# EDGAR Filing Document

**Accession Number:** 0001715468
**File Stem:** 0001752724-23-040709
**Filing Date:** 2023-2
**Character Count:** 258594
**Document Hash:** fd8d714512880e611c02b75168a054d1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-040709.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-040709

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Multi-Sector Opportunities Trust
- **CENTRAL INDEX KEY:** 0001715468
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23285
- **FILM NUMBER:** 23669039

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** (800) 882-0052

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Fixed Income Value Opportunities II
- **DATE OF NAME CHANGE:** 20171102

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BlackRock Multi-Sector Opportunities Trust Series I
- **DATE OF NAME CHANGE:** 20170824

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Multi-Sector Opportunities Trust

- **b. Investment Company Act file number:** 811-23285

- **c. CIK number of Registrant:** 0001715468

- **d. LEI of Registrant:** 549300SWBKZ41SJTBV02

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Multi-Sector Opportunities Trust

- **c. LEI of Series:** 549300SWBKZ41SJTBV02

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $242090899.91

**Total Liabilities:** $28246266.77

**Net Assets:** $213844633.14

**Delayed Delivery Securities:** $1103982.38

**Cash Not Reported:** $5389083.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2213.08000000 | **1-Year:** 627.30000000 | **5-Year:** 6820.86000000 | **10-Year:** 7568.65000000 | **30-Year:** 15588.49000000

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

- **3-Month:** 18201.63000000 | **1-Year:** 6569.66000000 | **5-Year:** 33437.43000000 | **10-Year:** 3369.89000000 | **30-Year:** 5470.68000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.56%                | 2.90%                | -0.32%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1652816.42             | $1537495.25                                |
| Month 2  | $-3830174.84             | $10127896.51                               |
| Month 3  | $-3108513.74             | $2232533.93                                |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tele Columbus AG                                | Tele Columbus AG                                                                 | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $80164.68     | 0.04%             | 2025-05-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GREENKO SOLAR MAURITIUS                         | Greenko Solar Mauritius Ltd                                                      | CUSIP: 000000000<br>LEI: 2138007S1PL541B3KP92 | Long             | DBT              | CORP              | MU        |    100000 | PA      | $90625.00     | 0.04%             | 2026-07-29      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                            | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1120225.39   | 0.52%             | 2029-02-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                          | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $21480.00     | 0.01%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BOR ESC                        | Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $310460.00    | 0.15%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                        | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $52848.23     | 0.02%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                 | DP World Salaam                                                                  | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $197500.00    | 0.09%             | 2025-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp             | JP Morgan Mortgage Acquisition Corp 2006-FRE2                                    | CUSIP: 46626LHC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2787454 | PA      | $2360061.20   | 1.10%             | 2036-02-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                             | Boxer Parent Co Inc                                                              | CUSIP: 000000000<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101635.97    | 0.05%             | 2025-10-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    350000 | PA      | $209846.88    | 0.10%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                  | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    107000 | PA      | $82595.34     | 0.04%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                        | Ajax Mortgage Loan Trust 2018-A                                                  | CUSIP: 00969EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12675 | PA      | $12502.76     | 0.01%             | 2058-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY BIDCO LTD                                | Galaxy Bidco Ltd                                                                 | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | DBT              | CORP              | JE        |    220000 | PA      | $225275.76    | 0.11%             | 2026-07-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL BV                         | Equate Petrochemical BV                                                          | CUSIP: 29441WAD7<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $173600.00    | 0.08%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust             | Citigroup Commercial Mortgage Trust 2019-PRM                                     | CUSIP: 29429JAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1978489.60   | 0.93%             | 2036-05-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                          | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    329000 | PA      | $316415.75    | 0.15%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                             | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53265.06     | 0.02%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                              | Yango Justice International Ltd                                                  | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |    250000 | PA      | $5000.00      | 0.00%             | 2022-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                              | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $153975.00    | 0.07%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairstone Financial Issuance Trust I            | Fairstone Financial Issuance Trust I                                             | CUSIP: 30575PAU0<br>LEI: 549300LY2ZF7LX6T3F37 | Long             | ABS-O            | CORP              | CA        |    210000 | PA      | $141017.95    | 0.07%             | 2039-10-20      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $296000.69    | 0.14%             | 2029-03-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Rossini Sarl                                    | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $105852.04    | 0.05%             | 2025-10-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                              | Intercorp Peru Ltd                                                               | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    400000 | PA      | $329250.00    | 0.15%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      5914 | OU      | $225.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                           | Mexico Government International Bond                                             | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $368400.00    | 0.17%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                | Peruvian Government International Bond                                           | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    240000 | PA      | $174870.00    | 0.08%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PICARD GROUPE SA                                | Picard Groupe SAS                                                                | CUSIP: 000000000<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $91101.67     | 0.04%             | 2026-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO                           | Neptune Energy Bondco PLC                                                        | CUSIP: 64073KAA1<br>LEI: 549300CPMT8I2QBRYF88 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194201.57    | 0.09%             | 2025-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGES                           | Techem Verwaltungsgesellschaft 674 mbH                                           | CUSIP: 000000000<br>LEI: 549300W2QKB8BC676O97 | Long             | DBT              | CORP              | DE        |     87920 | PA      | $88267.18     | 0.04%             | 2026-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                           | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    446000 | PA      | $408953.28    | 0.19%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    400000 | PA      | $296450.00    | 0.14%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                 | IHS Holding Ltd                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    305000 | PA      | $245200.94    | 0.11%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                          | Chesapeake Energy Corp                                                           | CUSIP: 165167DF1<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106147.25    | 0.05%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                  | Grupo Aval Ltd                                                                   | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |    780000 | PA      | $630240.00    | 0.29%             | 2030-02-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                            | Lorca Telecom Bondco SA                                                          | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $143306.43    | 0.07%             | 2027-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OP CO LP/FIVE                        | Five Point Operating Co LP / Five Point Capital Corp                             | CUSIP: 33834YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $630465.77    | 0.29%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                        | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     27000 | PA      | $21096.99     | 0.01%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                             | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44075.80     | 0.02%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 3.220000 28-MAY-2051                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |     89000 | OU      | $9802.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                             | Altice Financing SA                                                              | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $176360.84    | 0.08%             | 2025-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    314000 | PA      | $308520.70    | 0.14%             | 2027-07-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $170153.60    | 0.08%             | 2050-12-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    737000 | PA      | $609314.75    | 0.28%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                              | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    279000 | PA      | $281144.81    | 0.13%             | 2026-01-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Robertshaw US Holding Corp                      | Robertshaw US Holding Corp 2018 1st Lien Term Loan                               | CUSIP: 77051UAF6<br>LEI: 549300NMXRV2JIXFIY04 | Long             | LON              | CORP              | US        |   1712059 | PA      | $1150503.51   | 0.54%             | 2025-02-28      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     48000 | PA      | $34197.08     | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond                                           | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    373000 | PA      | $372254.00    | 0.17%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    315000 | PA      | $255012.19    | 0.12%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                              | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96875.68     | 0.05%             | 2078-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                               | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $107596.56    | 0.05%             | 2025-07-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $150927.56    | 0.07%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                        | Ajax Mortgage Loan Trust 2018-B                                                  | CUSIP: 00969FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30554 | PA      | $27023.51     | 0.01%             | 2057-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                       | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    301000 | PA      | $285859.70    | 0.13%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                                  | Gol Finance SA                                                                   | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $217593.75    | 0.10%             | 2025-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIVO ENERGY INVESTMENTS                         | Vivo Energy Investments BV                                                       | CUSIP: 92856HAB0<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $356450.00    | 0.17%             | 2027-09-24      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                           | Norfolk Southern Corp                                                            | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $301402.12    | 0.14%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                  | CarVal CLO III Ltd                                                               | CUSIP: 14686VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $1905109.80   | 0.89%             | 2032-07-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| ORANO SA                                        | Orano SA                                                                         | CUSIP: 000000000<br>LEI: 969500161UMNDC85C891 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $96216.90     | 0.04%             | 2028-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                | Boyd Gaming Corp                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    797000 | PA      | $742309.86    | 0.35%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                          | AXA SA                                                                           | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $297026.61    | 0.14%             | 2047-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAA6<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    770000 | PA      | $749931.88    | 0.35%             | 2024-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $93114.12     | 0.04%             | 2027-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PERIAMA HOLDINGS LLC/DE                         | Periama Holdings LLC/DE                                                          | CUSIP: 000000000<br>LEI: 254900NINXO00BLT2Z47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186037.50    | 0.09%             | 2026-04-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Strata CLO, Ltd                                 | Strata CLO I Ltd                                                                 | CUSIP: 86267XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $648137.00    | 0.30%             | 2118-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                       | Anchorage Capital CLO 2013-1 Ltd                                                 | CUSIP: 033289AJ8<br>LEI: 5493008PWA7TS1SR9447 | Long             | ABS-CBDO         | CORP              | KY        |   3050000 | PA      | $2719232.69   | 1.27%             | 2030-10-13      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                             | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $189960.00    | 0.09%             | 2023-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                            | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $175520.00    | 0.08%             | 2024-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                         | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $15500.00     | 0.01%             | 2023-07-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    361000 | PA      | $296426.13    | 0.14%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                         | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-28344.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                           | Freeport Indonesia PT                                                            | CUSIP: 000000000<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    344000 | PA      | $329847.84    | 0.15%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Republic of Guatemala                           | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    201000 | PA      | $192620.81    | 0.09%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAMES WATER KEMBLE FINA                        | Thames Water Kemble Finance PLC                                                  | CUSIP: 000000000<br>LEI: 213800S7UU2MQXYJQO60 | Long             | DBT              | CORP              | GB        |    126000 | PA      | $128421.27    | 0.06%             | 2026-05-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PUMA INTERNATIONAL FINAN                        | Puma International Financing SA                                                  | CUSIP: 000000000<br>LEI: 222100YFBPO7IDRUBR17 | Long             | DBT              | CORP              | LU        |    442000 | PA      | $408850.00    | 0.19%             | 2024-10-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                            | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2124584.21   | 0.99%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                        | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    541000 | PA      | $480462.10    | 0.22%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                          | Lending Funding Trust 2020-2                                                     | CUSIP: 51507KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $267546.83    | 0.13%             | 2031-04-21      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                           | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $92861.49     | 0.04%             | 2027-05-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZQ9<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    612000 | PA      | $603952.20    | 0.28%             | 2024-03-18      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                            | Paraguay Government International Bond                                           | CUSIP: 699149AJ9<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $193037.50    | 0.09%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KAISA GROUP HOLDINGS LTD                        | Kaisa Group Holdings Ltd                                                         | CUSIP: G52132BW9<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $26000.00     | 0.01%             | 2022-10-22      | Fixed         | 11.95%                | No            |                  2 | On Loan: No      |
| Republic of Paraguay                            | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    321000 | PA      | $279129.56    | 0.13%             | 2048-03-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DAVE & BUSTER'S INC                             | Dave & Buster's Inc                                                              | CUSIP: 23833NAH7<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35175.00     | 0.02%             | 2025-11-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XXX LTD                                                     | CUSIP: 55822HAA0<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1128866.25   | 0.53%             | 2029-04-15      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                             | DBGS 2019-1735 Mortgage Trust                                                    | CUSIP: 23307EAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    369000 | PA      | $224290.60    | 0.10%             | 2037-04-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | SWAP/CDSWAP/ICE: (CDX.NA.HY.30.V14)                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  10750000 | OU      | $191066.92    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                              | Forestar Group Inc                                                               | CUSIP: 346232AE1<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    669000 | PA      | $573978.32    | 0.27%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |   6438817 | PA      | $6195792.16   | 2.90%             | 2053-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                     | Fertitta Entertainment, LLC 2022 Term Loan B                                     | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    586384 | PA      | $556407.64    | 0.26%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                             | White Cap Buyer LLC Term Loan B                                                  | CUSIP: 96350TAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    427321 | PA      | $412518.47    | 0.19%             | 2027-10-19      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $311675.00    | 0.15%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                   | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAB6<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    415000 | PA      | $380970.00    | 0.18%             | 2025-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    230000 | PA      | $180161.88    | 0.08%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                        | Permian Resources Operating LLC                                                  | CUSIP: 15138AAC4<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    127000 | PA      | $119664.23    | 0.06%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $256810.47    | 0.12%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                         | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-6205.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                         | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    350000 | PA      | $300230.00    | 0.14%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                         | United Rentals North America Inc                                                 | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    133000 | PA      | $132168.75    | 0.06%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                         | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $244125.00    | 0.11%             | 2029-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                              | CUSIP: 03846JAC4<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $122000.00    | 0.06%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                        | Permian Resources Operating LLC                                                  | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1675834.11   | 0.78%             | 2026-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                          | Mexico City Airport Trust                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    500000 | PA      | $385000.00    | 0.18%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                        | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11550000 | PA      | $1089578.49   | 0.51%             | 2052-03-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                        | CrownRock LP / CrownRock Finance Inc                                             | CUSIP: 228701AF5<br>LEI: WFBCP6PB6JZR80B7U482 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52110.00     | 0.02%             | 2025-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                               | Generate CLO 2 Ltd                                                               | CUSIP: 98625RAE9<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $425714.35    | 0.20%             | 2031-01-22      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     23000 | PA      | $15036.90     | 0.01%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                             | Kenbourne Invest SA                                                              | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $377825.00    | 0.18%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                    | TICP CLO VII Ltd                                                                 | CUSIP: 87248UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $446875.35    | 0.21%             | 2033-04-15      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                 | Gen Digital Inc                                                                  | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117600.00    | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | RRP SELECT MEDI                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        |   -690300 | PA      | $-690300.00   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                    | Calpine Corp                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    722000 | PA      | $644235.40    | 0.30%             | 2028-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                     | Equinix Inc                                                                      | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    195000 | PA      | $121459.99    | 0.06%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $13302.29     | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                         | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $595600.24    | 0.28%             | 2029-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equate Petrochemical BV                         | Equate Petrochemical BV                                                          | CUSIP: 000000000<br>LEI: 635400Y3Z5R4NJSMQ630 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190850.00    | 0.09%             | 2026-11-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    447000 | PA      | $98144.44     | 0.05%             | 2026-02-01      | Fixed         | 8.99%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                         | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $93932.04     | 0.04%             | 2025-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                              | Connect Finco Sarl 2021 Term Loan B                                              | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    827928 | PA      | $817230.84    | 0.38%             | 2026-12-11      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| CHROME BIDCO SASU                               | Chrome Bidco SASU                                                                | CUSIP: 000000000<br>LEI: 9845000C1FYE89DC8677 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $89650.14     | 0.04%             | 2028-05-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MODERN LAND CHINA CO LTD                        | Modern Land China Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |    240000 | PA      | $12758.57     | 0.01%             | 2022-11-13      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                        | Lloyds Banking Group PLC                                                         | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $484600.00    | 0.23%             | 2024-06-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                              | Cold Storage Trust 2020-ICE5                                                     | CUSIP: 193051AS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265407 | PA      | $252899.53    | 0.12%             | 2037-11-15      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                       | Caesars Entertainment Inc                                                        | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      3435 | NS      | $142896.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corp                           | Freedom Mortgage Corp                                                            | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    357000 | PA      | $321113.28    | 0.15%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                          | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    508000 | PA      | $422586.66    | 0.20%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                            | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    647000 | PA      | $621198.45    | 0.29%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US ULTRA BOND CBT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        25 | NC      | $-277157.82   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO LTD                                    | TICP CLO XII Ltd                                                                 | CUSIP: 87250GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $631878.75    | 0.30%             | 2034-07-15      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle Inc                                                                 | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    195000 | PA      | $133586.85    | 0.06%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hammerhead Resources Inc                        | Hammerhead Resources Inc                                                         | CUSIP: 408304AB9<br>LEI: 549300IDIKECPEDTFL90 | Long             | DBT              | CORP              | CA        |    441431 | PA      | $441431.00    | 0.21%             | 2022-07-10      | Fixed         | 9.00%                 | No            |                  3 | On Loan: No      |
| SoftBank Group Corp                             | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $300261.08    | 0.14%             | 2025-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                             | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $847869.92    | 0.40%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx High Yield Corporate Bond ETF     | iShares iBoxx High Yield Corporate Bond ETF                                      | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |     22500 | NS      | $1656675.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| OAFIT A NOTE UPSIZE (PT.2)                      | OAFIT A NOTE UPSIZE (PT.2)                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |   1210000 | PA      | $811471.24    | 0.38%             | 2023-09-28      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| VMED O2 UK FINAN                                | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    133000 | PA      | $112828.05    | 0.05%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                           | CDI Escrow Issuer Inc                                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8067.86      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                        | Comision Federal de Electricidad                                                 | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $395325.00    | 0.18%             | 2024-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                              | Panama Government International Bond                                             | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    210000 | PA      | $158392.50    | 0.07%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LA FINAC ATALIAN SA                             | La Financiere Atalian SASU                                                       | CUSIP: 000000000<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $161011.84    | 0.08%             | 2025-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| METINVEST BV                                    | Metinvest BV                                                                     | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $205250.00    | 0.10%             | 2027-10-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    934000 | PA      | $848772.50    | 0.40%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    181000 | PA      | $141858.75    | 0.07%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                    | Rossini Sarl                                                                     | CUSIP: 000000000<br>LEI: 549300EC5JCCW6F83R11 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $104904.05    | 0.05%             | 2025-10-30      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| COTY INC                                        | Coty Inc                                                                         | CUSIP: 000000000<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99389.95     | 0.05%             | 2026-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                        | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 000000000<br>LEI: 549300SO59UL53O4D221 | Long             | DBT              | CORP              | XX        |    190000 | PA      | $157654.42    | 0.07%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                        | Republic of South Africa Government International Bond                           | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $139350.00    | 0.07%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                     | Gulf Stream Meridian 1 Ltd                                                       | CUSIP: 402564AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $216739.70    | 0.10%             | 2033-04-15      | Floating      | 10.53%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO 2019-16 Ltd                                                              | CUSIP: 67570RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $218965.25    | 0.10%             | 2033-04-10      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                          | India Cleantech Energy                                                           | CUSIP: 45410BAA2<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |    236750 | PA      | $202421.25    | 0.09%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | ARES LI CLO Ltd                                                                  | CUSIP: 04019MAE2<br>LEI: 5493003FNA8PT0CMDE92 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $618900.94    | 0.29%             | 2034-07-15      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                        | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $639477.00    | 0.30%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                         | Summer BC Holdco B SARL                                                          | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    131000 | PA      | $117967.55    | 0.06%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                       | California Resources Corp                                                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     19725 | NS      | $858234.75    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                          | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $58604.90     | 0.03%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| China Evergrande Group                          | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $13500.00     | 0.01%             | 2022-04-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR ULTRA FUT MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -249 | NC      | $358473.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. International PLC          | PURCHASED USD / SOLD CNH                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-1598.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                        | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $188640.63    | 0.09%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AZUL INVESTMENTS LLP                            | Azul Investments LLP                                                             | CUSIP: 05502FAC2<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $134791.25    | 0.06%             | 2026-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust           | Wells Fargo Commercial Mortgage Trust 2020-SDAL                                  | CUSIP: 95002GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $92760.90     | 0.04%             | 2037-02-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    449000 | PA      | $396611.37    | 0.19%             | 2029-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                 | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $98348.83     | 0.05%             | 2025-09-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATF NETHERLANDS BV                              | ATF Netherlands BV                                                               | CUSIP: 000000000<br>LEI: 529900Z1P6YBY9EOYT70 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $156315.60    | 0.07%             | 2024-01-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                     | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    443000 | PA      | $298257.13    | 0.14%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                    | Vallourec SA                                                                     | CUSIP: 000000000<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     42000 | PA      | $44076.70     | 0.02%             | 2026-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ARABIAN CENTRES SUKUK II                        | Arabian Centres Sukuk II Ltd                                                     | CUSIP: 03847QAA1<br>LEI: 549300X92PKHJD8UYG94 | Long             | DBT              | CORP              | KY        |    510000 | PA      | $461805.00    | 0.22%             | 2026-10-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1407116.40   | 0.66%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                        | Corp Financiera de Desarrollo SA                                                 | CUSIP: 000000000<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    361000 | PA      | $348319.88    | 0.16%             | 2025-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                 | ZF Finance GmbH                                                                  | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $269196.42    | 0.13%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDG2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     49000 | PA      | $43842.31     | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                    | CaixaBank SA                                                                     | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $208577.08    | 0.10%             | 2024-06-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-1013.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Corp Trust 2021-DM                                        | CUSIP: 36265AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $100767.66    | 0.05%             | 2036-11-15      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| INTL CONSOLIDATED AIRLIN                        | International Consolidated Airlines Group SA                                     | CUSIP: 000000000<br>LEI: 959800TZHQRUSH1ESL13 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $97444.88     | 0.05%             | 2025-03-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                       | Aptiv PLC                                                                        | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    273000 | PA      | $161339.40    | 0.08%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                              | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    150000 | PA      | $179719.50    | 0.08%             | 2023-05-19      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                   | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |         1 | NC      | $9553.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              |  | US        |   1895000 | PA      | $1876542.70   | 0.88%             | 2024-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| OCEANA AUSTRALIAN FIXINC TRUST                  | OCEANA AUSTRALIAN FIXINC TRUST                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2424000 | PA      | $1650380.73   | 0.77%             | 2023-08-31      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| BX Trust                                        | BX 2021-MFM1                                                                     | CUSIP: 05608VAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $186777.73    | 0.09%             | 2034-01-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                         | Studio City Finance Ltd                                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $147750.00    | 0.07%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | SWAP/CDSWAP/ICE: (CDX.NA.HY.32.V12)                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   8923200 | OU      | $282240.59    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVAY SA                                       | Solvay SA                                                                        | CUSIP: 000000000<br>LEI: 549300MMVL80RTBP3O28 | Long             | DBT              | CORP              | BE        |    600000 | PA      | $565794.64    | 0.26%             | 2025-12-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    413000 | PA      | $262725.49    | 0.12%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | Ares XXXVII CLO Ltd                                                              | CUSIP: 04015NAM6<br>LEI: 635400YF4AHA6NB2CU53 | Long             | ABS-CBDO         | CORP              | KY        |   1450000 | PA      | $1172963.87   | 0.55%             | 2030-10-15      | Floating      | 10.23%                | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 81761LAA0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     69000 | PA      | $65751.86     | 0.03%             | 2025-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                             | Suzano Austria GmbH                                                              | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    290000 | PA      | $225837.50    | 0.11%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                          | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |   1239000 | PA      | $1013613.51   | 0.47%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                  | CarVal CLO II Ltd                                                                | CUSIP: 14686AAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $235015.95    | 0.11%             | 2032-04-20      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                            | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    460000 | PA      | $394967.50    | 0.18%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                    | Comcast Corp                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    198000 | PA      | $115358.81    | 0.05%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15034AAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $929242.30    | 0.43%             | 2033-07-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                    | Calpine Corp                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1358482.80   | 0.64%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THYSSENKRUPP AG                                 | thyssenkrupp AG                                                                  | CUSIP: 000000000<br>LEI: 549300UDG16DOYUPR330 | Long             | DBT              | CORP              | DE        |    127000 | PA      | $135267.35    | 0.06%             | 2023-03-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15033GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $679040.18    | 0.32%             | 2033-07-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| BELLIS ACQUISITION CO PL                        | Bellis Acquisition Co PLC                                                        | CUSIP: 000000000<br>LEI: 259400CYE2267UB4A481 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196333.50    | 0.09%             | 2026-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                   | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1484215.95   | 0.69%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                        | California Resources Corp                                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    378000 | PA      | $363273.12    | 0.17%             | 2026-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $153432.06    | 0.07%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust      | JPMBB Commercial Mortgage Securities Trust 2015-C33                              | CUSIP: 46645JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257000 | PA      | $217751.53    | 0.10%             | 2048-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    230000 | PA      | $151052.50    | 0.07%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                                | IRB Holding Corp                                                                 | CUSIP: 44988MAC9<br>LEI: 549300HVW4WNWYBXN830 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150622.50    | 0.07%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OIL & GAS HOLDING                               | Oil and Gas Holding Co BSCC/The                                                  | CUSIP: 000000000<br>LEI: 549300OBH16L6TS6IW50 | Long             | DBT              | CORP              | BH        |    263000 | PA      | $267323.06    | 0.13%             | 2024-11-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                     | SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |   3522800 | OU      | $-672543.10   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| OCADO GROUP PLC                                 | Ocado Group PLC                                                                  | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $93089.16     | 0.04%             | 2026-10-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-218.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands, Inc.               | Cornerstone Building Brands, Inc. 2021 Term Loan B                               | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1934983 | PA      | $1729739.55   | 0.81%             | 2028-04-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| APRES STATIC CLO 1, LTD                         | Apres Static CLO Ltd                                                             | CUSIP: 03835JBG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $472582.75    | 0.22%             | 2028-10-15      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                         | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $136944.21    | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                   | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $206789.43    | 0.10%             | 2023-06-03      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                     | BNP Paribas SA                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $309040.19    | 0.14%             | 2031-02-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment, LLC                          | ECL Entertainment, LLC Term Loan                                                 | CUSIP: 26826TAB9<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    267920 | PA      | $267027.83    | 0.12%             | 2028-05-01      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 1.560000 07-MAR-2027                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   8804849 | OU      | $-803947.15   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                        | SCIL IV LLC / SCIL USA Holdings LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $91523.43     | 0.04%             | 2026-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Interface Security Systems, LLC                 | Interface Security Systems, LLC Term Loan                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1134308 | PA      | $1101753.00   | 0.52%             | 2023-08-07      | Floating      | 8.75%                 | No            |                  3 | On Loan: No      |
| CREDIT SUISSE INTERNATIONAL                     | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: E58DKGMJYYYJLN8C3868 | N/A              | DCR              |  | XX        |      5886 | OU      | $224.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UGI INTERNATIONAL LLC                           | UGI International LLC                                                            | CUSIP: 000000000<br>LEI: 5493001JFF8MQO00ZQ21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81656.46     | 0.04%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                            | RRP COLOMBIA R                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -177188 | PA      | $-177187.50   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                             | Moody's Corp                                                                     | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     17000 | PA      | $10699.19     | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                     | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L4G9<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    554766 | PA      | $183072.95    | 0.09%             | 2051-11-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GETLINK SE                                      | Getlink SE                                                                       | CUSIP: 000000000<br>LEI: 9695007ZEQ7M0OE74G82 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $181708.80    | 0.08%             | 2025-10-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                    | ELP Commercial Mortgage Trust 2021-ELP                                           | CUSIP: 26863LAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50000 | PA      | $45555.79     | 0.02%             | 2038-11-15      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                             | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 000000000<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $189350.00    | 0.09%             | 2025-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL              | SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   4000000 | OU      | $-763646.08   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding XIV CLO Ltd                                                        | CUSIP: 15033GAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $404175.00    | 0.19%             | 2033-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482000 | PA      | $413136.66    | 0.19%             | 2029-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                              | Bahrain Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    295000 | PA      | $301139.69    | 0.14%             | 2026-01-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST                            | 2020 Cash Mandatory Exchangeable Trust                                           | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       295 | NS      | $337485.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL              | CDS: (CMBX.NA.9.BBB-)                                                            | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   2226000 | OU      | $-418151.75   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| ILIAD SA                                        | iliad SA                                                                         | CUSIP: 000000000<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106188.59    | 0.05%             | 2027-06-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Mexican States                           | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    230000 | PA      | $172183.75    | 0.08%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2021-BHAR                                                                   | CUSIP: 12659VAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $237705.65    | 0.11%             | 2038-11-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                              | Seasoned Credit Risk Transfer Trust Series 2018-1                                | CUSIP: 35563PEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4345745 | PA      | $2020158.72   | 0.94%             | 2057-05-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     87000 | PA      | $73645.50     | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                            | RRP MEXICO (UNI                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -152515 | PA      | $-152514.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                          | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    173000 | PA      | $178706.19    | 0.08%             | 2027-07-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                     | Danaos Corp                                                                      | CUSIP: 23585WAA2<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |    100000 | PA      | $96000.00     | 0.04%             | 2028-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $172403.21    | 0.08%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                  | Cascade Funding Mortgage Trust 2019-RM3                                          | CUSIP: 147271AC4<br>LEI: 549300HU3WTU5KNK1B36 | Long             | ABS-MBS          | CORP              | US        |   2161293 | PA      | $1893484.85   | 0.89%             | 2069-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                          | XHR LP                                                                           | CUSIP: 98372MAA3<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |    148000 | PA      | $142296.47    | 0.07%             | 2025-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                 | NGPL PipeCo LLC                                                                  | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1073813.33   | 0.50%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                            | RRP DOMINICAN R                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -118688 | PA      | $-118687.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Ashford Hospitality Trust                       | Ashford Hospitality Trust 2018-ASHF                                              | CUSIP: 04410RAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $287949.25    | 0.13%             | 2035-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC             | RRP CAESARS ENT                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -289180 | PA      | $-289180.00   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                       | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    328000 | PA      | $200112.84    | 0.09%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       193 | NC      | $-96553.66    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                            | IHO Verwaltungs GmbH                                                             | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    113000 | PA      | $104842.77    | 0.05%             | 2026-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                            | FREMF 2017-KGS1 Mortgage Trust                                                   | CUSIP: 30305QAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    370000 | PA      | $328055.84    | 0.15%             | 2027-10-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND CO                         | Becton Dickinson and Co                                                          | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     88000 | PA      | $67529.97     | 0.03%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| DEMIRE REAL ESTATE AG                           | DEMIRE Deutsche Mittelstand Real Estate AG                                       | CUSIP: 000000000<br>LEI: 391200FHEFGXUKL2BO93 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $72747.75     | 0.03%             | 2024-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                             | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 3137G0UB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2017088.00   | 0.94%             | 2030-07-25      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                              | Morocco Government International Bond                                            | CUSIP: 617726AK0<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    217000 | PA      | $187949.13    | 0.09%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                  | Merck & Co Inc                                                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    538000 | PA      | $359458.79    | 0.17%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                          | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    471000 | PA      | $408680.81    | 0.19%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                      | Apidos CLO XV                                                                    | CUSIP: 03764WAG4<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $860642.00    | 0.40%             | 2031-04-20      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Transocean Guardian Ltd                         | Transocean Guardian Ltd                                                          | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    131356 | PA      | $128269.92    | 0.06%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SINIC HOLDINGS GROUP CO                         | Sinic Holdings Group Co Ltd                                                      | CUSIP: 000000000<br>LEI: 300300N5XRCGHA7P7B13 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $2000.00      | 0.00%             | 2022-06-18      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| FAURECIA                                        | Faurecia SE                                                                      | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $94536.75     | 0.04%             | 2026-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust   | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248842 | PA      | $200581.22    | 0.09%             | 2037-04-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                          | BP Capital Markets PLC                                                           | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    812000 | PA      | $745303.30    | 0.35%             | 2029-03-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                              | Forestar Group Inc                                                               | CUSIP: 346232AF8<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    560000 | PA      | $490946.67    | 0.23%             | 2026-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDSTORY SAS                                   | Goldstory SASU                                                                   | CUSIP: 000000000<br>LEI: 969500NWR67ONUJD4A26 | Long             | DBT              | CORP              | FR        |    254000 | PA      | $248149.65    | 0.12%             | 2026-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                         | Hungary Government International Bond                                            | CUSIP: 445545AL0<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    330000 | PA      | $329236.88    | 0.15%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                  | Ronshine China Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10000.00     | 0.00%             | 2023-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCI NV                                          | OCI NV                                                                           | CUSIP: 000000000<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $95246.99     | 0.04%             | 2025-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     24000 | PA      | $21817.72     | 0.01%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    379000 | PA      | $369832.94    | 0.17%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRF SA                                          | BRF SA                                                                           | CUSIP: 000000000<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $168412.50    | 0.08%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                             | American Tower Corp                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    218000 | PA      | $137174.47    | 0.06%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                     | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    808000 | PA      | $781740.00    | 0.37%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                            | Covanta Holding Corp                                                             | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18023.94     | 0.01%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                           | Caesars Entertainment Inc                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    486000 | PA      | $472234.29    | 0.22%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AI CANDELARIA SPAIN SLU                         | AI Candelaria Spain SA                                                           | CUSIP: 000000000<br>LEI: 213800L5KA2MJ5FKRZ02 | Long             | DBT              | CORP              | ES        |    235417 | PA      | $223057.29    | 0.10%             | 2028-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ASG FINANCE DESIGNATED                          | ASG Finance Designated Activity Co                                               | CUSIP: 00217AAA4<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |    428000 | PA      | $413020.00    | 0.19%             | 2024-12-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                  | Alpek SAB de CV                                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |    324000 | PA      | $269183.25    | 0.13%             | 2031-02-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                          | Egypt Government International Bond                                              | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $132000.00    | 0.06%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93450.24     | 0.04%             | 2027-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK BAHRAIN & KUWAIT                           | BBK BSC                                                                          | CUSIP: 000000000<br>LEI: 549300MCPF5HTBF8ZR90 | Long             | DBT              | CORP              | BH        |    279000 | PA      | $272251.69    | 0.13%             | 2024-07-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                               | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    315000 | PA      | $258496.88    | 0.12%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SASOL Financing USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAB1<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $180725.00    | 0.08%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEARL HOLDING III LTD                           | Pearl Holding III Ltd                                                            | CUSIP: 000000000<br>LEI: 5493006KBFRFAYN8S550 | Long             | DBT              | CORP              | KY        |     76000 | PA      | $26505.00     | 0.01%             | 2025-10-22      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                 | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175021.25    | 0.08%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | OCP CLO 2013-4 Ltd                                                               | CUSIP: 67105HBE4<br>LEI: 254900OVGEI8FTD7PT85 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $571746.42    | 0.27%             | 2029-04-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                  | Mariner Finance Issuance Trust 2020-A                                            | CUSIP: 56848MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $214477.05    | 0.10%             | 2034-08-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                          | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    457000 | PA      | $414727.50    | 0.19%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (ZURICH INS)                           | Argentum Netherlands BV for Zurich Insurance Co Ltd                              | CUSIP: 000000000<br>LEI: 50ZCTKCMUDIABGHX3R52 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $302632.34    | 0.14%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                            | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $34422.18     | 0.02%             | 2028-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust          | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157776 | PA      | $129041.10    | 0.06%             | 2048-04-25      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trust                 | LSTAR Commercial Mortgage Trust 2016-4                                           | CUSIP: 50219QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $425332.13    | 0.20%             | 2049-03-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                   | TransDigm Inc                                                                    | CUSIP: 893647BB2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    348000 | PA      | $338588.26    | 0.16%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                      | Allianz SE                                                                       | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $297304.10    | 0.14%             | 2027-10-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    240000 | PA      | $219795.00    | 0.10%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDN7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    111000 | PA      | $96077.72     | 0.04%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $110691.47    | 0.05%             | 2026-08-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                          | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228017 | PA      | $191534.67    | 0.09%             | 2044-02-22      | Fixed         | 5.97%                 | No            |                  3 | On Loan: No      |
| HOWARD HUGHES CORP                              | Howard Hughes Corp/The                                                           | CUSIP: 44267DAD9<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    981000 | PA      | $883616.13    | 0.41%             | 2028-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    390000 | PA      | $260263.58    | 0.12%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                           | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $58475.00     | 0.03%             | 2024-06-28      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| York CLO Ltd                                    | York CLO 1 Ltd                                                                   | CUSIP: 986255BA4<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $237110.10    | 0.11%             | 2029-10-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                          | Marriott International Inc/MD                                                    | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    106000 | PA      | $98910.07     | 0.05%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                    | Broadcom Inc                                                                     | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    390000 | PA      | $269247.74    | 0.13%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     19000 | PA      | $15817.50     | 0.01%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                               | Cedar Funding IX CLO Ltd                                                         | CUSIP: 15033FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1767123.20   | 0.83%             | 2031-04-20      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $347138.21    | 0.16%             | 2027-10-25      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                            | SRS Distribution Inc                                                             | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25707.63     | 0.01%             | 2028-07-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                          | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $319033.75    | 0.15%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP              | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87522.27     | 0.04%             | 2036-01-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                              | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    123998 | PA      | $123130.01    | 0.06%             | 2023-06-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATURGY FINANCE BV                              | Naturgy Finance BV                                                               | CUSIP: 000000000<br>LEI: 2138005FTXOJUBQ5J563 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $92779.28     | 0.04%             | 2026-11-23      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                              | Panama Government International Bond                                             | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    430000 | PA      | $369208.75    | 0.17%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $55823.84     | 0.03%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                        | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAG1<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    278000 | PA      | $286515.14    | 0.13%             | 2025-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                     | CUSIP: 902613AB4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    150000 | PA      | $145851.93    | 0.07%             | 2024-07-30      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                              | Braskem Idesa SAPI                                                               | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $213750.00    | 0.10%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      2640 | OU      | $100.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co                                    | SM Energy Co                                                                     | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    341000 | PA      | $331059.85    | 0.15%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                           | SURA Asset Management SA                                                         | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |    417000 | PA      | $413872.50    | 0.19%             | 2024-04-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    475000 | PA      | $392088.93    | 0.18%             | 2030-02-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                     | Chemours Co/The                                                                  | CUSIP: 000000000<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95553.67     | 0.04%             | 2026-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                         | Standard Industries Inc/NJ                                                       | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     46000 | PA      | $41394.94     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2018-2 Ltd                                                     | CUSIP: 69688LAA5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1343651.85   | 0.63%             | 2031-07-16      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| Magnum Intermediate Holdings I LLC              | Magnum Intermediate Holdings I LLC 2nd Lien Term Loan                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  17000000 | PA      | $1.70         | 0.00%             | 2059-01-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MODERN LAND CHINA CO LTD                        | Modern Land China Co Ltd                                                         | CUSIP: 000000000<br>LEI: 549300PDOU6AR9Z9IN08 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $11500.00     | 0.01%             | 2023-04-11      | Fixed         | 9.80%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                          | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $370657.35    | 0.17%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                    | Ares LV CLO Ltd                                                                  | CUSIP: 04018BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $921007.10    | 0.43%             | 2034-07-15      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| FEL ENERGY VI SARL                              | FEL Energy VI Sarl                                                               | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    277185 | PA      | $236178.91    | 0.11%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR/CAN/MAGNUM/MI                        | Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op  | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $217605.66    | 0.10%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION AUTOMOTIVE                        | Constellation Automotive Financing PLC                                           | CUSIP: 000000000<br>LEI: 254900HVTSU7VICDRM89 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $78788.49     | 0.04%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AFFINITY GAMING                                 | Affinity Gaming                                                                  | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    367000 | PA      | $311156.92    | 0.15%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                         | Talen Energy Supply LLC                                                          | CUSIP: 87422VAG3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    675000 | PA      | $690187.50    | 0.32%             | 2028-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                          | Rockford Tower CLO 2017-3 Ltd                                                    | CUSIP: 77341DAJ6<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    970000 | PA      | $888908.78    | 0.42%             | 2030-10-20      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US LONG BOND(CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        13 | NC      | $-6724.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2018-MP                                           | CUSIP: 61691DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551000 | PA      | $388226.89    | 0.18%             | 2040-07-11      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                | Connecticut Avenue Securities Trust 2021-R01                                     | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    456714 | PA      | $413548.50    | 0.19%             | 2041-10-25      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| TRUST F/1401                                    | Trust Fibra Uno                                                                  | CUSIP: 898324AC2<br>LEI: N/A                  | Long             | DBT              |  | MX        |    230000 | PA      | $222352.50    | 0.10%             | 2026-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6438817 | PA      | $6343660.36   | 2.97%             | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                  | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     76000 | PA      | $76000.00     | 0.04%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2018-SUN                                          | CUSIP: 61691MAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1298465.71   | 0.61%             | 2035-07-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| FANTASIA HOLDINGS GROUP                         | Fantasia Holdings Group Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5493005JQNLB3I01JW62 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $31000.00     | 0.01%             | 2022-04-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                 | CVS Health Corp                                                                  | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    295000 | PA      | $203806.56    | 0.10%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                  | Home Depot Inc/The                                                               | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    335000 | PA      | $218883.24    | 0.10%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                        | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    291000 | PA      | $289963.31    | 0.14%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | SWAP/CDSWAP/SCDS: (CMACG)                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              |  | XX        |      5560 | OU      | $211.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTURION BIDCO SPA                             | Centurion Bidco SpA                                                              | CUSIP: 000000000<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $184188.08    | 0.09%             | 2026-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    148000 | PA      | $139448.61    | 0.07%             | 2025-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                         | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AC0<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    347000 | PA      | $336156.25    | 0.16%             | 2029-03-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                    | ams-OSRAM AG                                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $163833.24    | 0.08%             | 2025-03-05      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                        | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $435510.88    | 0.20%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    141000 | PA      | $135085.37    | 0.06%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                              | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    197000 | PA      | $181901.43    | 0.09%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                    | GS Mortgage Securities Trust 2012-GCJ9                                           | CUSIP: 36192PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252130 | PA      | $251011.07    | 0.12%             | 2045-11-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                     | Rad CLO 6 Ltd                                                                    | CUSIP: 48661KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $457428.55    | 0.21%             | 2033-01-20      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| Credito Real Sab DE CV Sofom ENR                | Credito Real Sab DE CV Sofom ENR Term Loan B                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | MX        |    112000 | PA      | $2128.00      | 0.00%             | 2023-02-17      | Floating      | 6.73%                 | No            |                  3 | On Loan: No      |
| OI EUROPEAN GROUP BV                            | OI European Group BV                                                             | CUSIP: 000000000<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $267184.19    | 0.12%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                   | SCC Power PLC                                                                    | CUSIP: 78397YAC6<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |    745120 | PA      | $22353.60     | 0.01%             | 2032-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC          | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $-20340.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OP SERVICIOS MEGA                               | Operadora de Servicios Mega SA de CV Sofom ER                                    | CUSIP: 68373NAA3<br>LEI: 4469000001BP4DCM0P31 | Long             | DBT              | CORP              | MX        |    661000 | PA      | $326905.81    | 0.15%             | 2025-02-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDC1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    901000 | PA      | $875102.64    | 0.41%             | 2024-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                         | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    485000 | PA      | $316751.65    | 0.15%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                         | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6317.30      | 0.00%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                              | AMN Healthcare Inc                                                               | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $193634.70    | 0.09%             | 2027-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                            | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $92279.44     | 0.04%             | 2027-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                               | Stonegate Pub Co Financing 2019 PLC                                              | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $218094.60    | 0.10%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                               | Iberdrola International BV                                                       | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $244323.25    | 0.11%             | 2029-08-09      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    339000 | PA      | $258487.50    | 0.12%             | 2031-11-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                           | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    436000 | PA      | $342238.20    | 0.16%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Colorado Plaza                                  | Colorado Plaza Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4117647 | PA      | $2067647.24   | 0.97%             | 2024-05-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BUCKEYE PARTNERS LP                             | Buckeye Partners LP                                                              | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    195000 | PA      | $185718.82    | 0.09%             | 2025-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                | MGM Resorts International                                                        | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325436.91    | 0.15%             | 2026-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    477000 | PA      | $381689.44    | 0.18%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                            | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $1309.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-52177.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                            | Signal Peak CLO 7 Ltd                                                            | CUSIP: 56844CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $222876.23    | 0.10%             | 2032-04-30      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Republic of Senegal                             | Senegal Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $164225.00    | 0.08%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    525000 | PA      | $444937.50    | 0.21%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut                          | Mauser Packaging Solutions Holding Co                                            | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1061803.10   | 0.50%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FAURECIA                                        | Faurecia SE                                                                      | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $90067.62     | 0.04%             | 2027-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |         1 | NC      | $2624.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                        | Empresas Publicas de Medellin ESP                                                | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    305000 | PA      | $241579.06    | 0.11%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                        | British Telecommunications PLC                                                   | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $167315.90    | 0.08%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                       | Diamond Sports Group, LLC Term Loan                                              | CUSIP: 25277BAB4<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |   1484358 | PA      | $163279.40    | 0.08%             | 2026-08-24      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                              | Abertis Infraestructuras Finance BV                                              | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $90345.94     | 0.04%             | 2025-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust          | Velocity Commercial Capital Loan Trust 2018-1                                    | CUSIP: 92257AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231462 | PA      | $170643.70    | 0.08%             | 2048-04-25      | Fixed         | 7.26%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                  | ADLER Group SA                                                                   | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $42282.75     | 0.02%             | 2026-11-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORYX FUNDING LTD                                | Oryx Funding Ltd                                                                 | CUSIP: 67114NAA9<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189975.00    | 0.09%             | 2031-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                        | Saudi Government International Bond                                              | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    360000 | PA      | $290767.50    | 0.14%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                     | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    792000 | PA      | $735050.05    | 0.34%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                        | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $69402.65     | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                     | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     50258 | PA      | $21998.56     | 0.01%             | 2043-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                          | Verizon Communications Inc                                                       | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    195000 | PA      | $122257.06    | 0.06%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RONSHINE CHINA                                  | Ronshine China Holdings Ltd                                                      | CUSIP: 000000000<br>LEI: 549300GNBBT32SFSEC47 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $10000.00     | 0.00%             | 2025-01-25      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust      | JPMDB Commercial Mortgage Securities Trust 2018-C8                               | CUSIP: 46591AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11427000 | PA      | $701479.53    | 0.33%             | 2051-06-15      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $93119.60     | 0.04%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                         | Talen Energy Supply LLC                                                          | CUSIP: 87422VAF5<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1286505.00   | 0.60%             | 2027-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CMA CGM SA                                      | CMA CGM SA                                                                       | CUSIP: 000000000<br>LEI: 969500BZJ49IICIBZZ08 | Long             | DBT              | CORP              | FR        |    236000 | PA      | $260583.80    | 0.12%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MED Trust                                       | Med Trust 2021-MDLN                                                              | CUSIP: 58403YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $159918.99    | 0.07%             | 2038-11-15      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                             | Century Communities Inc                                                          | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104951.46    | 0.05%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                   | MAF Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $242546.88    | 0.11%             | 2029-05-14      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                | CSC Holdings LLC                                                                 | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    360000 | PA      | $290250.00    | 0.14%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                       | Loxam SAS                                                                        | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $192406.87    | 0.09%             | 2026-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                             | Klabin Austria GmbH                                                              | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    305000 | PA      | $245525.00    | 0.11%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                            | Tri Pointe Homes Inc                                                             | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $450828.65    | 0.21%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                         | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $371194.27    | 0.17%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                        | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $304676.69    | 0.14%             | 2025-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                       | Amgen Inc                                                                        | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $248912.04    | 0.12%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                            | Commercial Metals Co                                                             | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $575156.78    | 0.27%             | 2030-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK                            | TRSWAP: HYG US EQUITY                                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               |  | US        |    328064 | OU      | $-4625.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                             | NOVA Chemicals Corp                                                              | CUSIP: 66977WAQ2<br>LEI: 5493007M1XGU5E55ZJ25 | Long             | DBT              | CORP              | CA        |   1407000 | PA      | $1361267.17   | 0.64%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                             | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $100827.35    | 0.05%             | 2025-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONO 2021-LULU Mortgage Trust                   | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $99152.36     | 0.05%             | 2036-10-15      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                 | Cemex SAB de CV                                                                  | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $307346.12    | 0.14%             | 2026-03-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                        | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    669000 | PA      | $684888.75    | 0.32%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                             | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $214887.38    | 0.10%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                               | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98012.92     | 0.05%             | 2025-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GILBERT PARK CLO LTD                            | Gilbert Park CLO Ltd                                                             | CUSIP: 375415AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $513578.29    | 0.24%             | 2030-10-15      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                         | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    401000 | PA      | $336288.63    | 0.16%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KAR Auction Services Inc                        | KAR Auction Services Inc                                                         | CUSIP: 48238TAA7<br>LEI: 5493004HKD20LBSG7D03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175849.15    | 0.08%             | 2025-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                             | Select Medical Corp                                                              | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    780000 | PA      | $741647.40    | 0.35%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                        | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |    370000 | PA      | $306961.72    | 0.14%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUN COUNTRY 2019 1C                             | SUN COUNTRY 2019 1C                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422434 | PA      | $411366.06    | 0.19%             | 2023-12-15      | Fixed         | 7.00%                 | No            |                  3 | On Loan: No      |
| UniCredit SpA                                   | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $207939.10    | 0.10%             | 2026-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REKEEP SPA                                      | Rekeep SpA                                                                       | CUSIP: 000000000<br>LEI: 8156008737CA044FCB79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $177957.52    | 0.08%             | 2026-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                               | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $103909.26    | 0.05%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Caliber Home Loans, Inc.                        | Caliber Home Loans, Inc. 2018 Revolver                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2985000.02   | 1.40%             | 2025-07-24      | Floating      | 7.62%                 | No            |                  3 | On Loan: No      |
| UBS AG                                          | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | XX        |         1 | NC      | $68903.18     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                             | Suzano Austria GmbH                                                              | CUSIP: 86964WAB8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    773000 | PA      | $770729.31    | 0.36%             | 2047-03-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                   | Carnival Corp                                                                    | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    110000 | PA      | $116411.81    | 0.05%             | 2026-02-01      | Fixed         | 10.13%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    514000 | PA      | $388584.00    | 0.18%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OQ SAOC                                         | OQ SAOC                                                                          | CUSIP: 67624L2A5<br>LEI: 549300YK417GKI6EQ392 | Long             | DBT              | CORP              | OM        |    286000 | PA      | $269698.00    | 0.13%             | 2028-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                        | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $154247.49    | 0.07%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                        | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    733000 | PA      | $672423.05    | 0.31%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                          | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    156000 | PA      | $145219.09    | 0.07%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oi SA                                           | Oi SA                                                                            | CUSIP: 000000000<br>LEI: 254900YEMWCRRAGD4978 | Long             | DBT              | CORP              | BR        |    375000 | PA      | $62765.63     | 0.03%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                        | Svenska Handelsbanken AB                                                         | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $356520.00    | 0.17%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                          | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     23000 | PA      | $14285.88     | 0.01%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                             | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    189000 | PA      | $184891.45    | 0.09%             | 2026-07-31      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| INTRUM AB                                       | Intrum AB                                                                        | CUSIP: 000000000<br>LEI: 549300UNCO2FCUWXX470 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $97046.95     | 0.05%             | 2025-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                    | Ecopetrol SA                                                                     | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    440000 | PA      | $418220.00    | 0.20%             | 2025-01-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                        | Encore Capital Group Inc                                                         | CUSIP: 000000000<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200435.24    | 0.09%             | 2025-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                        | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-2015.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United Group BV                                 | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    130000 | PA      | $129179.38    | 0.06%             | 2024-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo SAB de CV                           | Grupo Bimbo SAB de CV                                                            | CUSIP: 40052VAF1<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $198162.50    | 0.09%             | 2023-04-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                              | Banco Santander SA                                                               | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $181698.10    | 0.08%             | 2026-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Strata CLO, Ltd                                 | Strata CLO I Ltd                                                                 | CUSIP: 86267XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $440784.05    | 0.21%             | 2031-01-15      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                        | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    212000 | PA      | $182823.50    | 0.09%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                                  | BCAP LLC 2012-RR3 Trust                                                          | CUSIP: 05539BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    973926 | PA      | $844405.19    | 0.39%             | 2037-12-26      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                               | Chile Government International Bond                                              | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    213000 | PA      | $179425.88    | 0.08%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PEARL HOLDING II LTD                            | Pearl Holding II Ltd                                                             | CUSIP: 000000000<br>LEI: 549300BUY3KOHID1L691 | Long             | DBT              | CORP              | KY        |     95428 | PA      | $2773.66      | 0.00%             | 2023-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $275676.89    | 0.13%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                          | Market Bidco Finco PLC                                                           | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $91831.85     | 0.04%             | 2027-11-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                           | Republic Services Inc                                                            | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $237079.52    | 0.11%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                      | Select Medical Corporation 2017 Term Loan B                                      | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    240272 | PA      | $234985.68    | 0.11%             | 2025-03-06      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Luxembourg Life Fund                            | Luxembourg Life Fund 2021 Term Loan                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   5040917 | PA      | $5034867.81   | 2.35%             | 2023-04-01      | Floating      | 13.93%                | No            |                  3 | On Loan: No      |
| CFK Trust                                       | CFK Trust 2019-FAX                                                               | CUSIP: 12528XAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1606069.00   | 0.75%             | 2039-01-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       227 | NC      | $17252.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                       | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -6438817 | PA      | $-6343660.36  | -2.97%            | 2053-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                          | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $334393.20    | 0.16%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDCO OAK TREE PTE LTD                          | Medco Oak Tree Pte Ltd                                                           | CUSIP: 000000000<br>LEI: 254900AU06KP3JTGZL51 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $189750.00    | 0.09%             | 2026-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                       | Anchorage Capital CLO 5-R Ltd                                                    | CUSIP: 03329YAA1<br>LEI: 549300687XYK5L55VX28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $908299.30    | 0.42%             | 2030-01-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                              | Dominican Republic International Bond                                            | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    435000 | PA      | $369015.94    | 0.17%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JINGRUI HOLDINGS LTD                            | Jingrui Holdings Ltd                                                             | CUSIP: 000000000<br>LEI: 549300RXCFKI6KHCMP52 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $18399.85     | 0.01%             | 2022-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    865000 | PA      | $633388.48    | 0.30%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                  | PulteGroup Inc                                                                   | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1264660.94   | 0.59%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARGENTUM (SWISS RE LTD)                         | Argentum Netherlands BV for Swiss Re Ltd                                         | CUSIP: 000000000<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $366000.00    | 0.17%             | 2052-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                          | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -324 | NC      | $27813.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWOOD FINANCING PLC                          | Sherwood Financing PLC                                                           | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $86037.38     | 0.04%             | 2026-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                                              | CUSIP: 03846JX47<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    265000 | PA      | $252743.75    | 0.12%             | 2024-05-29      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79280.31     | 0.04%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                     | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113MAE4<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $872989.40    | 0.41%             | 2032-07-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| ENI SPA                                         | Eni SpA                                                                          | CUSIP: 000000000<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    450000 | PA      | $370491.67    | 0.17%             | 2030-02-11      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                        | Madison Park Funding XXX LTD                                                     | CUSIP: 000000000<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $225773.25    | 0.11%             | 2029-04-15      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    406000 | PA      | $388440.50    | 0.18%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GENNEIA SA                                      | Genneia SA                                                                       | CUSIP: 372319AB9<br>LEI: 529900YZ70LX0XWS9P67 | Long             | DBT              | CORP              | AR        |    196577 | PA      | $190593.69    | 0.09%             | 2027-09-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                        | Service Properties Trust                                                         | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |      4000 | NS      | $29160.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                        | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    274000 | PA      | $243185.96    | 0.11%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAF SUKUK LTD                                   | MAF Sukuk Ltd                                                                    | CUSIP: 000000000<br>LEI: 549300IS9H0W5N2N4K34 | Long             | DBT              | CORP              | KY        |    243000 | PA      | $224896.50    | 0.11%             | 2030-02-28      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| JGC VENTURES PTE LTD                            | JGC Ventures Pte Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008PR2UO2K6SYH32 | Long             | DBT              | CORP              | SG        |      7219 | PA      | $1527.27      | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HONO Mortgage Trust                             | HONO 2021-LULU Mortgage Trust                                                    | CUSIP: 40390MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $180989.96    | 0.08%             | 2036-10-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD         | Goldentree Loan Management US Clo 2 Ltd                                          | CUSIP: 38136PAA9<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1279591.05   | 0.60%             | 2030-11-28      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| ADLER GROUP SA                                  | ADLER Group SA                                                                   | CUSIP: 000000000<br>LEI: 391200OYYFJ3DWAMEC69 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $130380.75    | 0.06%             | 2025-08-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond                                            | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    441000 | PA      | $363825.00    | 0.17%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ProGroup AG                                     | ProGroup AG                                                                      | CUSIP: 000000000<br>LEI: 529900YI5W5TQ8F2FP82 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $93798.14     | 0.04%             | 2026-03-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC          | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | BR        |         1 | NC      | $5123.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIQUID TELECOM FINANCE                          | Liquid Telecommunications Financing Plc                                          | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $143225.00    | 0.07%             | 2026-09-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golden Entertainment Inc                        | Golden Entertainment Inc                                                         | CUSIP: 381013AA9<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | DBT              | CORP              | US        |    274000 | PA      | $270058.83    | 0.13%             | 2026-04-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                  | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $838038.50    | 0.39%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                             | LBM Acquisition LLC Term Loan B                                                  | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     72724 | PA      | $62883.91     | 0.03%             | 2027-12-17      | Floating      | 8.90%                 | No            |                  2 | On Loan: No      |
| CHINA EVERGRANDE GROUP                          | China Evergrande Group                                                           | CUSIP: 000000000<br>LEI: 549300CUF7B1LAB15T90 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $13662.50     | 0.01%             | 2023-01-22      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                             | Gilead Sciences Inc                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    355000 | PA      | $247680.37    | 0.12%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    320000 | PA      | $216400.00    | 0.10%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                  | Commerzbank AG                                                                   | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $397171.02    | 0.19%             | 2025-10-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United Mexican States                           | Mexico Government International Bond                                             | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    388000 | PA      | $365496.00    | 0.17%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SES SA                                          | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $103912.81    | 0.05%             | 2024-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                        | International Business Machines Corp                                             | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    218000 | PA      | $141862.05    | 0.07%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FERROVIAL NL BV                                 | Ferrovial Netherlands BV                                                         | CUSIP: 000000000<br>LEI: 72450048UYBX1IY3XM22 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $84030.29     | 0.04%             | 2023-02-14      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MAF GLOBAL SECURITIES                           | MAF Global Securities Ltd                                                        | CUSIP: 000000000<br>LEI: 54930037VUDNYTS17017 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $191225.00    | 0.09%             | 2026-03-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 3.500000 28-MAY-2031                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    199900 | OU      | $8180.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AXALTA COATING                                  | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 000000000<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102315.70    | 0.05%             | 2025-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                 | Republic Finance Issuance Trust 2020-A                                           | CUSIP: 76042EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $645419.53    | 0.30%             | 2030-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 3.710000 10-JAN-2027                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   7146200 | OU      | $-38100.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SCC POWER PLC                                   | SCC Power PLC                                                                    | CUSIP: 78397YAB8<br>LEI: 529900IYGYC6VSDSDF37 | Long             | DBT              | CORP              | GB        |   1375606 | PA      | $468744.10    | 0.22%             | 2028-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                        | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $185488.39    | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                           | Guatemala Government Bond                                                        | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $191850.00    | 0.09%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities IX Ltd            | GoldenTree Loan Opportunities IX Ltd                                             | CUSIP: 38123GAG1<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $451047.40    | 0.21%             | 2029-10-29      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Nexa Resources SA                               | Nexa Resources SA                                                                | CUSIP: 91832CAA4<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    462000 | PA      | $433067.25    | 0.20%             | 2027-05-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                           | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    137000 | PA      | $109034.61    | 0.05%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                            | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203902.64    | 0.10%             | 2024-12-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                | TotalEnergies SE                                                                 | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $180236.03    | 0.08%             | 2025-02-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    340000 | PA      | $301707.50    | 0.14%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                        | Scientific Games International Inc                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    464000 | PA      | $442614.24    | 0.21%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                           | Indonesia Government International Bond                                          | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    515000 | PA      | $500894.15    | 0.23%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                    | Barclays PLC                                                                     | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $534383.16    | 0.25%             | 2024-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                        | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $80837.13     | 0.04%             | 2028-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                  | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182100.00    | 0.09%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BankAmerica Manufactured Housing Contract Trust | BankAmerica Manufactured Housing Contract Trust                                  | CUSIP: 06606FAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $692372.68    | 0.32%             | 2022-02-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                          | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    493000 | PA      | $418776.46    | 0.20%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL EQUITY                               | CWT TRAVEL EQUITY                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $35380.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth of Puerto Rico                     | PUERTO RICO CMWLTH                                                               | CUSIP: 74514L4F1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    234504 | PA      | $75855.62     | 0.04%             | 2051-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                       | Amgen Inc                                                                        | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    218000 | PA      | $131203.66    | 0.06%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                             | Elmwood CLO II Ltd                                                               | CUSIP: 29001RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $229945.33    | 0.11%             | 2034-04-20      | Floating      | 11.04%                | No            |                  2 | On Loan: No      |
| Electricite de France SA                        | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $97365.09     | 0.05%             | 2026-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                                              | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    406000 | PA      | $379939.88    | 0.18%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. INTERNATIONAL              | SWAP/CDSWAP/CDS: (CMBX.NA.15.BBB-)                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DCR              |  | US        |   3522000 | OU      | $-672390.37   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| FRIGORIFICO CONCEPCION                          | Frigorifico Concepcion SA                                                        | CUSIP: 358648AA1<br>LEI: 529900Q6VZVL47QJCQ91 | Long             | DBT              | CORP              | PY        |    200000 | PA      | $159912.50    | 0.07%             | 2028-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Kestrel Bidco Inc.                              | Kestrel Bidco Inc. Term Loan B                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |       462 | PA      | $419.13       | 0.00%             | 2026-12-11      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| GARFUNKELUX HOLDCO 3 SA                         | Garfunkelux Holdco 3 SA                                                          | CUSIP: 000000000<br>LEI: 2221007QVSNJV7EWBX69 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $256024.76    | 0.12%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust     | MF1 2021-W10X                                                                    | CUSIP: 55284DAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $280092.04    | 0.13%             | 2034-12-15      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Transocean Phoenix 2 Ltd                        | Transocean Phoenix 2 Ltd                                                         | CUSIP: 893828AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    735200 | PA      | $727848.00    | 0.34%             | 2024-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                             | Sirius XM Radio Inc                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64705.28     | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                                   | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    510000 | PA      | $453114.60    | 0.21%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                                  | Gol Finance SA                                                                   | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $118100.00    | 0.06%             | 2026-06-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                         | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    499000 | PA      | $366997.39    | 0.17%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                          | Pertamina Persero PT                                                             | CUSIP: 69370RAD9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    404000 | PA      | $368694.44    | 0.17%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $725747.63    | 0.34%             | 2027-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                 | Rolls-Royce PLC                                                                  | CUSIP: 000000000<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $84431.70     | 0.04%             | 2028-05-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                        | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541000 | PA      | $428709.00    | 0.20%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                       | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   8842853 | NS      | $8842852.64   | 4.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                 | SWAP/CDSWAP/ICE: (CDX.NA.HY.34.V9)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |  13741000 | OU      | $413896.56    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                | MGM Resorts International                                                        | CUSIP: 552953CF6<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    355000 | PA      | $330224.27    | 0.15%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                        | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 000000000<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    331000 | PA      | $310400.97    | 0.15%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                          | Yanlord Land HK Co Ltd                                                           | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $192000.00    | 0.09%             | 2024-02-27      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                | Altice France SA/France                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $160093.00    | 0.07%             | 2029-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| XHR LP                                          | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     27000 | PA      | $22116.41     | 0.01%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC          | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |         1 | NC      | $45279.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookside Mill CLO Ltd                          | Brookside Mill CLO Ltd 2013-1                                                    | CUSIP: 114521AP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $241299.20    | 0.11%             | 2028-01-17      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                           | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    975000 | PA      | $768007.50    | 0.36%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                        | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |    374000 | PA      | $321973.35    | 0.15%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                | Trestles CLO II LTD                                                              | CUSIP: 89531VAA0<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1587058.22   | 0.74%             | 2031-07-25      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    440000 | PA      | $395450.00    | 0.18%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                            | Colombia Government International Bond                                           | CUSIP: 195325CX1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    411000 | PA      | $385774.88    | 0.18%             | 2026-01-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                         | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    310000 | PA      | $253676.88    | 0.12%             | 2061-08-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                    | CSMC 2020-FACT                                                                   | CUSIP: 126395AQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $639683.10    | 0.30%             | 2037-10-15      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                             | Avianca Midco 2 PLC                                                              | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    614678 | PA      | $448714.94    | 0.21%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                     | Geopark Ltd                                                                      | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    205000 | PA      | $176594.69    | 0.08%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                         | SCIH Salt Holdings Inc. 2021 Incremental Term Loan B                             | CUSIP: 78397GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    266305 | PA      | $258220.29    | 0.12%             | 2027-03-16      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                               | MC Brazil Downstream Trading SARL                                                | CUSIP: 000000000<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $164125.00    | 0.08%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                            | Bank of America Corp                                                             | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    325000 | PA      | $254331.69    | 0.12%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                 | Aimbridge Acquisition Co., Inc. 2019 Term Loan B                                 | CUSIP: 00900YAD8<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |    399136 | PA      | $360595.34    | 0.17%             | 2026-02-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PHOENIX PIB DUTCH FINANC                        | Phoenix PIB Dutch Finance BV                                                     | CUSIP: 000000000<br>LEI: 529900UUYBCBB7HMVI56 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100124.92    | 0.05%             | 2025-08-05      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                          | TK Elevator Midco GmbH                                                           | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | DBT              | CORP              | DE        |    115000 | PA      | $108908.07    | 0.05%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THAMES WATER KEMBLE FINA                        | Thames Water Kemble Finance PLC                                                  | CUSIP: 000000000<br>LEI: 213800S7UU2MQXYJQO60 | Long             | DBT              | CORP              | GB        |    167000 | PA      | $170209.14    | 0.08%             | 2026-05-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                        | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $208088.53    | 0.10%             | 2024-03-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                            | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $55580.09     | 0.03%             | 2027-02-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BAYER AG                                        | Bayer AG                                                                         | CUSIP: 000000000<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $634107.52    | 0.30%             | 2079-11-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING BV                               | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $98702.32     | 0.05%             | 2026-03-01      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                          | Oman Government International Bond                                               | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    400000 | PA      | $372325.00    | 0.17%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DANA INC                                        | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159191.56    | 0.07%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                            | Stillwater Mining Co                                                             | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |    567000 | PA      | $498357.56    | 0.23%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                         | Hungary Government International Bond                                            | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    510000 | PA      | $484914.38    | 0.23%             | 2029-06-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                             | Sirius XM Radio Inc                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     66000 | PA      | $60243.48     | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                            | Colombia Government International Bond                                           | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    573000 | PA      | $505779.94    | 0.24%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                          | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    123000 | PA      | $117926.25    | 0.06%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                        | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    172000 | PA      | $175141.59    | 0.08%             | 2026-08-21      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    273000 | PA      | $249112.50    | 0.12%             | 2025-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | Service Properties Trust                                                         | CUSIP: 44106MAR3<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    865000 | PA      | $850028.48    | 0.40%             | 2023-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC                            | RRP SASOL FINAN                                                                  | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Short            | RA               | CORP              | US        |   -161500 | PA      | $-161500.00   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                           | Palmer Square CLO 2015-2 Ltd                                                     | CUSIP: 69689CBC9<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $230259.78    | 0.11%             | 2030-07-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                            | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $88131.44     | 0.04%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                              | Ukraine Government International Bond                                            | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    369000 | PA      | $76521.38     | 0.04%             | 2027-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                              | NBK Tier 1 Ltd                                                                   | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |    341000 | PA      | $296840.50    | 0.14%             | 2026-08-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JGC VENTURES PTE LTD                            | JGC Ventures Pte Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008PR2UO2K6SYH32 | Long             | DBT              | CORP              | SG        |       265 | PA      | $56.06        | 0.00%             | 2025-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JGC Ventures Pte Ltd                            | JGC Ventures Pte Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008PR2UO2K6SYH32 | Long             | DBT              | CORP              | SG        |    238875 | PA      | $95550.00     | 0.04%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOBANK SPA                                      | doValue SpA                                                                      | CUSIP: 000000000<br>LEI: 8156007AF7DB5FE05555 | Long             | DBT              | CORP              | IT        |    259000 | PA      | $243084.11    | 0.11%             | 2026-07-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                  | JPN 10Y BOND(OSE) MAR23                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |        -7 | NC      | $142468.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORP                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDL1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $973721.20    | 0.46%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                         | Sasol Financing USA LLC                                                          | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176725.00    | 0.08%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                          | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |     29000 | PA      | $25673.99     | 0.01%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | NatWest Group PLC                                                                | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $286371.22    | 0.13%             | 2031-06-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                          | Mid-America Apartments LP                                                        | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     28000 | PA      | $17845.18     | 0.01%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                     | SWP: OIS 4.180000 21-JUN-2024                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   4684700 | OU      | $45165.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP HOLDG                        | Cloud Software Group Holdings Inc                                                | CUSIP: 88632QAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    239000 | PA      | $201305.21    | 0.09%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Metinvest BV                                    | Metinvest BV                                                                     | CUSIP: 000000000<br>LEI: 635400TMCKVEU87EJ582 | Long             | DBT              | CORP              | NL        |    296000 | PA      | $153328.00    | 0.07%             | 2026-04-23      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                   | AIB Group PLC                                                                    | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196338.42    | 0.09%             | 2024-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOMURA SECURITIES INTERNATIONAL INC             | RRP CALPINE COR                                                                  | CUSIP: 000000000<br>LEI: OXTKY6Q8X53C9ILVV871 | Short            | RA               | CORP              | US        |   -625432 | PA      | $-625432.50   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                    | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $291447.72    | 0.14%             | 2027-05-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deer Creek CLO, Ltd.                            | Deer Creek Clo Ltd 2017-1                                                        | CUSIP: 24380MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $867533.60    | 0.41%             | 2030-10-20      | Floating      | 10.59%                | No            |                  2 | On Loan: No      |
| SES SA                                          | SES SA                                                                           | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $212377.18    | 0.10%             | 2026-05-27      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| YANGO JUSTICE INTL                              | Yango Justice International Ltd                                                  | CUSIP: 000000000<br>LEI: 3003007ELD2HAYCXPT77 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $3000.00      | 0.00%             | 2024-09-04      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The Federal Republic of Nigeria                 | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    343000 | PA      | $257250.00    | 0.12%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OAFIT A NOTE UPSIZE                             | OAFIT A NOTE UPSIZE                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   4300000 | PA      | $2876421.62   | 1.35%             | 2024-01-21      | Fixed         | 8.00%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23000 | PA      | $15640.55     | 0.01%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                              | Panama Government International Bond                                             | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    563000 | PA      | $531260.88    | 0.25%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR FRANCE-KLM                                  | Air France-KLM                                                                   | CUSIP: 000000000<br>LEI: 969500AQW31GYO8JZD66 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $95779.54     | 0.04%             | 2026-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                        | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $212711.16    | 0.10%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JERROLD FINCO PLC                               | Jerrold Finco PLC                                                                | CUSIP: 000000000<br>LEI: 213800F7AYNHLL1BPR31 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99859.28     | 0.05%             | 2027-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bean Creek CLO LTD                              | Bean Creek CLO Ltd                                                               | CUSIP: 07378XAG1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1237827.45   | 0.58%             | 2031-04-20      | Floating      | 9.99%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-10

**Name of Applicant:** BlackRock Multi-Sector Opportunities Trust

**Signature:** Ann Frechette

**Name of Signer:** Ann Frechette

**Title:** Assistant Treasurer