | PA      | $629584.00    | 0.69%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                  | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    266000 | PA      | $275252.93    | 0.30%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                        | ACRISURE LLC                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     99252 | PA      | $98528.33     | 0.11%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    320000 | PA      | $326000.00    | 0.36%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                        | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    195000 | PA      | $161304.00    | 0.18%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                  | A&D Mortgage Trust 2023-NQM3                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106710 | PA      | $107565.46    | 0.12%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                | AGGREKO HOLDINGS INC                                                            | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     84364 | PA      | $84469.01     | 0.09%             | 2029-08-02      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC            | TricorBraun Holdings Inc                                                        | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    133681 | PA      | $132956.56    | 0.15%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA            | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    436000 | PA      | $422061.08    | 0.46%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     94890 | PA      | $45547.27     | 0.05%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $352552.89    | 0.39%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC            | Builders FirstSource Inc                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234137.86    | 0.26%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS               | ENDO FINANCE HOLDINGS                                                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24875 | PA      | $24268.80     | 0.03%             | 2031-04-23      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                  | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     85000 | PA      | $77286.25     | 0.08%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU              | FINANCIERE MENDEL SASU                                                          | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     29925 | PA      | $29999.81     | 0.03%             | 2030-11-13      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC             | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    145000 | PA      | $137800.43    | 0.15%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                      | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257374.36    | 0.28%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP             | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81156.44     | 0.09%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA               | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     96784 | PA      | $75491.64     | 0.08%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                                 | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1327094 | PA      | $1216600.90   | 1.33%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS            | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    230000 | PA      | $207125.55    | 0.23%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER            | Kraken Oil & Gas Partners LLC                                                   | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146868.24    | 0.16%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                | Colombia Government International Bond                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     51000 | PA      | $52626.90     | 0.06%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                   | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173530.90    | 0.19%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                 | Insulet Corp                                                                    | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15423.84     | 0.02%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA             | Ethiopia International Bond                                                     | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    830000 | PA      | $738700.00    | 0.81%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                  | Panama Government International Bond                                            | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     53000 | PA      | $55279.00     | 0.06%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                  | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    756000 | PA      | $752741.64    | 0.82%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    653000 | PA      | $619435.80    | 0.68%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                 | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207839.19    | 0.23%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                             | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    275000 | PA      | $278987.50    | 0.31%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer      | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $316215.75    | 0.35%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     59187 | PA      | $28498.55     | 0.03%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                       | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    246000 | PA      | $243986.81    | 0.27%             | 2053-08-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                    | ENSEMBLE RCM LLC                                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     59549 | PA      | $59626.87     | 0.07%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    235000 | PA      | $231634.78    | 0.25%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                        | COTIVITI INC                                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    133653 | PA      | $132902.25    | 0.15%             | 2031-05-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                  | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    743000 | PA      | $745600.50    | 0.82%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC               | ECL ENTERTAINMENT LLC                                                           | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    108068 | PA      | $107617.68    | 0.12%             | 2030-08-30      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET            | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    200000 | PA      | $202200.00    | 0.22%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA             | Capital Farm Credit ACA                                                         | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266062.50    | 0.29%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO             | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    170000 | PA      | $151672.30    | 0.17%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS            | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $153917.58    | 0.17%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222846.43    | 0.24%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                   | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    239348 | PA      | $176519.15    | 0.19%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA            | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   4200000 | PA      | $182839.73    | 0.20%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                   | Gabon Government International Bond                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    699000 | PA      | $521628.75    | 0.57%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    134000 | PA      | $137311.42    | 0.15%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                 | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    792290 | PA      | $614222.82    | 0.67%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                | Colombia Government International Bond                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    112000 | PA      | $108584.00    | 0.12%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                  | OMNIA PARTNERS LLC                                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     74625 | PA      | $74704.85     | 0.08%             | 2030-07-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| FAT Brands Royalty I, LLC           | FAT Brands Royalty LLC                                                          | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    463200 | PA      | $405319.04    | 0.44%             | 2051-04-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| MOLINA HEALTHCARE INC               | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59903.26     | 0.07%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust          | Verus Securitization Trust 2022-4                                               | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251794 | PA      | $250326.60    | 0.27%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                    | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    180000 | PA      | $176769.00    | 0.19%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC               | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38701 | PA      | $38047.95     | 0.04%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                     | MYT Holding LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29850 | NS      | $7462.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE              | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    285000 | PA      | $274946.11    | 0.30%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust            | Ajax Mortgage Loan Trust 2022-B                                                 | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460467 | PA      | $442298.94    | 0.48%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                          | USALCO LLC                                                                      | CUSIP: 91732NAL7<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     83454 | PA      | $83688.70     | 0.09%             | 2031-09-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                        | UBS Group AG                                                                    | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    310000 | PA      | $304881.34    | 0.33%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II             | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99317 | PA      | $16221.48     | 0.02%             | 2028-08-02      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS             | GRANT THORNTON ADVISORS                                                         | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     69650 | PA      | $69357.21     | 0.08%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC            | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    265000 | PA      | $265273.35    | 0.29%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                        | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $139817.88    | 0.15%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC            | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    418950 | PA      | $422634.25    | 0.46%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                         | TruGreen LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    147686 | PA      | $141225.12    | 0.15%             | 2027-11-02      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC              | CLOUD SOFTWARE GROUP INC                                                        | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    139300 | PA      | $138886.28    | 0.15%             | 2031-03-24      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    405000 | PA      | $401962.50    | 0.44%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                 | Limak Yenilenebilir Enerji AS                                                   | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    150000 | PA      | $145500.00    | 0.16%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                   | Newell Brands Inc                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    127000 | PA      | $122769.46    | 0.13%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                 | Synchrony Financial                                                             | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91627.54     | 0.10%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY               | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393841.84    | 0.43%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC              | AI AQUA MERGER SUB INC                                                          | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    137510 | PA      | $136636.67    | 0.15%             | 2028-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC              | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75453.64     | 0.08%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA               | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     63000 | PA      | $38587.50     | 0.04%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING             | ASPIRE BAKERIES HOLDINGS LLC                                                    | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     69648 | PA      | $69706.05     | 0.08%             | 2030-12-23      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS            | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88653.25     | 0.10%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                    | Peruvian Government International Bond                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    241000 | PA      | $227383.50    | 0.25%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE             | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147244.10    | 0.16%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                    | NMEF Funding 2025-A LLC                                                         | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $345161.81    | 0.38%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION            | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54628.73     | 0.06%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                           | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148128.67    | 0.16%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN            | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29704.13     | 0.03%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                    | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    275000 | PA      | $270047.07    | 0.30%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                    | CSC Holdings LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    132222 | PA      | $130404.14    | 0.14%             | 2028-01-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS              | Helix Energy Solutions Group Inc                                                | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191850.37    | 0.21%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS             | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    105000 | PA      | $97068.30     | 0.11%             | 2028-03-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                   | MOTION FINCO SARL                                                               | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |     84153 | PA      | $79314.37     | 0.09%             | 2029-11-30      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    211000 | PA      | $102862.61    | 0.11%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    522000 | PA      | $537607.80    | 0.59%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                                | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    838051 | PA      | $792007.83    | 0.87%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD              | Eskom Holdings SOC Ltd                                                          | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    521000 | PA      | $538258.13    | 0.59%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    655000 | PA      | $656407.23    | 0.72%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO            | Win Waste Innovations Holdings Inc                                              | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    152635 | PA      | $151347.12    | 0.17%             | 2028-03-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                       | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    235000 | PA      | $240053.68    | 0.26%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                    | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |     89114 | PA      | $88079.77     | 0.10%             | 2028-09-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                 | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    574000 | PA      | $541856.00    | 0.59%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                          | MFA 2022-INV2 Trust                                                             | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565245 | PA      | $561690.65    | 0.62%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN               | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $15563.15     | 0.02%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172054 | PA      | $174344.58    | 0.19%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC              | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $359904.94    | 0.39%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER             | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220875.50    | 0.24%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA            | Sempra Infrastructure Partners LP                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $335253.33    | 0.37%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    685000 | PA      | $682003.13    | 0.75%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN               | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $262516.75    | 0.29%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO            | M6 ETX HOLDINGS II MIDCO LLC                                                    | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105229.95    | 0.12%             | 2032-04-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc | CLYDESDALE ACQUISITION                                                          | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     50000 | PA      | $49767.00     | 0.05%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR             | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288027 | PA      | $286384.33    | 0.31%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION            | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34585.60     | 0.04%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                   | Ghana Government International Bond                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     15864 | PA      | $12889.31     | 0.01%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AAL DELAWARE HOLDCO INC             | AAL DELAWARE HOLDCO INC                                                         | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $34792.48     | 0.04%             | 2031-07-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU            | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30015.90     | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    161477 | PA      | $77509.09     | 0.08%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY            | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    983000 | PA      | $845380.00    | 0.93%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LV Trust                            | Fashion Show Mall LLC                                                           | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $280397.60    | 0.31%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                 | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $338520.00    | 0.37%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                | INEOS US FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     34325 | PA      | $33145.25     | 0.04%             | 2030-02-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT             | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    229275 | PA      | $229499.00    | 0.25%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA            | Republic of South Africa Government International Bond                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    360000 | PA      | $261000.00    | 0.29%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142155.07    | 0.16%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2211 | PA      | $1039.19      | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                          | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $222505.97    | 0.24%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                  | NOURYON FINANCE BV                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     57925 | PA      | $58021.30     | 0.06%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                          | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    175000 | PA      | $166470.52    | 0.18%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                    | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    370000 | PA      | $375615.53    | 0.41%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                     | MADISON IAQ LLC                                                                 | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     55000 | PA      | $54992.30     | 0.06%             | 2032-05-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD            | Coronado Finance Pty Ltd                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    150000 | PA      | $111488.51    | 0.12%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT              | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338896 | PA      | $302470.81    | 0.33%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                | Georgian Railway JSC                                                            | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    561000 | PA      | $499903.62    | 0.55%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES             | Saks Global Enterprises LLC                                                     | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $89500.00     | 0.10%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| OPAL BIDCO                          | Opal Bidco SAS                                                                  | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $14986.65     | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    654000 | PA      | $654654.00    | 0.72%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES               | Mexico Government International Bond                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    222000 | PA      | $221223.00    | 0.24%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI            | Kronos Acquisition Holdings Inc                                                 | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $143533.72    | 0.16%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO            | Great Canadian Gaming Corp                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $48550.45     | 0.05%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                         | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    479000 | PA      | $480059.07    | 0.53%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC               | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147759.54    | 0.16%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC            | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $170352.00    | 0.19%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                             | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    706000 | PA      | $667452.40    | 0.73%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE            | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66039.29     | 0.07%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    215000 | PA      | $214960.53    | 0.24%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7878 | PA      | $3801.16      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $309459.41    | 0.34%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                 | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162144.35    | 0.18%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II             | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     43301 | PA      | $24897.90     | 0.03%             | 2028-08-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA               | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    834000 | PA      | $561073.50    | 0.61%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                | Republic of Cameroon International Bond                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    775000 | PA      | $711519.75    | 0.78%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                | Cornerstone Building Brands Inc                                                 | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186592.08    | 0.20%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                 | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    355000 | PA      | $277957.01    | 0.30%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                             | UKG INC                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     34031 | PA      | $34085.42     | 0.04%             | 2031-02-10      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                     | IHS Holding Ltd                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    175000 | PA      | $173960.50    | 0.19%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $643781.25    | 0.71%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                  | Bolivian Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    147000 | PA      | $98122.50     | 0.11%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                  | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $348254.33    | 0.38%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                  | BAUSCH + LOMB CORP                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     98500 | PA      | $98253.75     | 0.11%             | 2028-09-29      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC              | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93070.80     | 0.10%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP              | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139152.13    | 0.15%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                | Amentum Holdings Inc                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30602.52     | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                 | Buckeye Partners LP                                                             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77415.98     | 0.08%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                 | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    281000 | PA      | $284425.39    | 0.31%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL HOLDINGS              | VIANT MEDICAL HOLDINGS                                                          | CUSIP: 000000000<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |    126703 | PA      | $125784.70    | 0.14%             | 2031-10-29      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD            | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176188.73    | 0.19%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC            | BroadStreet Partners Inc                                                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157546.75    | 0.17%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                 | CNT HOLDINGS I CORP                                                             | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    118500 | PA      | $118305.66    | 0.13%             | 2032-11-08      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153855.99    | 0.17%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II             | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50468 | PA      | $46683.16     | 0.05%             | 2028-08-02      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| CVR CHC LP                          | CVR CHC LP                                                                      | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89775 | PA      | $89363.83     | 0.10%             | 2027-12-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| SNAP INC                            | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141812.44    | 0.16%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                  | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    104000 | PA      | $104364.00    | 0.11%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY                             | Hungary Government International Bond                                           | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    812000 | PA      | $839916.56    | 0.92%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RFR Trust                           | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $348799.31    | 0.38%             | 2041-03-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA               | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1528560 | PA      | $1197053.55   | 1.31%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY               | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145619.82    | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                    | Altice France SA/France                                                         | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     19747 | PA      | $17456.69     | 0.02%             | 2026-02-02      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                  | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     80740 | PA      | $72444.33     | 0.08%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                  | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $265003.06    | 0.29%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR             | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     76000 | PA      | $68248.00     | 0.07%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR            | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    534000 | PA      | $526056.75    | 0.58%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                 | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     89000 | PA      | $87359.73     | 0.10%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC           | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $251233.42    | 0.28%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI            | Kronos Acquisition Holdings Inc                                                 | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $157440.51    | 0.17%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                  | Dominican Republic International Bond                                           | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    157000 | PA      | $154174.00    | 0.17%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                          | MIRA Trust 2023-MILE                                                            | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $176287.57    | 0.19%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L            | Telesat Canada / Telesat LLC                                                    | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $68400.00     | 0.07%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                           | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275838 | PA      | $260537.26    | 0.29%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT            | Port Of Spain Waterfront Development                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    135000 | PA      | $128250.00    | 0.14%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI             | DG Investment Intermediate Holdings 2 Inc                                       | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120941 | PA      | $120820.02    | 0.13%             | 2028-03-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO            | OCP SA                                                                          | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    284000 | PA      | $265406.52    | 0.29%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                          | KUEHG CORP                                                                      | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     92245 | PA      | $92527.28     | 0.10%             | 2030-06-12      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                 | Republic of Armenia International Bond                                          | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    149000 | PA      | $126417.56    | 0.14%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC               | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30442.38     | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                  | CENTRAL PARENT INC                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142680 | PA      | $126755.75    | 0.14%             | 2029-07-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY            | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1074000 | PA      | $964774.20    | 1.06%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAT7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     74000 | PA      | $75881.08     | 0.08%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PAI HOLDCO INC                      | PAI Holdco Inc                                                                  | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |     80242 | PA      | $62287.57     | 0.07%             | 2027-10-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88916.72     | 0.10%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES            | ION Trading Technologies Sarl                                                   | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    105000 | PA      | $108260.78    | 0.12%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva      | Amur Equipment Finance Receivables XV LLC                                       | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $341671.41    | 0.37%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                  | HUNTER DOUGLAS INC                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     89635 | PA      | $88178.85     | 0.10%             | 2032-01-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    428000 | PA      | $421687.00    | 0.46%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                  | Ukraine Government International Bond                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     20732 | PA      | $9982.36      | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC              | First Brands Group LLC                                                          | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148057 | PA      | $142652.76    | 0.16%             | 2027-03-30      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    124000 | PA      | $123457.50    | 0.14%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                   | Jordan Government International Bond                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    445000 | PA      | $416088.35    | 0.46%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust               | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56800 | PA      | $55169.25     | 0.06%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                         | Ivory Coast Government International Bond                                       | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    664000 | PA      | $589092.50    | 0.65%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust            | JP Morgan Mortgage Trust 2014-5                                                 | CUSIP: 46643KBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163304 | PA      | $153689.20    | 0.17%             | 2029-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust            | Mill City Mortgage Loan Trust 2017-3                                            | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334189 | PA      | $289468.40    | 0.32%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP            | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164180.82    | 0.18%             | 2043-04-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC              | RADIOLOGY PARTNERS INC                                                          | CUSIP: 000000000<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    136112 | PA      | $134826.73    | 0.15%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                 | COMM 2013-300P Mortgage Trust                                                   | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $398064.24    | 0.44%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                 | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    178000 | PA      | $180431.48    | 0.20%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                  | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $721810.28    | 0.79%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT              | Banco Nacional de Comercio Exterior SNC/Cayman Islands                          | CUSIP: 05970AAA0<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    510000 | PA      | $508087.50    | 0.56%             | 2025-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER            | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    238000 | PA      | $240591.82    | 0.26%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC             | DELIVERY HERO FINCO LLC                                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    138414 | PA      | $138759.94    | 0.15%             | 2029-12-12      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                 | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    730000 | PA      | $487640.00    | 0.53%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                 | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    360000 | PA      | $324924.77    | 0.36%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                   | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119122.96    | 0.13%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC            | Kimmeridge Texas Gas LLC                                                        | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153219.05    | 0.17%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC            | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229357.70    | 0.25%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                                 | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    646049 | PA      | $652870.06    | 0.72%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TREASURE HOLDCO INC                 | TREASURE HOLDCO INC                                                             | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    139650 | PA      | $134995.47    | 0.15%             | 2031-11-04      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO             | Allied Universal Holdco LLC                                                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    114253 | PA      | $114359.98    | 0.13%             | 2028-05-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO            | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264421.85    | 0.29%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust           | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $258944.94    | 0.28%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                         | HOMES 2023-NQM2 Trust                                                           | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383035 | PA      | $384001.13    | 0.42%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                 | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15726.84     | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                   | Ghana Government International Bond                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      7560 | PA      | $7314.30      | 0.01%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO             | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $221301.04    | 0.24%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10050.00     | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QXO INC                             | QXO INC                                                                         | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     25000 | PA      | $25067.75     | 0.03%             | 2032-04-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T      | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21182 | PA      | $20047.91     | 0.02%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT              | Egypt Government International Bond                                             | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    410000 | PA      | $319287.50    | 0.35%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124841.04    | 0.14%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                   | Chariot Buyer LLC                                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    118786 | PA      | $118232.58    | 0.13%             | 2028-11-03      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP              | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    266000 | PA      | $259441.55    | 0.28%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WCG INTERMEDIATE CORP               | WCG INTERMEDIATE CORP                                                           | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |     70000 | PA      | $69070.40     | 0.08%             | 2032-02-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                    | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    898000 | PA      | $745789.00    | 0.82%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN               | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $73611.13     | 0.08%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Purchasing Power Funding            | Purchasing Power Funding 2024-A LLC                                             | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $423393.60    | 0.46%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT            | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    160000 | PA      | $129858.41    | 0.14%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $879870.12    | 0.96%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267846.75    | 0.29%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| TMF SAPPHIRE BIDCO BV               | TMF SAPPHIRE BIDCO BV                                                           | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |     69128 | PA      | $69172.04     | 0.08%             | 2028-05-03      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable      | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $319560.80    | 0.35%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                 | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    245000 | PA      | $229720.64    | 0.25%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP               | ONTARIO GAMING GTA LP                                                           | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     98750 | PA      | $97071.25     | 0.11%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste      | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $355324.08    | 0.39%             | 2028-11-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)              | Pertamina Persero PT                                                            | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    231000 | PA      | $231577.50    | 0.25%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                      | Gray Media Inc                                                                  | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327717.98    | 0.36%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC            | TK ELEVATOR US NEWCO INC                                                        | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    120000 | PA      | $120190.80    | 0.13%             | 2030-04-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA               | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    252000 | PA      | $232911.00    | 0.26%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                 | Turkiye Government International Bond                                           | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    775000 | PA      | $797475.00    | 0.87%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                  | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    245000 | PA      | $244382.72    | 0.27%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                   | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    224230 | PA      | $204049.30    | 0.22%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust            | Angel Oak Mortgage Trust 2022-5                                                 | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319705 | PA      | $315044.72    | 0.35%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-22

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer