# EDGAR Filing Document

**Accession Number:** 0000836412
**File Stem:** 0001752724-23-009924
**Filing Date:** 2023-1
**Character Count:** 239834
**Document Hash:** d8a8ff969457c23c4f7b4e89f6bdc994
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009924.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009924

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Total Return Fund Inc.
- **CENTRAL INDEX KEY:** 0000836412
- **IRS NUMBER:** 133474242
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05620
- **FILM NUMBER:** 23548871

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-272-2700

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 800-272-2700

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

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

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

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $725954283.49

**Total Liabilities:** $210252576.01

**Net Assets:** $515701707.48

**Delayed Delivery Securities:** $43000.00

**Cash Not Reported:** $173199.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -4201.00000000 | **10-Year:** -15698.00000000 | **30-Year:** -26633.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -34.00000000 | **5-Year:** -8030.00000000 | **10-Year:** -14948.00000000 | **30-Year:** -6261.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -12.27%              | 3.69%                | 9.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5063840.65              | $-69209785.99                              |
| Month 2  | $-1463812.77             | $17944134.02                               |
| Month 3  | $-936845.21              | $44531585.40                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MIDCAP FINANCIAL ISSR TR           | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $414437.50    | 0.08%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT             | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    491395 | PA      | $404932.92    | 0.08%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ferrovial SA                       | Ferrovial SA                                                                    | CUSIP: 000000000<br>LEI: 95980020140005757903 | Long             | EC               | CORP              | ES        |    332655 | NS      | $8945859.34   | 1.73%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVIENT CORP                       | Navient Corp                                                                    | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    540000 | PA      | $525960.00    | 0.10%             | 2025-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                     | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    570000 | PA      | $508414.36    | 0.10%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $301012.50    | 0.06%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    380000 | PA      | $230090.00    | 0.04%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD            | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    570000 | PA      | $469315.20    | 0.09%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust         | Progress Residential 2019-SFR3 Trust                                            | CUSIP: 74332WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $265181.67    | 0.05%             | 2036-09-17      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                     | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $258297.75    | 0.05%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                 | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $126631.35    | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust     | Mariner Finance Issuance Trust 2020-A                                           | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $565470.03    | 0.11%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| SAFE FLEET HOLDINGS LLC            | Safe Fleet Holdings LLC                                                         | CUSIP: 000000000<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |     64675 | PA      | $62411.38     | 0.01%             | 2029-02-23      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP            | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    395000 | PA      | $376636.85    | 0.07%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva     | Amur Equipment Finance Receivables IX LLC                                       | CUSIP: 03237KAD6<br>LEI: 549300INEWFFGID70G60 | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $654495.40    | 0.13%             | 2027-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                         | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $88946.59     | 0.02%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP             | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $576014.38    | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                   | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    470000 | PA      | $474995.92    | 0.09%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA           | Scientific Games International Inc                                              | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123875.00    | 0.02%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                 | Aqua Finance Trust 2017-A                                                       | CUSIP: 03837PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49365 | PA      | $48559.40     | 0.01%             | 2035-11-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC             | Taco Bell Funding LLC                                                           | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    354375 | PA      | $340167.75    | 0.07%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN           | Weekley Homes LLC / Weekley Finance Corp                                        | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $287720.71    | 0.06%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2021-3 LLC                                                                 | CUSIP: 69357PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697844 | PA      | $617793.48    | 0.12%             | 2026-04-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR           | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    355000 | PA      | $277029.12    | 0.05%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora     | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380756 | PA      | $332370.39    | 0.06%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                    | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    108227 | PA      | $103735.95    | 0.02%             | 2028-09-30      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                        | Avient Corp                                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63459.50     | 0.01%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL VA                         | City of Bristol VA                                                              | CUSIP: 110331PQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    565000 | PA      | $486844.57    | 0.09%             | 2042-01-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC              | Caesars Entertainment Inc                                                       | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143303.86    | 0.03%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F           | CrownRock LP / CrownRock Finance Inc                                            | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $156510.50    | 0.03%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL            | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $110107.20    | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2014-1                                      | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41186 | PA      | $38011.62     | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    610000 | PA      | $415227.00    | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra     | VOLT XCII LLC                                                                   | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462145 | PA      | $409187.83    | 0.08%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC              | Bausch Health Cos Inc                                                           | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $23275.00     | 0.00%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP             | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    530000 | PA      | $508270.00    | 0.10%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD           | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    335000 | PA      | $304518.51    | 0.06%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent              | American Homes 4 Rent 2015-SFR2 Trust                                           | CUSIP: 02666BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $325014.02    | 0.06%             | 2052-10-17      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA              | Indonesia Government International Bond                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    550000 | PA      | $540306.25    | 0.10%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Ltd       | Canadian Pacific Railway Ltd                                                    | CUSIP: 13645T100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    123175 | NS      | $10089264.25  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN           | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    560000 | PA      | $544872.57    | 0.11%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BROWARD CNTY FL WTR & SWR UTIL     | Broward County FL Water & Sewer Utility Revenue                                 | CUSIP: 115117NJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    370000 | PA      | $358181.65    | 0.07%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP             | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $523281.07    | 0.10%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC              | Lightstone Holdco LLC                                                           | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |     11025 | PA      | $10032.32     | 0.00%             | 2027-01-30      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    205000 | PA      | $143789.26    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO           | Great Canadian Gaming Corp                                                      | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |    114712 | PA      | $112274.15    | 0.02%             | 2026-11-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2021-RPL1 LLC                                                              | CUSIP: 69360GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130435 | PA      | $115541.88    | 0.02%             | 2051-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TransDigm Inc                                                                   | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    405000 | PA      | $381712.50    | 0.07%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC           | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    515000 | PA      | $406379.91    | 0.08%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust        | Diamond Resorts Owner Trust 2021-1                                              | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207095 | PA      | $187683.32    | 0.04%             | 2033-11-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                      | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    550000 | PA      | $427097.00    | 0.08%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                     | ARD Finance SA                                                                  | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    490000 | PA      | $362600.00    | 0.07%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN GUARDIAN LTD            | Transocean Guardian Ltd                                                         | CUSIP: 893800AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     59707 | PA      | $58160.39     | 0.01%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WILLIAM MORRIS ENDEAVOR EN         | William Morris Endeavor Entertainment LLC                                       | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    231518 | PA      | $225025.81    | 0.04%             | 2025-05-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARE         | Project Ruby Ultimate Parent Corp                                               | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    254916 | PA      | $241896.98    | 0.05%             | 2028-03-10      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY            | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    610000 | PA      | $452677.10    | 0.09%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL           | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    705000 | PA      | $585917.46    | 0.11%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACC Auto Trust                     | ACC Auto Trust 2021-A                                                           | CUSIP: 00108XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $696989.74    | 0.14%             | 2027-04-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED             | Teck Resources Ltd                                                              | CUSIP: 878742AE5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $424260.74    | 0.08%             | 2035-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                        | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180467.96    | 0.03%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                | Callon Petroleum Co                                                             | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180788.80    | 0.04%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2021-2 LLC                                                                 | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104201 | PA      | $95180.26     | 0.02%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust              | Arroyo Mortgage Trust 2021-1R                                                   | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197094 | PA      | $155537.06    | 0.03%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                         | AMSR 2021-SFR3 Trust                                                            | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $218284.53    | 0.04%             | 2038-10-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR           | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    319000 | PA      | $288561.37    | 0.06%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2016-3                                      | CUSIP: 64829HAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203144 | PA      | $184743.09    | 0.04%             | 2056-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                     | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    432000 | PA      | $314558.13    | 0.06%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN           | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $340926.44    | 0.07%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust           | Octane Receivables Trust 2019-1                                                 | CUSIP: 67576TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $742736.38    | 0.14%             | 2025-06-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $206630.85    | 0.04%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC       | Business Jet Securities 2020-1 LLC                                              | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215773 | PA      | $195563.27    | 0.04%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| UKG INC                            | UKG Inc                                                                         | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    211643 | PA      | $204146.17    | 0.04%             | 2026-05-03      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                     | Proofpoint Inc                                                                  | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    108028 | PA      | $103808.32    | 0.02%             | 2028-08-31      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV            | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $331000.00    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                | ZAXBY'S FUNDING LLC                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    698162 | PA      | $566606.34    | 0.11%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust              | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175924 | PA      | $162898.73    | 0.03%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| DS PARENT INC                      | DS Parent Inc                                                                   | CUSIP: 23344YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    221375 | PA      | $210804.34    | 0.04%             | 2028-12-10      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC               | SRS Distribution Inc                                                            | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |    167875 | PA      | $160950.16    | 0.03%             | 2028-06-04      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS           | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $109464.85    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA ENERGY CORP RIGHTS          | VISTRA ENERGY CORP RIGHTS                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2084 | NS      | $2432.03      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CORONADO FINANCE PTY LTD           | Coronado Finance Pty Ltd                                                        | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    526000 | PA      | $545725.00    | 0.11%             | 2026-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC              | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     16000 | PA      | $8876.80      | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE             | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $62202.57     | 0.01%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUNTER US BIDCO INC                | Hunter US Bidco Inc                                                             | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |    189563 | PA      | $184823.44    | 0.04%             | 2028-08-19      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    147000 | PA      | $136436.90    | 0.03%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC            | Cobra AcquisitionCo LLC                                                         | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $241200.00    | 0.05%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN              | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $241832.15    | 0.05%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T     | Ellington Financial Mortgage Trust 2022-1                                       | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597311 | PA      | $493661.77    | 0.10%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $408300.67    | 0.08%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                     | Lannett Co Inc                                                                  | CUSIP: 51602UAD0<br>LEI: 5299001DJ6C90XX17G45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $35775.00     | 0.01%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                   | Hilton USA Trust 2016-SFP                                                       | CUSIP: 43289VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $390197.90    | 0.08%             | 2035-11-05      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU           | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $655175.71    | 0.13%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO           | Caesars Resort Collection LLC                                                   | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |    470794 | PA      | $467220.25    | 0.09%             | 2024-12-22      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN           | Mileage Plus Holdings LLC                                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285000 | PA      | $292837.50    | 0.06%             | 2027-06-20      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST      | Commonbond Student Loan Trust 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127170 | PA      | $114552.39    | 0.02%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding           | Purchasing Power Funding 2021-A LLC                                             | CUSIP: 74615JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $674581.58    | 0.13%             | 2025-10-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    470000 | PA      | $494962.83    | 0.10%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                | Flughafen Zurich AG                                                             | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |     49960 | NS      | $8307059.31   | 1.61%             |  |  |  | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP              | Filtration Group Corp                                                           | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    292917 | PA      | $288780.55    | 0.06%             | 2025-03-29      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                | Mclaren Finance PLC                                                             | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $420316.00    | 0.08%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes              | Tricon American Homes 2020-SFR2 Trust                                           | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $545671.96    | 0.11%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust         | Verus Securitization Trust 2022-4                                               | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413050 | PA      | $395119.58    | 0.08%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp              | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     25926 | NS      | $6650019.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTEGRIS ESCROW CORP               | Entegris Escrow Corp                                                            | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $438966.08    | 0.09%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | Altice France Holding SA                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $134118.09    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA GLOBAL                      | Sempra Global                                                                   | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    599000 | PA      | $481734.66    | 0.09%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TITAN ACQ/CO-BORROWER              | Titan Acquisition Ltd / Titan Co-Borrower LLC                                   | CUSIP: 88827AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    265000 | PA      | $235253.75    | 0.05%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The               | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    239970 | NS      | $8326959.00   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Visio Trust                        | Visio 2020-1R Trust                                                             | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80418 | PA      | $71913.87     | 0.01%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC         | Jersey Mike's Funding                                                           | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430745 | PA      | $389950.86    | 0.08%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LP              | Citadel Securities LP                                                           | CUSIP: 17288YAE2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    125000 | PA      | $123985.00    | 0.02%             | 2028-02-02      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Atlas Arteria Ltd                  | Atlas Arteria Ltd                                                               | CUSIP: 000000000<br>LEI: 254900SGF4ZQDBH2YC59 | Long             | EC               | CORP              | AU        |   3058306 | NS      | $14722155.01  | 2.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential      | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67929 | PA      | $54026.76     | 0.01%             | 2056-06-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS              | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    402000 | PA      | $319949.10    | 0.06%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC              | Level 3 Financing Inc                                                           | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    335000 | PA      | $247364.00    | 0.05%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO               | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    555000 | PA      | $458985.00    | 0.09%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                   | RCO VI Mortgage LLC 2022-1                                                      | CUSIP: 74934VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325303 | PA      | $303311.80    | 0.06%             | 2027-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PODS LLC                           | PODS LLC                                                                        | CUSIP: 73044EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    208510 | PA      | $198605.70    | 0.04%             | 2028-03-31      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L               | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $278212.50    | 0.05%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS CORP                | Covia Holdings LLC                                                              | CUSIP: 22305CAB5<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    340000 | PA      | $327675.00    | 0.06%             | 2026-07-31      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $37113.24     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP            | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474000 | PA      | $545761.78    | 0.11%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS             | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    402000 | PA      | $408955.16    | 0.08%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE           | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    620000 | PA      | $495535.00    | 0.10%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L           | New Enterprise Stone & Lime Co Inc                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414756.00    | 0.08%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS        | Consolidated Communications Inc                                                 | CUSIP: 20903EBB0<br>LEI: 549300WW675Y48HDVX34 | Long             | LON              | CORP              | US        |    153511 | PA      | $134065.76    | 0.03%             | 2027-10-02      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC            | Arcline FM Holdings LLC                                                         | CUSIP: 03960DAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95000 | PA      | $85500.00     | 0.02%             | 2029-06-23      | Floating      | 12.29%                | No            |                  2 | On Loan: No      |
| METLIFE INC                        | MetLife Inc                                                                     | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    435000 | PA      | $395036.55    | 0.08%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MEDALLION MIDLAND ACQ              | Medallion Midland Acquisition LP                                                | CUSIP: 58404BAD7<br>LEI: 549300QCYU94ZA2ELG48 | Long             | LON              | CORP              | US        |    180579 | PA      | $178435.64    | 0.03%             | 2028-10-18      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                       | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    495000 | PA      | $391682.01    | 0.08%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou     | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |    170651 | NS      | $10332918.05  | 2.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc             | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    461325 | NS      | $14351820.75  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28612.63     | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                      | Sempra Energy                                                                   | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    111905 | NS      | $18597491.95  | 3.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS            | NMG Holding Co Inc / Neiman Marcus Group LLC                                    | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $433332.00    | 0.08%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKG INC                            | UKG Inc                                                                         | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     20000 | PA      | $18300.00     | 0.00%             | 2027-05-03      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| Orange Lake Timeshare Trust        | Orange Lake Timeshare Trust 2019-A                                              | CUSIP: 68504UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118491 | PA      | $111380.16    | 0.02%             | 2038-04-09      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO           | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    460000 | PA      | $358829.18    | 0.07%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327209 | PA      | $289082.12    | 0.06%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                    | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    202675 | NS      | $14231838.50  | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SKOPOS AUTO RECEIVABLES TRUST      | Skopos Auto Receivables Trust 2019-1                                            | CUSIP: 83085DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30254 | PA      | $30198.46     | 0.01%             | 2024-09-16      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp              | Pembina Pipeline Corp                                                           | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    312045 | NS      | $11392432.03  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TURNING POINT BRANDS INC           | Turning Point Brands Inc                                                        | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    600000 | PA      | $522343.76    | 0.10%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST            | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $541477.06    | 0.10%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust     | Carvana Auto Receivables Trust 2019-2                                           | CUSIP: 14686UAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353945 | PA      | $350565.64    | 0.07%             | 2025-01-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC              | Directv Financing LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259274 | PA      | $247959.64    | 0.05%             | 2027-08-02      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust               | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $622635.35    | 0.12%             | 2037-10-19      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust      | UBS Commercial Mortgage Trust 2012-C1                                           | CUSIP: 90269GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34980 | PA      | $31831.62     | 0.01%             | 2045-05-10      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                      | DTE Energy Co                                                                   | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |     57760 | NS      | $6700737.60   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $906176.59    | 0.18%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                       | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    585000 | PA      | $441207.00    | 0.09%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC              | Bausch Health Cos Inc                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $66005.00     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP             | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    225000 | PA      | $201093.75    | 0.04%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                         | Citadel LP                                                                      | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    525000 | PA      | $489913.81    | 0.09%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC           | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     89000 | PA      | $82061.63     | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                    | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    120195 | NS      | $8129989.80   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent              | American Homes 4 Rent 2014-SFR2 Trust                                           | CUSIP: 02665UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $961144.40    | 0.19%             | 2036-10-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra     | VOLT C LLC                                                                      | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172483 | PA      | $152927.03    | 0.03%             | 2051-05-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $356559.86    | 0.07%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249214.23    | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust         | BXG Receivables Note Trust 2020-A                                               | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318680 | PA      | $290526.07    | 0.06%             | 2036-02-28      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD               | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    375000 | PA      | $344366.25    | 0.07%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                      | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    505000 | PA      | $439336.68    | 0.09%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERATION BRIDGE II LLC           | Generation Bridge II LLC                                                        | CUSIP: 37147QAC2<br>LEI: 254900BU0I8CJYZ8GK47 | Long             | LON              | CORP              | US        |    129939 | PA      | $128639.54    | 0.02%             | 2029-02-23      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                     | ACM Auto Trust 2022-1                                                           | CUSIP: 00091QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $421304.75    | 0.08%             | 2029-04-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND           | Saudi Government International Bond                                             | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    640000 | PA      | $559200.00    | 0.11%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU           | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34550.00     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC               | Blue Owl Finance LLC                                                            | CUSIP: 09581JAA4<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    415000 | PA      | $312379.13    | 0.06%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                                    | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $542566.52    | 0.11%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                      | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $297348.00    | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA              | Guatemala Government Bond                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    400000 | PA      | $384200.00    | 0.07%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP               | CITGO Petroleum Corp                                                            | CUSIP: 17302UAM4<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | LON              | CORP              | US        |    272709 | PA      | $272572.65    | 0.05%             | 2024-03-28      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2021-9 LLC                                                                 | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263763 | PA      | $235034.22    | 0.05%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDING           | Aruba Investments Holdings LLC                                                  | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    206725 | PA      | $199660.94    | 0.04%             | 2027-11-24      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $369244.09    | 0.07%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION           | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69262.50     | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA              | Venezuela Government International Bond                                         | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    225000 | PA      | $18562.50     | 0.00%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC       | Jack in the Box Funding LLC                                                     | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541750 | PA      | $471366.38    | 0.09%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GENERATION BRIDGE II LLC           | Generation Bridge II LLC                                                        | CUSIP: 37147QAD0<br>LEI: 254900BU0I8CJYZ8GK47 | Long             | LON              | CORP              | US        |     14127 | PA      | $13985.54     | 0.00%             | 2029-02-23      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC             | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9514.80      | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE         | Cooper-Standard Automotive Inc                                                  | CUSIP: 21676TAC9<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | LON              | CORP              | US        |    282861 | PA      | $275834.27    | 0.05%             | 2023-11-02      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust               | Roc Mortgage Trust 2021-RTL1                                                    | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    580000 | PA      | $540405.49    | 0.10%             | 2026-08-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,     | Galton Funding Mortgage Trust 2017-1                                            | CUSIP: 36416UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25478 | PA      | $23558.70     | 0.00%             | 2056-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP              | Dun & Bradstreet Corp/The                                                       | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    299889 | PA      | $295540.55    | 0.06%             | 2026-02-08      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN           | Parsley Energy LLC / Parsley Finance Corp                                       | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $316872.46    | 0.06%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust     | Carvana Auto Receivables Trust 2019-3                                           | CUSIP: 14686XAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318135 | PA      | $313197.65    | 0.06%             | 2025-04-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                   | COLT 2022-5 Mortgage Loan Trust                                                 | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484881 | PA      | $459393.10    | 0.09%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    530000 | PA      | $477848.00    | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC               | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $511183.91    | 0.10%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC           | Great Outdoors Group LLC                                                        | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    234392 | PA      | $224957.73    | 0.04%             | 2028-03-05      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                        | Deluxe Corp                                                                     | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    190000 | PA      | $157225.00    | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                 | Turkey Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    845000 | PA      | $798525.00    | 0.15%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SOPHIA LP                          | Sophia LP                                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    248699 | PA      | $239311.04    | 0.05%             | 2027-10-07      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                  | Eversource Energy                                                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    167080 | NS      | $13844248.80  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| KINGDOM OF MOROCCO                 | Morocco Government International Bond                                           | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    295000 | PA      | $252003.75    | 0.05%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                 | Panama Government International Bond                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    230000 | PA      | $189405.00    | 0.04%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ZEP INC                            | ZEP INC                                                                         | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |    324912 | PA      | $281455.05    | 0.05%             | 2024-08-11      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI           | HLF Financing Sarl LLC / Herbalife International Inc                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $328748.20    | 0.06%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                   | BlueLinx Holdings Inc                                                           | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202500.00    | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                 | Morocco Government International Bond                                           | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $159162.50    | 0.03%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                  | At Home Group Inc                                                               | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65475.00     | 0.01%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24763 | PA      | $22654.21     | 0.00%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC           | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    355000 | PA      | $319500.00    | 0.06%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1145000 | PA      | $752971.68    | 0.15%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL HOLDINGS             | Viant Medical Holdings Inc                                                      | CUSIP: 58506PAF8<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |    309106 | PA      | $273172.62    | 0.05%             | 2025-07-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP           | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $266460.70    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA           | Republic of South Africa Government International Bond                          | CUSIP: 836205AW4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    305000 | PA      | $290379.06    | 0.06%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                         | Air Canada                                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     82734 | PA      | $81699.65     | 0.02%             | 2028-08-11      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec     | American Credit Acceptance Receivables Trust 2022-1                             | CUSIP: 02530WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $491045.97    | 0.10%             | 2028-03-13      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                    | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    580000 | PA      | $500630.74    | 0.10%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA               | Colombia Government International Bond                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    205000 | PA      | $151700.00    | 0.03%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3660000 | PA      | $3607667.05   | 0.70%             | 2023-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes              | Tricon American Homes 2019-SFR1 Trust                                           | CUSIP: 89612LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $532923.93    | 0.10%             | 2038-03-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD             | Eskom Holdings SOC Ltd                                                          | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    695000 | PA      | $650259.38    | 0.13%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| APA Group                          | APA Group                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |   1361126 | NS      | $10384848.79  | 2.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST           | Service Properties Trust                                                        | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    340000 | PA      | $280011.25    | 0.05%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS            | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145087.25    | 0.03%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust           | Ajax Mortgage Loan Trust 2019-D                                                 | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235755 | PA      | $218277.68    | 0.04%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    127000 | PA      | $134494.26    | 0.03%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA            | Capital Farm Credit ACA                                                         | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    310000 | PA      | $266600.00    | 0.05%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC               | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $140154.80    | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE              | Banco Santander Chile                                                           | CUSIP: 05970FAD3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    725000 | PA      | $600300.00    | 0.12%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora     | Chase Mortgage Finance Corp                                                     | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113385 | PA      | $95174.41     | 0.02%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                 | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    900000 | PA      | $745200.00    | 0.14%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS             | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    485000 | PA      | $416154.25    | 0.08%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust         | Verus Securitization Trust 2019-4                                               | CUSIP: 92537KAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $186766.67    | 0.04%             | 2059-11-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    615000 | PA      | $642060.14    | 0.12%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2016-3                                      | CUSIP: 64829HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53557 | PA      | $49078.36     | 0.01%             | 2056-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING            | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    315000 | PA      | $262641.45    | 0.05%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC             | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    470000 | PA      | $487241.12    | 0.09%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                        | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    628000 | PA      | $503750.20    | 0.10%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP               | CITGO Petroleum Corp                                                            | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236475.60    | 0.05%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES              | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $333400.00    | 0.06%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES           | International Flavors & Fragrances Inc                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    515000 | PA      | $404808.55    | 0.08%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ACC Trust                          | ACC Trust 2021-1                                                                | CUSIP: 00091KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $581054.63    | 0.11%             | 2024-12-20      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS            | Surgery Center Holdings Inc                                                     | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416020.37    | 0.08%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN           | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $367650.00    | 0.07%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                  | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $485438.85    | 0.09%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT             | Egypt Government International Bond                                             | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    665000 | PA      | $543637.50    | 0.11%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                        | Asurion LLC                                                                     | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    214942 | PA      | $185870.77    | 0.04%             | 2027-07-31      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust         | Verus Securitization Trust 2022-5                                               | CUSIP: 924921AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690176 | PA      | $621823.24    | 0.12%             | 2067-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                      | Carnival Corp                                                                   | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     92862 | PA      | $89176.79     | 0.02%             | 2025-06-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus     | Residential Mortgage Loan Trust 2019-2                                          | CUSIP: 76119DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26672 | PA      | $26099.25     | 0.01%             | 2059-05-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY DEDICATE     | Metropolitan Transportation Authority                                           | CUSIP: 59260XAW8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    530000 | PA      | $564918.41    | 0.11%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust     | Carvana Auto Receivables Trust 2019-3                                           | CUSIP: 14686XAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $511220.00    | 0.10%             | 2026-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                 | Panama Government International Bond                                            | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $149000.00    | 0.03%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                | CNT Holdings I Corp                                                             | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206104 | PA      | $199180.75    | 0.04%             | 2027-11-08      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    560000 | PA      | $595502.00    | 0.12%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                     | OT Merger Corp                                                                  | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $105127.20    | 0.02%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN           | Triton Water Holdings Inc                                                       | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    181233 | PA      | $166734.07    | 0.03%             | 2028-03-31      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC               | SRS Distribution Inc                                                            | CUSIP: 78466YAQ1<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |     34738 | PA      | $33185.08     | 0.01%             | 2028-06-04      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust           | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354347 | PA      | $299957.60    | 0.06%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                   | Cinemark USA Inc                                                                | CUSIP: 172442AS4<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |    229904 | PA      | $220816.09    | 0.04%             | 2025-03-29      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.         | Playa Resorts Holding BV                                                        | CUSIP: 72812NAD8<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    685830 | PA      | $684259.55    | 0.13%             | 2024-04-27      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| MOHEGAN GAMING & ENT               | Mohegan Gaming & Entertainment                                                  | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    375000 | PA      | $352106.25    | 0.07%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP      | Sales Tax Securitization Corp                                                   | CUSIP: 79467BDK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     85000 | PA      | $63808.97     | 0.01%             | 2043-01-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent              | American Homes 4 Rent 2015-SFR1 Trust                                           | CUSIP: 02666AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    154653 | PA      | $147012.36    | 0.03%             | 2052-04-17      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN           | Traverse Midstream Partners LLC                                                 | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    489859 | PA      | $486184.95    | 0.09%             | 2024-09-27      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS INC                  | Grab Holdings Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    278586 | PA      | $272144.95    | 0.05%             | 2026-01-29      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO             | Endo Dac / Endo Finance LLC / Endo Finco Inc                                    | CUSIP: 29273DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     94000 | PA      | $13160.00     | 0.00%             | 2027-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust         | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $705330.76    | 0.14%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC               | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180450.00    | 0.03%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES            | Oryx Midstream Services Permian Basin LLC                                       | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    322556 | PA      | $317985.16    | 0.06%             | 2028-10-05      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                   | Pegasus Bidco BV                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    190000 | PA      | $185725.00    | 0.04%             | 2029-07-12      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                  | At Home Group Inc                                                               | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    435000 | PA      | $254475.00    | 0.05%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP              | Lincoln National Corp                                                           | CUSIP: 534187BP3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    515000 | PA      | $363478.21    | 0.07%             | 2067-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Emera Inc                          | Emera Inc                                                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |    256420 | NS      | $9983061.67   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2016-4                                                | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $437468.69    | 0.08%             | 2056-07-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust           | Octane Receivables Trust 2020-1                                                 | CUSIP: 67592LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $687050.10    | 0.13%             | 2025-06-20      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDINGS LLC                | H-Food Holdings LLC                                                             | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |    260502 | PA      | $224935.80    | 0.04%             | 2025-05-31      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                  | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    223980 | PA      | $220107.47    | 0.04%             | 2026-04-30      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Issuer Trust 2019-4                                        | CUSIP: 36258HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $515291.38    | 0.10%             | 2026-08-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI           | Amentum Government Services Holdings LLC                                        | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    164588 | PA      | $161810.91    | 0.03%             | 2029-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                     | Open Text Corp                                                                  | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    230000 | PA      | $223196.60    | 0.04%             | 2029-11-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| RCO Mortgage LLC                   | RCO VII Mortgage LLC 2021-2                                                     | CUSIP: 74938JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176457 | PA      | $163711.82    | 0.03%             | 2026-09-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                     | Transocean Inc                                                                  | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $45560.93     | 0.01%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA              | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    830000 | PA      | $68475.00     | 0.01%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HP INC                             | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    610000 | PA      | $582828.92    | 0.11%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                                             | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    610000 | PA      | $565665.20    | 0.11%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                 | Upstream Newco Inc                                                              | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    230828 | PA      | $208322.37    | 0.04%             | 2026-11-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC             | Par Pharmaceutical Inc                                                          | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |    187000 | PA      | $140717.50    | 0.03%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | Neptune Bidco US Inc                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    220000 | PA      | $197450.00    | 0.04%             | 2029-04-11      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1406382.81   | 0.27%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                       | RealPage Inc                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    181079 | PA      | $173044.44    | 0.03%             | 2028-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A         | HIN Timeshare Trust 2020-A                                                      | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106995 | PA      | $97993.67     | 0.02%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust             | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $497341.39    | 0.10%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC              | Quikrete Holdings Inc                                                           | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    358200 | PA      | $352379.25    | 0.07%             | 2029-03-18      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $667542.00    | 0.13%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC     | VCAT 2021-NPL4 LLC                                                              | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473431 | PA      | $425184.66    | 0.08%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust              | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492423 | PA      | $452501.95    | 0.09%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                         | Akumin Inc                                                                      | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $308060.00    | 0.06%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust               | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710000 | PA      | $588085.40    | 0.11%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR           | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    184371 | PA      | $179577.76    | 0.03%             | 2027-10-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable     | OneMain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $387741.22    | 0.08%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK              | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    475000 | PA      | $486875.00    | 0.09%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| RISING TIDE HOLDINGS INC           | Rising Tide Holdings Inc                                                        | CUSIP: 76770EAB3<br>LEI: 254900T03WM6VU0KWL83 | Long             | LON              | CORP              | US        |    187625 | PA      | $146816.56    | 0.03%             | 2028-06-01      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII            | Sunshine Luxembourg VII Sarl                                                    | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    172375 | PA      | $163487.35    | 0.03%             | 2026-10-02      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC            | J&J Ventures Gaming LLC                                                         | CUSIP: 46604BAB4<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    222203 | PA      | $212899.13    | 0.04%             | 2028-04-26      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                     | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    720000 | PA      | $589688.85    | 0.11%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |    132770 | NS      | $29375362.50  | 5.70%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA           | Republic of South Africa Government International Bond                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    335000 | PA      | $307362.50    | 0.06%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES            | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     18000 | PA      | $18427.68     | 0.00%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO            | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    555000 | PA      | $443306.25    | 0.09%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2021-1                                                | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $361782.14    | 0.07%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2014-5                                                 | CUSIP: 46643KBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205367 | PA      | $170006.28    | 0.03%             | 2029-10-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC            | Arcline FM Holdings LLC                                                         | CUSIP: 03960DAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167753 | PA      | $161462.04    | 0.03%             | 2028-06-23      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,     | Galton Funding Mortgage Trust 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20009 | PA      | $18142.51     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                       | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    376426 | NS      | $15542629.54  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB INDUSTRIES                     | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    480000 | PA      | $448281.60    | 0.09%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L           | Telesat Canada / Telesat LLC                                                    | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    270000 | PA      | $83025.00     | 0.02%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Issuer Trust 2022-2                                        | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $489084.95    | 0.09%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| KPEX HOLDINGS INC                  | KPEX Holdings Inc                                                               | CUSIP: 84763NAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    225861 | PA      | $207415.10    | 0.04%             | 2025-01-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC           | Team Health Holdings Inc                                                        | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    395000 | PA      | $230087.50    | 0.04%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA              | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1135000 | PA      | $314962.50    | 0.06%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                        | Twitter Inc                                                                     | CUSIP: 90184LAG7<br>LEI: 549300I8RX485XMK6836 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265482.90    | 0.05%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP               | Epicor Software Corp                                                            | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    194299 | PA      | $187416.94    | 0.04%             | 2027-07-31      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    365000 | PA      | $356105.31    | 0.07%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA             | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    435000 | PA      | $417545.03    | 0.08%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    535000 | PA      | $563783.87    | 0.11%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC               | INEOS US Finance LLC                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    472864 | PA      | $466069.13    | 0.09%             | 2027-11-08      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                  | Arbys Funding LLC                                                               | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    571838 | PA      | $489412.27    | 0.09%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                 | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    279253 | NS      | $9603104.89   | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1         | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207497 | PA      | $173391.48    | 0.03%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV               | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $494426.97    | 0.10%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust         | Verus Securitization Trust 2022-7                                               | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385140 | PA      | $372901.04    | 0.07%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    605000 | PA      | $458128.89    | 0.09%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC           | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    148000 | PA      | $126526.01    | 0.02%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                | Peabody Energy Corp                                                             | CUSIP: 70454BAT6<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | LON              | CORP              | US        |    223512 | PA      | $219356.80    | 0.04%             | 2025-03-31      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE            | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $637654.30    | 0.12%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                           | State of Texas                                                                  | CUSIP: 882724QP5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    110000 | PA      | $89157.68     | 0.02%             | 2044-04-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                      | Telecomunicaciones Digitales SA                                                 | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    600000 | PA      | $502500.00    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    520000 | PA      | $430976.58    | 0.08%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)             | Pertamina Persero PT                                                            | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    480000 | PA      | $388800.00    | 0.08%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC               | Metis Merger Sub LLC                                                            | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $205875.00    | 0.04%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91166 | PA      | $85442.43     | 0.02%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU     | WFRBS Commercial Mortgage Trust 2014-C24                                        | CUSIP: 92939KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $152112.26    | 0.03%             | 2047-11-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CARLISLE FOODSERVICE PRO           | Carlisle FoodService Products Inc                                               | CUSIP: 14235UAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269020 | PA      | $235615.64    | 0.05%             | 2025-03-20      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC              | Carriage Services Inc                                                           | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $270180.00    | 0.05%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR           | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    555000 | PA      | $563100.23    | 0.11%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT           | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                           | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $220900.00    | 0.04%             | 2028-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                 | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $647120.98    | 0.13%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER           | State Oil Co of the Azerbaijan Republic                                         | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |    280000 | PA      | $283850.00    | 0.06%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    285000 | PA      | $260025.45    | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables      | Exeter Automobile Receivables Trust 2019-1                                      | CUSIP: 30167DAD9<br>LEI: 549300KR7NUJOX0UJ040 | Long             | ABS-O            | CORP              | US        |    112682 | PA      | $112446.09    | 0.02%             | 2024-12-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                | Hyland Software Inc                                                             | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    480276 | PA      | $472774.38    | 0.09%             | 2024-07-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Orsted AS                          | Orsted AS                                                                       | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | EC               | CORP              | DK        |     67138 | NS      | $5878630.23   | 1.14%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES            | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    710000 | PA      | $573403.10    | 0.11%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC           | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344064.44    | 0.07%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5140000 | PA      | $4991823.46   | 0.97%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Tr     | Avid Automobile Receivables Trust 2019-1                                        | CUSIP: 05369DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    369112 | PA      | $366993.91    | 0.07%             | 2026-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY               | Rackspace Technology Global Inc                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    490000 | PA      | $223424.81    | 0.04%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust       | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240900 | PA      | $209027.51    | 0.04%             | 2055-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                   | Taseko Mines Ltd                                                                | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $545351.94    | 0.11%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX NEWCO INC                  | Phoenix Newco Inc                                                               | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    129350 | PA      | $124225.15    | 0.02%             | 2028-11-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                           | BX Trust 2022-CLS                                                               | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663000 | PA      | $655944.02    | 0.13%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC           | Prudential Financial Inc                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396660.00    | 0.08%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DXP ENTERPRISES INC                | DXP Enterprises Inc/TX                                                          | CUSIP: 23338DAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    206325 | PA      | $195579.59    | 0.04%             | 2027-12-23      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T     | Ellington Financial Mortgage Trust 2021-2                                       | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    439254 | PA      | $330831.92    | 0.06%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC              | Lightstone Holdco LLC                                                           | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |    194894 | PA      | $177353.13    | 0.03%             | 2027-01-30      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust               | LHOME Mortgage Trust 2021-RTL1                                                  | CUSIP: 501894AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $322296.97    | 0.06%             | 2026-09-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $252937.50    | 0.05%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust      | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    318171 | PA      | $302454.86    | 0.06%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| EDP - Energias de Portugal SA      | EDP - Energias de Portugal SA                                                   | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | EC               | CORP              | PT        |   1456128 | NS      | $6909393.57   | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT             | Mauser Packaging Solutions Holding Co                                           | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    371275 | PA      | $359906.09    | 0.07%             | 2024-04-03      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                 | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $159906.54    | 0.03%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                       | PetSmart LLC                                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167203 | PA      | $160455.07    | 0.03%             | 2028-02-12      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust     | Avant Credit Card Master Trust                                                  | CUSIP: 05351KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $536644.88    | 0.10%             | 2027-04-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241916 | PA      | $226842.68    | 0.04%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION           | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $104362.57    | 0.02%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    704000 | PA      | $580849.28    | 0.11%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS           | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     35000 | PA      | $18725.00     | 0.00%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG             | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $507633.74    | 0.10%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION              | McGraw-Hill Education Inc                                                       | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $356378.40    | 0.07%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CCU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2270000 | PA      | $2193032.81   | 0.43%             | 2023-08-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD              | Nabors Industries Ltd                                                           | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    285000 | PA      | $273956.25    | 0.05%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                   | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    593000 | PA      | $487640.02    | 0.09%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T     | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48802 | PA      | $45684.89     | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd      | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $333043.16    | 0.06%             | 2052-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    495000 | PA      | $408474.00    | 0.08%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                        | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |    132019 | NS      | $17034875.41  | 3.30%             |  |  |  | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & FINANCE            | Odebrecht Oil & Gas Finance Ltd                                                 | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     25744 | PA      | $160.90       | 0.00%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Angel Oak Mortgage Trust           | Angel Oak Mortgage Trust I LLC 2018-3                                           | CUSIP: 03464NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3546 | PA      | $3525.44      | 0.00%             | 2048-09-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST           | Service Properties Trust                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    230000 | PA      | $161386.40    | 0.03%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                   | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |    137495 | NS      | $19445917.85  | 3.77%             |  |  |  | No            |                  1 | On Loan: No      |
| NMG PARENT LLC.                    | NMG PARENT LLC.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       368 | NS      | $53360.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| NBC Funding LLC                    | NBC Funding LLC                                                                 | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471438 | PA      | $395458.28    | 0.08%             | 2051-07-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA REVENUES     | University of California                                                        | CUSIP: 91412HBU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $245478.04    | 0.05%             | 2048-05-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC              | Phoenix Guarantor Inc                                                           | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    302231 | PA      | $286741.27    | 0.06%             | 2026-03-05      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC           | BroadStreet Partners Inc                                                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    270000 | PA      | $229500.00    | 0.04%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2021-NR4                                                              | CUSIP: 12566DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334241 | PA      | $306007.71    | 0.06%             | 2061-10-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                     | Bancolombia SA                                                                  | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $170750.00    | 0.03%             | 2029-12-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DORIC NIMROD 2013-1 CL A           | Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust                        | CUSIP: 233283AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GG        |    383838 | PA      | $379958.46    | 0.07%             | 2023-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation               | Oasis Securitization Funding LLC                                                | CUSIP: 67422AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64360 | PA      | $63283.80     | 0.01%             | 2033-02-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust      | Palisades Mortgage Loan Trust 2021-RTL1                                         | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $258876.66    | 0.05%             | 2026-06-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO           | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    415000 | PA      | $331162.69    | 0.06%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                       | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    620223 | NS      | $7006922.69   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | PA      | $839566.41    | 0.16%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INFINITE BIDCO LLC                 | Infinite Bidco LLC                                                              | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    251066 | PA      | $239768.30    | 0.05%             | 2028-03-02      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC            | Brown Group Holding LLC                                                         | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    206909 | PA      | $202125.73    | 0.04%             | 2028-06-07      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | Altice France SA/France                                                         | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $240000.00    | 0.05%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                | MESQUITE ENERGY INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $1181.25      | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Vericrest Opportunity Loan Tra     | VOLT CVI LLC                                                                    | CUSIP: 92873KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180848 | PA      | $165747.24    | 0.03%             | 2051-12-26      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2019-INV1 Trust                                                             | CUSIP: 67098AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52025 | PA      | $49876.56     | 0.01%             | 2048-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC               | LifePoint Health Inc                                                            | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    210510 | PA      | $195012.66    | 0.04%             | 2025-11-16      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR           | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    855000 | PA      | $804127.50    | 0.16%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CT TRUST                           | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    450000 | PA      | $387928.13    | 0.08%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                | Hotwire Funding LLC                                                             | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    695000 | PA      | $574834.99    | 0.11%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS           | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    445000 | PA      | $226950.00    | 0.04%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    905000 | PA      | $788481.25    | 0.15%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   1337332 | NS      | $1337332.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC           | TricorBraun Holdings Inc                                                        | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    181758 | PA      | $173124.09    | 0.03%             | 2028-03-03      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                 | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    660000 | PA      | $527090.26    | 0.10%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Transurban Group                   | Transurban Group                                                                | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |   3617623 | NS      | $35368248.06  | 6.86%             |  |  |  | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC            | PetVet Care Centers LLC                                                         | CUSIP: 70476XAC9<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    418976 | PA      | $385772.59    | 0.07%             | 2025-02-14      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S           | Petroleos de Venezuela SA                                                       | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    665000 | PA      | $28262.50     | 0.01%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE             | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $184113.24    | 0.04%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                 | Intercorp Peru Ltd                                                              | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    630000 | PA      | $513843.75    | 0.10%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS             | Emirate of Dubai Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    835000 | PA      | $737305.00    | 0.14%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL               | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    480000 | PA      | $473696.67    | 0.09%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                   | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    660000 | PA      | $727185.74    | 0.14%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28890.90     | 0.01%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2020-6 LLC                                                                 | CUSIP: 693587AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131862 | PA      | $120536.58    | 0.02%             | 2025-11-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN              | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36839.60     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    605000 | PA      | $473412.50    | 0.09%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding     | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REP5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $539555.28    | 0.10%             | 2025-09-22      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| FAT Brands Royalty I, LLC          | FAT Brands Royalty LLC                                                          | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $568932.28    | 0.11%             | 2051-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY               | Garda World Security Corp                                                       | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     75000 | PA      | $71868.75     | 0.01%             | 2026-10-30      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| TVC Mortgage Trust 2020-RTL1       | TVC Mortgage Trust 2020-RTL1                                                    | CUSIP: 90114YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $493391.13    | 0.10%             | 2024-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS           | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    285000 | PA      | $208816.65    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2021-NQM4                                          | CUSIP: 45276JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999320 | PA      | $810084.77    | 0.16%             | 2057-01-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC           | Corebridge Financial Inc                                                        | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    326000 | PA      | $299221.39    | 0.06%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY           | Itau Unibanco Holding SA/Cayman Island                                          | CUSIP: 46556L2A1<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    760000 | PA      | $674642.50    | 0.13%             | 2031-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $545063.98    | 0.11%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| APEX GROUP TREASURY LLC            | Apex Group Treasury LLC                                                         | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |    266826 | PA      | $253817.93    | 0.05%             | 2028-07-27      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                 | Central Parent Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $113523.40    | 0.02%             | 2029-07-06      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC              | Caesars Entertainment Inc                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145551.00    | 0.03%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                  | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     91075 | NS      | $10947215.00  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP CAPITAL LP / FIN II            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $220353.60    | 0.04%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Mortgage Trust            | Dominion Mortgage Trust 2021-RTL1                                               | CUSIP: 257463AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $631736.19    | 0.12%             | 2027-07-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC           | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267470.46    | 0.05%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                   | Cajun Global LLC                                                                | CUSIP: 12803VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339825 | PA      | $287024.69    | 0.06%             | 2051-11-20      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                     | Qatar Government International Bond                                             | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    505000 | PA      | $484800.00    | 0.09%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Tr     | Avid Automobile Receivables Trust 2021-1                                        | CUSIP: 05369LAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $202933.78    | 0.04%             | 2028-04-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR            | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455341 | PA      | $433954.58    | 0.08%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU           | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $293250.00    | 0.06%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trus     | Republic Finance Issuance Trust 2020-A                                          | CUSIP: 76042EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $447651.59    | 0.09%             | 2030-11-20      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE             | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    317000 | PA      | $269366.10    | 0.05%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                        | Ivory Coast Government International Bond                                       | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    320000 | PA      | $306800.00    | 0.06%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART            | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    440000 | PA      | $483490.11    | 0.09%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                 | Angolan Government International Bond                                           | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    665000 | PA      | $617618.75    | 0.12%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $298216.01    | 0.06%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F           | CrownRock LP / CrownRock Finance Inc                                            | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $170843.75    | 0.03%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P               | Conn's Receivables Funding 2022-A LLC                                           | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $490259.39    | 0.10%             | 2026-12-15      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND           | Saudi Government International Bond                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    560000 | PA      | $586600.00    | 0.11%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                | General Electric Co                                                             | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    622000 | PA      | $603340.00    | 0.12%             | N/A             | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables       | Pawneee Equipment Receivables Series 2022-1 LLC                                 | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $484154.00    | 0.09%             | 2028-07-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA              | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    610000 | PA      | $50325.00     | 0.01%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |    137955 | NS      | $24191788.80  | 4.69%             |  |  |  | No            |                  1 | On Loan: No      |
| VCAT Asset Securitization, LLC     | VCAT 2021-NPL3 LLC                                                              | CUSIP: 91824MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158499 | PA      | $141559.93    | 0.03%             | 2051-05-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust           | Mill City Mortgage Loan Trust 2017-3                                            | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418619 | PA      | $338635.29    | 0.07%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $430340.00    | 0.08%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARFUMS HOLDING CO INC             | Parfums Holding Co Inc                                                          | CUSIP: 69946PAB2<br>LEI: 549300S46D4GK45PA591 | Long             | LON              | CORP              | US        |    216928 | PA      | $202873.12    | 0.04%             | 2024-06-30      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                  | Iron Mountain Inc                                                               | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    385000 | PA      | $322322.00    | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    400000 | PA      | $291500.00    | 0.06%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS           | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $115000.00    | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANCHOR GLASS CONTAINER             | Anchor Glass Container Corp                                                     | CUSIP: 37712UAE4<br>LEI: 5493004I6HQW11F10C18 | Long             | LON              | CORP              | US        |    162008 | PA      | $116830.29    | 0.02%             | 2023-12-07      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| BHN MERGER SUB INC                 | Blackhawk Network Holdings Inc                                                  | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    212084 | PA      | $206317.18    | 0.04%             | 2025-06-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES           | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    705000 | PA      | $617909.37    | 0.12%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                      | TransDigm Inc                                                                   | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    142555 | PA      | $140283.09    | 0.03%             | 2025-12-09      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                       | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    148000 | PA      | $128356.92    | 0.02%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI           | Cooper-Standard Automotive Inc                                                  | CUSIP: 216762AG9<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104612.23    | 0.02%             | 2024-06-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Targa Resources Corp               | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     63451 | NS      | $4720119.89   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2019-2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $436213.29    | 0.08%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                     | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    545000 | PA      | $523774.27    | 0.10%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD             | Calumet Specialty Products Partners LP / Calumet Finance Corp                   | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $331324.20    | 0.06%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN           | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $229800.00    | 0.04%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2017-3                                                 | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93584 | PA      | $81549.97     | 0.02%             | 2047-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust       | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56159 | PA      | $54487.76     | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                 | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EC               | CORP              | US        |    397134 | NS      | $33637249.80  | 6.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VAR ENERGI ASA                     | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $204369.12    | 0.04%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SHEARER'S FOODS LLC                | Shearer's Foods LLC                                                             | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |    189974 | PA      | $180380.45    | 0.03%             | 2027-09-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| WELD NORTH EDUCATION LLC           | Weld North Education LLC                                                        | CUSIP: 94935RAE3<br>LEI: 254900W855WLN58WNJ32 | Long             | LON              | CORP              | US        |    289232 | PA      | $282941.55    | 0.05%             | 2027-12-17      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                         | MFA 2022-NQM2 Trust                                                             | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215912 | PA      | $198861.81    | 0.04%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp               | Frontera Energy Corp                                                            | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |       273 | NS      | $2193.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hardee's Funding LLC and Carls     | Hardee's Funding LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589500 | PA      | $504587.83    | 0.10%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co       | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     77705 | NS      | $9979653.15   | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES              | Mexico Government International Bond                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    465000 | PA      | $371796.56    | 0.07%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT           | Science Applications International Corp                                         | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    305000 | PA      | $280981.25    | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA              | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    265000 | PA      | $237837.50    | 0.05%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se     | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128888 | PA      | $108231.02    | 0.02%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR           | Hamilton Projects Acquiror LLC                                                  | CUSIP: 14314VAB9<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    276290 | PA      | $271438.35    | 0.05%             | 2027-06-26      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                    | MYT Holding LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22362 | NS      | $18448.65     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC        | CHG Healthcare Services Inc                                                     | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    318392 | PA      | $311740.75    | 0.06%             | 2028-09-30      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC             | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $409083.75    | 0.08%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM            | International Petroleum Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    380000 | PA      | $349600.00    | 0.07%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc     | American Electric Power Co Inc                                                  | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    170190 | NS      | $16474392.00  | 3.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLENNIUM ESCROW CORP             | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $252000.00    | 0.05%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                     | 1375209 BC Ltd                                                                  | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     48000 | PA      | $47160.00     | 0.01%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC            | Sweetwater Borrower LLC                                                         | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    239386 | PA      | $221432.04    | 0.04%             | 2028-08-05      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                         | Viasat Inc                                                                      | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139375.50    | 0.03%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE            | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    230000 | PA      | $199050.05    | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST            | Office Properties Income Trust                                                  | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $434084.90    | 0.08%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                        | MetLife Inc                                                                     | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    329000 | PA      | $303921.09    | 0.06%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023024 | PA      | $940785.20    | 0.18%             | 2056-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS           | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $109298.40    | 0.02%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ACC Trust                          | ACC Trust 2022-1                                                                | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $637179.18    | 0.12%             | 2025-10-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH            | Legacy LifePoint Health LLC                                                     | CUSIP: 53219LAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9169.25      | 0.00%             | 2025-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA               | Colombia Government International Bond                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    350000 | PA      | $301437.50    | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3530000 | PA      | $2919558.19   | 0.57%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                    | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    570000 | PA      | $474256.44    | 0.09%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Issuer Trust 2020-3                                        | CUSIP: 36260CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285000 | PA      | $1221946.46   | 0.24%             | 2027-07-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                 | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $134355.22    | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                | Inversiones CMPC SA                                                             | CUSIP: 46128MAN1<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    595000 | PA      | $528806.25    | 0.10%             | 2030-01-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PACKAGING COORDINATORS             | Packaging Coordinators Midco Inc                                                | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |    210636 | PA      | $202648.92    | 0.04%             | 2027-11-30      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC              | eG Global Finance PLC                                                           | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $358028.14    | 0.07%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC              | ECL Entertainment LLC                                                           | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    208420 | PA      | $207377.62    | 0.04%             | 2028-04-30      | Floating      | 11.64%                | No            |                  2 | On Loan: No      |
| Enel SpA                           | Enel SpA                                                                        | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |   1452375 | NS      | $7835251.88   | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust             | Sequoia Mortgage Trust 2013-8                                                   | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |     86011 | PA      | $81027.19     | 0.02%             | 2043-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust           | Foundation Finance Trust 2019-1                                                 | CUSIP: 35041JAA3<br>LEI: 5493002KPTN6JUQ40J20 | Long             | ABS-O            | CORP              | US        |    124431 | PA      | $121630.10    | 0.02%             | 2034-11-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                   | HF Sinclair Corp                                                                | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $523282.38    | 0.10%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport     | Auckland International Airport Ltd                                              | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |   2209846 | NS      | $11262307.63  | 2.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN           | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    275000 | PA      | $269116.90    | 0.05%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    930000 | PA      | $716890.50    | 0.14%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425178 | PA      | $376333.69    | 0.07%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                 | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127622.66    | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    565000 | PA      | $506240.00    | 0.10%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                          | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     96035 | NS      | $6426662.20   | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2020-1                                                | CUSIP: 89178WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $170917.54    | 0.03%             | 2060-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                       | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    174801 | PA      | $170431.32    | 0.03%             | 2028-02-01      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                 | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     30242 | NS      | $6575518.06   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PAI HOLDCO INC                     | PAI Holdco Inc                                                                  | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    108424 | PA      | $100563.47    | 0.02%             | 2027-10-28      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                   | UFC Holdings LLC                                                                | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    218024 | PA      | $214058.39    | 0.04%             | 2026-04-29      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                     | TC Energy Corp                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    114792 | NS      | $5105948.16   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $333089.54    | 0.06%             | 2056-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust         | Progress Residential Trust                                                      | CUSIP: 74333HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $195775.12    | 0.04%             | 2038-07-17      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NAB HOLDINGS LLC                   | NAB Holdings LLC                                                                | CUSIP: 62871NAM7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |    188575 | PA      | $182917.75    | 0.04%             | 2028-11-23      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                   | Zions Bancorp NA                                                                | CUSIP: 989701818<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EP               | CORP              | US        |     17485 | NS      | $444468.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESYS CLOUD SERVICES             | Genesys Cloud Services Holdings II LLC                                          | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |    265275 | PA      | $257152.28    | 0.05%             | 2027-12-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Dext ABS 2020-1, LLC               | Dext ABS 2020-1 LLC                                                             | CUSIP: 25216AAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $442955.93    | 0.09%             | 2028-02-15      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                     | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $347654.48    | 0.07%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2019-RPL2                                   | CUSIP: 64830HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $367954.31    | 0.07%             | 2059-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC               | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    575000 | PA      | $381042.22    | 0.07%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC           | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151706.11    | 0.03%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $267681.02    | 0.05%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                   | Teine Energy Ltd                                                                | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $298650.00    | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HLTH FACS AUTH REVENU     | Idaho Health Facilities Authority                                               | CUSIP: 451295A25<br>LEI: 549300X43KY1C2WW0J97 | Long             | DBT              | MUN               | US        |    355000 | PA      | $325242.59    | 0.06%             | 2048-03-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN           | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $408606.00    | 0.08%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                | Dominion Energy Inc                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    288355 | NS      | $17621374.05  | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC              | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    445000 | PA      | $463391.73    | 0.09%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vinci SA                           | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     70311 | NS      | $7099006.79   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU           | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $424000.00    | 0.08%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust       | Upstart Securitization Trust 2022-2                                             | CUSIP: 91679TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365772 | PA      | $356806.61    | 0.07%             | 2032-05-20      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP           | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $366422.80    | 0.07%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                 | Ally Financial Inc                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    819000 | PA      | $593263.13    | 0.12%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                       | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    445000 | PA      | $471385.10    | 0.09%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY SUPPORT SERVICES        | University Support Services LLC                                                 | CUSIP: 78957LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203768 | PA      | $197783.45    | 0.04%             | 2029-02-10      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                   | DT Midstream Inc                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108655 | NS      | $6555156.15   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS           | Alliance Laundry Systems LLC                                                    | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    184369 | PA      | $179805.85    | 0.03%             | 2027-10-08      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                    | CMS Energy Corp                                                                 | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |    124315 | NS      | $7591917.05   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Trust 2018-3                                               | CUSIP: 36255XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75845 | PA      | $75800.43     | 0.01%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                | Applied Systems Inc                                                             | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    207732 | PA      | $205654.66    | 0.04%             | 2025-09-19      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                      | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    545000 | PA      | $502217.50    | 0.10%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STAR US BIDCO LLC                  | Star US Bidco LLC                                                               | CUSIP: 85519WAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    212150 | PA      | $199421.26    | 0.04%             | 2027-03-17      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI           | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $463050.00    | 0.09%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS              | Universal Health Services Inc                                                   | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    595000 | PA      | $450071.04    | 0.09%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB            | Dornoch Debt Merger Sub Inc                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $192985.40    | 0.04%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                       | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     74885 | NS      | $8706878.95   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                      | TransDigm Inc                                                                   | CUSIP: 89364MBQ6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    211207 | PA      | $208053.67    | 0.04%             | 2025-05-30      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS            | Brookfield WEC Holdings Inc                                                     | CUSIP: 11284EAM5<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    207809 | PA      | $203761.16    | 0.04%             | 2025-08-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Severn Trent PLC                   | Severn Trent PLC                                                                | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |    254042 | NS      | $8361091.95   | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| LEIDOS INC                         | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    415000 | PA      | $321336.14    | 0.06%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables      | Exeter Automobile Receivables Trust 2019-2                                      | CUSIP: 30167LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670000 | PA      | $651503.58    | 0.13%             | 2026-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                 | Aqua Finance Trust 2020-A                                                       | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $418733.52    | 0.08%             | 2046-07-17      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                  | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |   1278130 | NS      | $15722376.81  | 3.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL            | MPT Operating Partnership LP / MPT Finance Corp                                 | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $190350.00    | 0.04%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card      | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $559594.23    | 0.11%             | 2026-03-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC           | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178899.44    | 0.03%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION              | McGraw-Hill Education Inc                                                       | CUSIP: 58063DAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218229 | PA      | $208081.28    | 0.04%             | 2028-07-30      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                        | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |    102480 | NS      | $9153513.60   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer