# EDGAR Filing Document

**Accession Number:** 0001506001
**File Stem:** 0001410368-26-067208
**Filing Date:** 2026-6
**Character Count:** 291562
**Document Hash:** 4794aab94a3a76f8fcea77409d7d4a16
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-067208.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001410368-26-067208

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Neuberger Berman ETF Trust
- **CENTRAL INDEX KEY:** 0001506001

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23761
- **FILM NUMBER:** 261126698

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

## Series and Classes Contracts Data

### Neuberger Flexible Credit Income ETF (Series ID: S000085536)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000250828 | Neuberger Flexible Credit Income ETF | NBFC            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Neuberger Berman ETF Trust

- **b. Investment Company Act file number:** 811-23761

- **c. CIK number of Registrant:** 0001506001

- **d. LEI of Registrant:** 549300GPREY1N686GS02

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 877-628-2583

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

- **a. Name of Series:** Neuberger Flexible Credit Income ETF

- **b. EDGAR series identifier (if any):** S000085536

- **c. LEI of Series:** 2549008ASCDI2PAL2M84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $68224528.77

**Total Liabilities:** $2476110.78

**Net Assets:** $65748417.99

**Delayed Delivery Securities:** $1938750.32

**Cash Not Reported:** $685488.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -31.07000000 | **1-Year:** -408.22000000 | **5-Year:** -1644.94000000 | **10-Year:** -2161.02000000 | **30-Year:** -168.94000000

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

- **3-Month:** -161.75000000 | **1-Year:** -4098.34000000 | **5-Year:** -10641.41000000 | **10-Year:** -4726.39000000 | **30-Year:** -388.34000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250828 | 0.38%                | -1.63%               | 1.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $10698.59                | $-251930.58                                |
| Month 2  | $-71830.28               | $-1399360.55                               |
| Month 3  | $9666.72                 | $863179.53                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4960.40      | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51365.55     | 0.08%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61269.84     | 0.09%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $47250.81     | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                         | Banque Ouest Africaine de Developpement                                          | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |    200000 | PA      | $199038.29    | 0.30%             | 2055-02-13      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $45306.27     | 0.07%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                 | Garda World Security Corporation 2026 Term Loan B                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    498741 | PA      | $497648.31    | 0.76%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     50000 | PA      | $51812.90     | 0.08%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     15143 | PA      | $14931.00     | 0.02%             | 2030-09-09      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| HEIMSTADEN BOSTAD AB                                             | Heimstaden Bostad AB                                                             | CUSIP: 000000000<br>LEI: 549300TJR3PR8EXILG79 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $119317.37    | 0.18%             | 2029-12-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5068.35      | 0.01%             | 2032-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                         | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $128183.50    | 0.19%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50531.45     | 0.08%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES SHI                                         | Viking Ocean Cruises Ship VII Ltd                                                | CUSIP: 92682RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     15000 | PA      | $14990.23     | 0.02%             | 2029-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                          | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141597.72    | 0.22%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106191.70    | 0.16%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                    | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98050.34     | 0.15%             | 2040-12-13      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                           | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114527.51    | 0.17%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                                            | Provident Funding Associates LP / PFG Finance Corp                               | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36448.65     | 0.06%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                     | Business Jet Securities 2024-1 LLC                                               | CUSIP: 12327CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56013 | PA      | $56846.20     | 0.09%             | 2039-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30947.28     | 0.05%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -5 | NC      | $19189.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51089.30     | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                         | Acadia Healthcare Co Inc                                                         | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34248.39     | 0.05%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL                                          | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14894.52     | 0.02%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $260512.97    | 0.40%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                         | Century Aluminum Co                                                              | CUSIP: 156431AS7<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72463.37     | 0.11%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92456.64     | 0.14%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                                            | Resilience Parent LLC 1st Lien Term Loan                                         | CUSIP: 75908HAC1<br>LEI: 254900ZT6ZFUC887FB87 | Long             | LON              | CORP              | US        |    500000 | PA      | $501000.00    | 0.76%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                           | Froneri Lux FinCo SARL                                                           | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     85000 | PA      | $84067.60     | 0.13%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        78 | NC      | $-135681.64   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88367.02     | 0.13%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $170764.83    | 0.26%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48278.48     | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                           | Champ Acquisition Corp                                                           | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31604.37     | 0.05%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     15000 | PA      | $15640.01     | 0.02%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89905.33     | 0.14%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107257.37    | 0.16%             | 2034-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64970.89     | 0.10%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO Bank NV                                                                 | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $246558.58    | 0.38%             | 2034-09-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20803.12     | 0.03%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     90000 | PA      | $90256.23     | 0.14%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $90477.36     | 0.14%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14737.74     | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                     | ING Groep NV                                                                     | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $179499.20    | 0.27%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                              | Kinetik Holdings LP                                                              | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55186.07     | 0.08%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                                    | Odido Holding BV                                                                 | CUSIP: 000000000<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116748.63    | 0.18%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                          | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31755.89     | 0.05%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28299.25     | 0.04%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                 | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90311.94     | 0.14%             | 2031-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                        | IQVIA Inc                                                                        | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114697.09    | 0.17%             | 2028-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                      | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60175.26     | 0.09%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16775.11     | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                   | Edge Finco PLC                                                                   | CUSIP: 000000000<br>LEI: 648835NI8LJE5190NT73 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $139705.60    | 0.21%             | 2031-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5356.73      | 0.01%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc 2026 Term Loan N                                                   | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    500000 | PA      | $500720.00    | 0.76%             | 2033-02-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                         | Cougar JV Subsidiary LLC                                                         | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $68346.66     | 0.10%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102728.20    | 0.16%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                         | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205818.60    | 0.31%             | 2030-01-23      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                          | Sasol Financing USA LLC                                                          | CUSIP: 80386WAG0<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $242900.70    | 0.37%             | 2033-04-10      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YAC4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $95380.43     | 0.15%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZF EUROPE FINANCE BV                                             | ZF Europe Finance BV                                                             | CUSIP: 000000000<br>LEI: 549300RI533US2G6G542 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $120424.52    | 0.18%             | 2029-03-13      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                        | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100312.50    | 0.15%             | 2039-12-15      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $117720.64    | 0.18%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Center LLC                                     | Edelman Financial Center LLC 2024 2nd Lien Term Loan                             | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    250000 | PA      | $248687.50    | 0.38%             | 2028-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                        | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95235.70     | 0.14%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25179.65     | 0.04%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                                | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60834.60     | 0.09%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $-8378.98     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10471.24     | 0.02%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                              | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $182912.04    | 0.28%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $-27.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                           | Six Flags Entertainment Corp /Six Flags Theme Parks Inc/ Canada's Wonderland Co  | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76334.10     | 0.12%             | 2032-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     14695 | PA      | $16936.11     | 0.03%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                                         | Trident TPI Holdings Inc 2024 Term Loan B7                                       | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |    492516 | PA      | $463299.57    | 0.70%             | 2028-09-15      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180488.70    | 0.27%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39097.36     | 0.06%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO                  | CUSIP: 46655AAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $79750.00     | 0.12%             | 2039-01-05      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14778.18     | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                              | Axon Enterprise Inc                                                              | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35915.64     | 0.05%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                      | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    100000 | PA      | $116780.51    | 0.18%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                  | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71733.06     | 0.11%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                             | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90961.29     | 0.14%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                          | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $119917.17    | 0.18%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CART                                                             | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $59456.96     | 0.09%             | 2041-08-15      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55815.93     | 0.08%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                           | Eurofins Scientific SE                                                           | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121217.67    | 0.18%             | 2032-01-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | XX        |         1 | NC      | $-396.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                        | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $185689.90    | 0.28%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRIDENT ENERGY FINANCE                                           | Trident Energy Finance PLC                                                       | CUSIP: 89616MAB6<br>LEI: 9845004ECK3FYO64I382 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213525.84    | 0.32%             | 2029-11-30      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| DC Office Trust                                                  | DC Office Trust 2019-MTC                                                         | CUSIP: 23312BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $87755.95     | 0.13%             | 2045-09-15      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| DEXKO GLOBAL INC                                                 | Dexko Global Inc                                                                 | CUSIP: 252142AB0<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | DBT              | CORP              | US        |     36050 | PA      | $32436.71     | 0.05%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24596.18     | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                                              | Walker & Dunlop Inc                                                              | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $74584.37     | 0.11%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                                               | Mongolia Government International Bond                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $195345.08    | 0.30%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41315.72     | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                         | Vista Energy Argentina SAU                                                       | CUSIP: 92841RAA8<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     33000 | PA      | $33990.00     | 0.05%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                | Amsted Industries Inc                                                            | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96644.64     | 0.15%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                         | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128415.51    | 0.20%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                                          | EnerSys                                                                          | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56599.57     | 0.09%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                                        | Wellington Management Clo 3 Ltd                                                  | CUSIP: 949575AG9<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501574.50    | 0.76%             | 2037-07-18      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41426.60     | 0.06%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30954.90     | 0.05%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AD2<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     20000 | PA      | $19179.10     | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1                                          | PR RNO Property Owner 1 LLC                                                      | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $133813.88    | 0.20%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75855.90     | 0.12%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $133373.50    | 0.20%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BUXL 30Y BND JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -1 | NC      | $3990.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sri Lanka Government International Bonds                         | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    170000 | PA      | $159949.15    | 0.24%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41281.27     | 0.06%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42149.32     | 0.06%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                 | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119071.62    | 0.18%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                          | Meridian Arc Holdco LLC                                                          | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $169961.31    | 0.26%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101577.80    | 0.15%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    115000 | PA      | $129342.11    | 0.20%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-4                                                | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |     56068 | PA      | $56590.17     | 0.09%             | 2069-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                             | Endeavour Mining PLC                                                             | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204701.24    | 0.31%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                                          | Petco Health & Wellness Co Inc                                                   | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50493.81     | 0.08%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                         | United Airlines Holdings Inc                                                     | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39402.46     | 0.06%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                         | Chobani LLC / Chobani Finance Corp Inc                                           | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102030.58    | 0.16%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2024-5YR7                                                                  | CUSIP: 06211UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $79870.13     | 0.12%             | 2057-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69128.49     | 0.11%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46394.95     | 0.07%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                | Eversource Energy                                                                | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34858.12     | 0.05%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $185900.04    | 0.28%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                     | Focus Financial Partners LLC 2025 Incremental Term Loan B                        | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    493763 | PA      | $489649.47    | 0.74%             | 2031-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                             | Constellation Oil Services Holding SA                                            | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $210000.00    | 0.32%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76002.67     | 0.12%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14753.97     | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                                             | Kaiser Aluminum Corp                                                             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115179.86    | 0.18%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $70252.61     | 0.11%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60000 | PA      | $60014.12     | 0.09%             | 2056-03-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| RAY FINANCING LLC                                                | RAY Financing LLC                                                                | CUSIP: 000000000<br>LEI: 254900IA5MVMGDF40Z19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $118539.32    | 0.18%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                        | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37000 | PA      | $37361.29     | 0.06%             | 2042-06-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                               | Mattamy Group Corp                                                               | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $91206.22     | 0.14%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPUK FINANCE LTD                                                 | CPUK Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 6354003CVDDPNXREIR29 | Long             | DBT              | CORP              | JE        |    100000 | PA      | $133620.32    | 0.20%             | 2027-08-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                | Sierra Timeshare 2023-3 Receivables Funding LLC                                  | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26868 | PA      | $27603.57     | 0.04%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                          | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      8000 | PA      | $9643.83      | 0.01%             | 2038-03-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9785.64      | 0.01%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                         | White Cap Supply Holdings LLC                                                    | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96059.06     | 0.15%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                             | Cornerstone Building Brands Inc                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22258.70     | 0.03%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                           | EDP SA                                                                           | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $118735.40    | 0.18%             | 2054-05-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                             | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $141502.05    | 0.22%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30139.08     | 0.05%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39384.78     | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                          | Sierra Pacific Power Co                                                          | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79673.05     | 0.12%             | 2056-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURC                                         | Infinity Natural Resources LLC                                                   | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45760.77     | 0.07%             | 2031-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                  | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59673.95     | 0.09%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                         | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VAU7<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180229.86    | 0.27%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44212.06     | 0.07%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                           | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71137.36     | 0.11%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5036.33      | 0.01%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                | Parexel International Corporation 2025 Repriced Term Loan B                      | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    458850 | PA      | $458850.00    | 0.70%             | 2031-12-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                               | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $211678.92    | 0.32%             | 2033-03-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | ROCKIES EXPRESS PIPELINE                                                         | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52131.27     | 0.08%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138267.81    | 0.21%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                                    | Uzbekneftegaz JSC                                                                | CUSIP: 000000000<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $214979.24    | 0.33%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34000 | PA      | $33815.94     | 0.05%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99593.75     | 0.15%             | 2044-12-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                         | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85812.26     | 0.13%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $74713.55     | 0.11%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                            | Six Flags Entertainment Corp                                                     | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93670.30     | 0.14%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-VLT7                                                               | CUSIP: 123913AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63670 | PA      | $63590.41     | 0.10%             | 2044-07-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26239.75     | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $124924.67    | 0.19%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                          | Zayo Group Holdings Inc 2025 USD Term Loan                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     13405 | PA      | $13371.67     | 0.02%             | 2030-03-11      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                          | XPO Inc                                                                          | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208564.40    | 0.32%             | 2032-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5029.65      | 0.01%             | 2031-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TAP SA                                                           | Transportes Aereos Portugueses SA                                                | CUSIP: 000000000<br>LEI: 213800XBTDYWRYHKH878 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $116837.45    | 0.18%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                         | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40693.79     | 0.06%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                               | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $222460.00    | 0.34%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     65000 | PA      | $67467.91     | 0.10%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                         | OBX 2025-HE1 Trust                                                               | CUSIP: 67121CAB2<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100565.38    | 0.15%             | 2055-02-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151560.15    | 0.23%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VALEO SE                                                         | Valeo SE                                                                         | CUSIP: 000000000<br>LEI: 5493006IH2N2WMIBB742 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116453.66    | 0.18%             | 2032-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADLER FINANCING SARL                                             | Adler Financing Sarl                                                             | CUSIP: 000000000<br>LEI: 213800BAQB59IVKP7S93 | Long             | DBT              | CORP              | LU        |     10978 | PA      | $14538.87     | 0.02%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                                      | Acushnet Co                                                                      | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85394.91     | 0.13%             | 2033-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $-8194.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107104.25    | 0.16%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                             | Egypt Government International Bonds                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $185474.34    | 0.28%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                             | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $106856.51    | 0.16%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119005.50    | 0.18%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     95000 | PA      | $98636.22     | 0.15%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                 | TKC Holdings Inc                                                                 | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26049.98     | 0.04%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| GRUPO NUTRESA SA                                                 | Grupo Nutresa SA                                                                 | CUSIP: 40052JAA9<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    261000 | PA      | $260347.50    | 0.40%             | 2031-10-21      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113046.23    | 0.17%             | 2032-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP/CSL CAPITAL                                          | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                  | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62796.27     | 0.10%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20899.30     | 0.03%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                   | Constellium SE                                                                   | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $20509.50     | 0.03%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61780.62     | 0.09%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                         | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $198660.00    | 0.30%             | 2056-04-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $56787.50     | 0.09%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51746.10     | 0.08%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109179.05    | 0.17%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2026-V20 Mortgage Trust                                                | CUSIP: 08164KBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     40000 | PA      | $39193.30     | 0.06%             | 2059-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        28 | NC      | $-26142.84    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20988.54     | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC                                          | Black Pearl Compute LLC                                                          | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $187698.74    | 0.29%             | 2031-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2026-C66                                   | CUSIP: 95005CAJ7<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     32000 | PA      | $31982.07     | 0.05%             | 2059-04-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26174.60     | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207942AC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    135000 | PA      | $143469.98    | 0.22%             | 2043-06-25      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25038 | PA      | $24554.60     | 0.04%             | 2055-10-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| PROXIMUS SADP                                                    | Proximus SADP                                                                    | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | DBT              | CORP              | BE        |    100000 | PA      | $117495.13    | 0.18%             | 2031-07-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87740.84     | 0.13%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    115000 | PA      | $130997.74    | 0.20%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20086.58     | 0.03%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                     | Navient Corp                                                                     | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43316.27     | 0.07%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $78393.74     | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                               | Caturus Energy LLC                                                               | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30082.74     | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                             | Olympus Water US Holding Corporation 2025 USD Term Loan B                        | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    498750 | PA      | $492929.59    | 0.75%             | 2032-11-03      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                              | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43996.60     | 0.07%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                              | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1760 | PA      | $1741.83      | 0.00%             | 2026-07-03      | None          | 0.00%                 | 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        |     55000 | PA      | $52136.12     | 0.08%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                           | Lumen Technologies Inc                                                           | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19200.00     | 0.03%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR NOTE (CBT)JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        14 | NC      | $-29047.60    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9891.14      | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                         | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7543.54      | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                            | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $201400.00    | 0.31%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                                           | Columbus McKinnon Corp/NY                                                        | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110627.55    | 0.17%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                                           | SCIH Salt Holdings Inc                                                           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $94297.95     | 0.14%             | 2029-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                           | XHR LP                                                                           | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     35000 | PA      | $35812.18     | 0.05%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                         | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44385.26     | 0.07%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                    | Nordstrom Inc                                                                    | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23012.61     | 0.04%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                         | Medline Borrower LP/Medline Co-Issuer Inc                                        | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56244.16     | 0.09%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LIMITED                                         | Skeena Resources Ltd                                                             | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $83757.59     | 0.13%             | 2031-04-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                                 | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46006.18     | 0.07%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26602.76     | 0.04%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    100000 | PA      | $106690.58    | 0.16%             | 2048-03-22      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                              | Sword Purchaser LLC                                                              | CUSIP: 87110CAA5<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76314.39     | 0.12%             | 2034-04-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35292.25     | 0.05%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                 | Symphony CLO 45 Ltd                                                              | CUSIP: 87170FAA5<br>LEI: 254900UNCLK6JV7XFW77 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1235139.88   | 1.88%             | 2037-10-15      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     52000 | PA      | $54219.83     | 0.08%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STAR HOLDING LLC                                                 | Star Holding LLC                                                                 | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91829.97     | 0.14%             | 2031-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19888.90     | 0.03%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $9727.43      | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                               | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279277.77    | 0.42%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64519.81     | 0.10%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15942.48     | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                              | Artera Services LLC                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38754.43     | 0.06%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                          | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20469.06     | 0.03%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    100000 | PA      | $121841.48    | 0.19%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                               | Telecom Italia SpA/Milano                                                        | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $116486.13    | 0.18%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAE8<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83853.88     | 0.13%             | 2032-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26000.00     | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| US FOODS INC                                                     | US Foods Inc                                                                     | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20073.40     | 0.03%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                      | BBCMS 2018-TALL Mortgage Trust                                                   | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $91000.00     | 0.14%             | 2037-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                        | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19000 | PA      | $19249.85     | 0.03%             | 2042-06-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                            | Wells Fargo Commercial Mortgage Trust 2024-1CHI                                  | CUSIP: 95003PAG6<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100641.96    | 0.15%             | 2035-07-15      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                            | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147633.93    | 0.22%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                        | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64986.98     | 0.10%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | Rockies Express Pipeline LLC                                                     | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25247.08     | 0.04%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                                             | Veritiv Operating Co                                                             | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100108.61    | 0.15%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                     | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $201392.00    | 0.31%             | 2031-01-08      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                                             | Arini US CLO VI Ltd                                                              | CUSIP: 04039JAG0<br>LEI: 254900TEA5XYMOF00918 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $650045.50    | 0.99%             | 2039-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $6510.10      | 0.01%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64260.66     | 0.10%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TECHEM VERWALTUNGSGESELL                                         | Techem Verwaltungsgesellschaft 675 mbH                                           | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116160.60    | 0.18%             | 2032-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust                                  | CFCRE Commercial Mortgage Trust 2016-C4                                          | CUSIP: 12531YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28339 | PA      | $27500.45     | 0.04%             | 2058-05-10      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| SWORD PURCHASER LLC                                              | Sword Purchaser LLC                                                              | CUSIP: 87110CAB3<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107431.61    | 0.16%             | 2033-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAH5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     47000 | PA      | $46995.34     | 0.07%             | 2045-02-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110112.44    | 0.17%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21623.76     | 0.03%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                             | Samarco Mineracao SA                                                             | CUSIP: 000000000<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     31058 | PA      | $31159.44     | 0.05%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                    | Nordstrom Inc                                                                    | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9502.65      | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                  | Madison IAQ LLC                                                                  | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134634.65    | 0.20%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $152647.45    | 0.23%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67929.75     | 0.10%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $100003.50    | 0.15%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds          | Republic of South Africa Government International Bonds                          | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $161502.65    | 0.25%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                     | SM Energy Co                                                                     | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31733.25     | 0.05%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84067.08     | 0.13%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATOS SE                                                          | Atos SE                                                                          | CUSIP: 000000000<br>LEI: 5493001EZOOA66PTBR68 | Long             | SN               | CORP              | FR        |    100000 | PA      | $133907.81    | 0.20%             | 2029-12-18      | Variable      | 9.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $-15621.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FNAC DARTY SA                                                    | Fnac Darty SA                                                                    | CUSIP: 000000000<br>LEI: 96950091FL62XSLPHO35 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119218.64    | 0.18%             | 2032-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                            | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35484.93     | 0.05%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47089.49     | 0.07%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151838.53    | 0.23%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                 | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156154.80    | 0.24%             | 2032-01-30      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US ULTRA BOND CBT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -2 | NC      | $6867.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81832.16     | 0.12%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62000 | PA      | $62032.40     | 0.09%             | 2056-03-05      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                          | Dealer Tire LLC / DT Issuer LLC                                                  | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34776.52     | 0.05%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC 2019 Term Loan B5                                               | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    246711 | PA      | $217502.49    | 0.33%             | 2027-04-15      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 000000000<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $118341.87    | 0.18%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Heritage Power LLC                                               | Heritage Power LLC 2023 Exit Term Loan                                           | CUSIP: 000000000<br>LEI: 9845009CA1DFDE381P22 | Long             | LON              | CORP              | US        |    522136 | PA      | $511693.28    | 0.78%             | 2028-07-20      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VF CORP                                                          | VF Corp                                                                          | CUSIP: 918204AY4<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93799.71     | 0.14%             | 2032-02-25      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                                | Citco Funding LLC 2026 Term Loan B                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498750 | PA      | $499642.76    | 0.76%             | 2033-01-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                           | Ecuador Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    173365 | PA      | $159669.17    | 0.24%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              |  | US        |     80000 | PA      | $81674.64     | 0.12%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                           | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |    105000 | PA      | $111377.60    | 0.17%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |     55000 | PA      | $54670.43     | 0.08%             | 2034-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS D                                         | Axalta Coating Systems Dutch Holding B BV                                        | CUSIP: 05455JAA5<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $36343.62     | 0.06%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49968.83     | 0.08%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     60000 | PA      | $58869.21     | 0.09%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA                                                 | Beazer Homes USA Inc                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24896.65     | 0.04%             | 2031-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 000000000<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115159.80    | 0.18%             | 2028-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAL8<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $102064.86    | 0.16%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27907.56     | 0.04%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HEIMSTADEN AB                                                    | Heimstaden AB                                                                    | CUSIP: 000000000<br>LEI: 549300WD2QBD89VBPV88 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $118957.02    | 0.18%             | 2031-01-24      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| NEW IMMO HOLDING SA                                              | New Immo Holding SA                                                              | CUSIP: 000000000<br>LEI: 5493007LOTJ0I8E94R81 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116012.83    | 0.18%             | 2030-11-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                         | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82542.48     | 0.13%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                         | Sri Lanka Government International Bonds                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    100000 | PA      | $89117.55     | 0.14%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40974.84     | 0.06%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TKC HOLDINGS INC                                                 | TKC Holdings Inc                                                                 | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66533.55     | 0.10%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109602.02    | 0.17%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-LIFE                                                               | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99846.15     | 0.15%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2023-BNK45                                                                  | CUSIP: 06541BCC0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $75454.67     | 0.11%             | 2056-02-15      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24547.13     | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                             | Neptune Bidco US Inc                                                             | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25799.28     | 0.04%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING II                                            | Calderys Financing II LLC                                                        | CUSIP: 12878AAA9<br>LEI: 254900CB1N9CREDQAK86 | Long             | DBT              | CORP              | US        |     90312 | PA      | $91621.07     | 0.14%             | 2028-06-01      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                      | Wireless PropCo Funding LLC                                                      | CUSIP: 97655EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63000 | PA      | $59616.35     | 0.09%             | 2055-06-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105135.19    | 0.16%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                   | Manhattan West 2020-1MW Mortgage Trust                                           | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95770.52     | 0.15%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                                          | Core Scientific Finance I LLC                                                    | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89775.38     | 0.14%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $116402.43    | 0.18%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65175.18     | 0.10%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-BOBL FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -19 | NC      | $49950.53     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLTAGRID LLC                                                    | VoltaGrid LLC                                                                    | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108981.81    | 0.17%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                               | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41000 | PA      | $41421.37     | 0.06%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    120000 | PA      | $89400.00     | 0.14%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54568.35     | 0.08%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51825.46     | 0.08%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                              | Q-Park Holding I BV                                                              | CUSIP: 000000000<br>LEI: 2549003839B7HE3NDP48 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118860.25    | 0.18%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                          | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114668.40    | 0.17%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        23 | NC      | $-42116.59    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                         | JH North America Holdings Inc                                                    | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70148.68     | 0.11%             | 2032-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                                    | SFO Commercial Mortgage Trust 2021-555                                           | CUSIP: 78432WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42000 | PA      | $41687.71     | 0.06%             | 2038-05-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| EPHIOS SUBCO SARL                                                | Ephios Subco 3 Sarl                                                              | CUSIP: 000000000<br>LEI: 213800E4EG6VFUFVEH64 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $123754.73    | 0.19%             | 2031-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105397.62    | 0.16%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120694.86    | 0.18%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                              | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88463.20     | 0.13%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                               | Zegona Finance PLC                                                               | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $121942.64    | 0.19%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                             | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105570.68    | 0.16%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46413.46     | 0.07%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                | Sierra Timeshare 2024-2 Receivables Funding LLC                                  | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36386 | PA      | $36642.56     | 0.06%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                          | Kodiak Gas Services LLC                                                          | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46743.09     | 0.07%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                        | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $81655.20     | 0.12%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91265.15     | 0.14%             | 2032-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                   | Azorra Finance Ltd                                                               | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $31078.05     | 0.05%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                           | Discovery Global Holdings Inc                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21405.90     | 0.03%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                             | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91551.16     | 0.14%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                         | Team Health Holdings Inc                                                         | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65219.70     | 0.10%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                       | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $144201.91    | 0.22%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19987.54     | 0.03%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $38932.81     | 0.06%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                     | State Street Institutional US Government Money Market Fund                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1627091 | NS      | $1627091.44   | 2.47%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45495.32     | 0.07%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    100800 | PA      | $86693.04     | 0.13%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114562.91    | 0.17%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                           | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120736.56    | 0.18%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     67000 | PA      | $67168.71     | 0.10%             | 2045-02-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                                             | Matador Resources Co                                                             | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45171.00     | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                           | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107086.93    | 0.16%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2026-OPTM                                                               | CUSIP: 05594XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $129675.00    | 0.20%             | 2039-03-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                              | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121103.52    | 0.18%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                           | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     35000 | PA      | $34916.25     | 0.05%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $36693.41     | 0.06%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                         | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59901.11     | 0.09%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                          | Champions Financing Inc                                                          | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38924.61     | 0.06%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ARENA LUX FIN SARL                                               | Arena Luxembourg Finance Sarl                                                    | CUSIP: 000000000<br>LEI: 222100KX2LPK5KRSIG74 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $114010.03    | 0.17%             | 2028-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39458.31     | 0.06%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                           | EquipmentShare.com Inc                                                           | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10605.65     | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                         | Olympus Water US Holding Corp                                                    | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $169623.28    | 0.26%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                                            | DBR Land Holdings LLC                                                            | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81900.00     | 0.12%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                         | Albion Financing 1 SARL / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     75000 | PA      | $77475.00     | 0.12%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33932.64     | 0.05%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                           | GreenSky Home Improvement Issuer Trust 2025-1                                    | CUSIP: 39571NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95985 | PA      | $96449.02     | 0.15%             | 2060-03-25      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                    | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33542.73     | 0.05%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                         | Performance Food Group Inc                                                       | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73437.13     | 0.11%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JELDWEN HOLDING                                                  | JELD-WEN Holding Inc                                                             | CUSIP: 47580PAA1<br>LEI: 529900AXX7CT9GZSCS30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $17709.51     | 0.03%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                               | Viking Cruises Ltd                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    120000 | PA      | $120304.92    | 0.18%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158525.79    | 0.24%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                                            | Holding d'Infrastructures des Metiers de l'Environnement SAS                     | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119679.46    | 0.18%             | 2029-10-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                      | HOLOGIC INC 2026 USD TERM LOAN B                                                 | CUSIP: 43644ABL2<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    500000 | PA      | $497190.00    | 0.76%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30843.48     | 0.05%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LSF12 HELIX PARENT LLC                                           | Lsf12 Helix Parent LLC                                                           | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82971.71     | 0.13%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                         | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 26873CAB8<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103378.60    | 0.16%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     76560 | PA      | $70169.10     | 0.11%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85949.03     | 0.13%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85395.41     | 0.13%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                           | MIWD Holdco II LLC / MIWD Finance Corp                                           | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $50741.07     | 0.08%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AURIS LUXEMBOURG III SARL                                        | Auris Luxembourg III Sarl 2026 USD Term Loan B                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | DK        |    492537 | PA      | $486380.70    | 0.74%             | 2029-02-28      | Floating      | 6.92%                 | No            |                  3 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3313.67      | 0.01%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     30000 | PA      | $30787.50     | 0.05%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                                         | Installed Building Products Inc                                                  | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54727.16     | 0.08%             | 2034-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106078.77    | 0.16%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                             | Gates Corp/DE                                                                    | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30862.13     | 0.05%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93656.42     | 0.14%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108366.20    | 0.16%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $213761.17    | 0.33%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                       | El Salvador Government International Bonds                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $167625.00    | 0.25%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                           | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31091.84     | 0.05%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34867.75     | 0.05%             | 2036-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                         | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $139336.12    | 0.21%             | 2035-06-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     55000 | PA      | $58934.92     | 0.09%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                            | Zambia Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    141412 | PA      | $139174.07    | 0.21%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $35239.37     | 0.05%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                     | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41815.72     | 0.06%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98474.89     | 0.15%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY/WARRANTY                                           | Amynta Agency Borrower Inc and Amynta Warranty Borrower Inc                      | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $43879.14     | 0.07%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                              | Churchill Downs Inc                                                              | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138080.30    | 0.21%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                         | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAF0<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40311.33     | 0.06%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9993.13      | 0.02%             | 2029-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                              | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43696.24     | 0.07%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                         | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77171.78     | 0.12%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                     | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46814.25     | 0.07%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CANPACK GROUP INC/SA                                             | Canpack Group Inc / CANPACK SA                                                   | CUSIP: 13804MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30014.02     | 0.05%             | 2031-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $29622.81     | 0.05%             | 2034-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14681.35     | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CCPCDX--2I65BRAD5-20301220                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    950284 | OU      | $74900.76     | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                | Vedanta Resources Finance II PLC                                                 | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212520.74    | 0.32%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                                              | SoftBank Group Corp                                                              | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $115940.60    | 0.18%             | 2029-10-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                        | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71337.98     | 0.11%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $-132476.34   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                      | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     84323 | PA      | $92756.06     | 0.14%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                                  | Adapthealth LLC                                                                  | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29994.32     | 0.05%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                         | Advanced Drainage Systems Inc                                                    | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39434.58     | 0.06%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                         | Navoi Mining & Metallurgical Combinat                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    200000 | PA      | $212557.35    | 0.32%             | 2031-10-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                           | Nigeria Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $204642.04    | 0.31%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    530000 | PA      | $529132.17    | 0.80%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $23483.25     | 0.04%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                            | Ahead DB Holdings LLC                                                            | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44541.03     | 0.07%             | 2028-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $42029.60     | 0.06%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                            | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41329.20     | 0.06%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                              | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49549.24     | 0.08%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TGNR INTERMEDIATE HOLDIN                                         | TGNR Intermediate Holdings LLC                                                   | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39455.70     | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                         | Discovery Communications LLC                                                     | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19501.20     | 0.03%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     45000 | PA      | $44887.50     | 0.07%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                         | Brandywine Operating Partnership LP                                              | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |     75000 | PA      | $69801.42     | 0.11%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SMRT                                                             | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $114712.50    | 0.17%             | 2039-01-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                            | CPI Property Group SA                                                            | CUSIP: 000000000<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $115372.53    | 0.18%             | 2032-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                             | M&T Bank Corp                                                                    | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    240000 | PA      | $236520.12    | 0.36%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                         | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90768.08     | 0.14%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                         | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142579.57    | 0.22%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24951.75     | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102305.33    | 0.16%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NIDDA HEALTHCARE HOLDING                                         | Nidda Healthcare Holding GmbH                                                    | CUSIP: 000000000<br>LEI: 549300Q89C4WAO6L0L19 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $120973.55    | 0.18%             | 2030-02-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                         | PetSmart LLC / PetSmart Finance Corp                                             | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $86070.88     | 0.13%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                         | Brand Industrial Services Inc                                                    | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18412.20     | 0.03%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    205000 | PA      | $208005.21    | 0.32%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                 | Gruenenthal GmbH                                                                 | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116996.28    | 0.18%             | 2031-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-SCHATZ FUT JUN26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |       -11 | NC      | $13297.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19987.18     | 0.03%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                        | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127381.71    | 0.19%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                        | Esab Corp                                                                        | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55506.49     | 0.08%             | 2031-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $112545.95    | 0.17%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14961.42     | 0.02%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                          | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154506.84    | 0.23%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                             | Excelerate Energy LP                                                             | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100746.46    | 0.15%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377DF6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34874.08     | 0.05%             | 2034-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22163.87     | 0.03%             | 2030-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                    | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35093.14     | 0.05%             | 2030-04-14      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                         | Clarios Global LP / Clarios US Finance Co                                        | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    145000 | PA      | $148326.30    | 0.23%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                       | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     25000 | PA      | $24649.61     | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57616.63     | 0.09%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52080.90     | 0.08%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195214.48    | 0.30%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24508.98     | 0.04%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                    | Ballyrock CLO 27 Ltd                                                             | CUSIP: 05874UAJ4<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1254788.75   | 1.91%             | 2037-10-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     80000 | PA      | $75591.82     | 0.11%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                             | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30647.22     | 0.05%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                           | XPLR Infrastructure Operating Partners LP                                        | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47166.80     | 0.07%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                          | Unibail-Rodamco-Westfield SE                                                     | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    100000 | PA      | $116384.26    | 0.18%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                             | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43425.17     | 0.07%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| PRM Trust                                                        | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99823.97     | 0.15%             | 2033-07-05      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                         | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |    231000 | PA      | $238505.19    | 0.36%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $95367.54     | 0.15%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                         | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10543.43     | 0.02%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                               | Sunrise FinCo I BV                                                               | CUSIP: 000000000<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116153.21    | 0.18%             | 2032-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                         | Provincia de Buenos Aires/Government Bonds                                       | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    257926 | PA      | $198717.15    | 0.30%             | 2037-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    120000 | PA      | $112309.70    | 0.17%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     87000 | PA      | $91108.92     | 0.14%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                        | CUSIP: 775109DL2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     34000 | PA      | $34530.28     | 0.05%             | 2056-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156762.45    | 0.24%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24726.07     | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                               | FS Luxembourg Sarl                                                               | CUSIP: 30315XAE4<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    206000 | PA      | $190807.50    | 0.29%             | 2036-02-11      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                     | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     45000 | PA      | $44943.75     | 0.07%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67033.07     | 0.10%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37589.62     | 0.06%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                     | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $59965.35     | 0.09%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                                            | Capstone Borrower Inc                                                            | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33762.17     | 0.05%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                             | LifePoint Health Inc                                                             | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46057.50     | 0.07%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76891.20     | 0.12%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37425.57     | 0.06%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103677.08    | 0.16%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                         | BX Trust 2025-GW                                                                 | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101000 | PA      | $101126.25    | 0.15%             | 2042-07-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31281.09     | 0.05%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                   | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM2                         | CUSIP: 617941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100810.36    | 0.15%             | 2070-01-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $-10935.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     25000 | PA      | $24591.49     | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45078.30     | 0.07%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                                          | Global Aircraft Leasing Co Ltd                                                   | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    110000 | PA      | $111574.21    | 0.17%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                         | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66548.76     | 0.10%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                         | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     80000 | PA      | $79898.44     | 0.12%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26494.55     | 0.04%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26012.45     | 0.04%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                         | Benchmark 2026-V21 Mortgage Trust                                                | CUSIP: 08164HBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53000 | PA      | $52149.63     | 0.08%             | 2059-03-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| QUALITYTECH LP                                                   | QualityTech LP Term Loan B                                                       | CUSIP: 74758JAB3<br>LEI: 549300GWD2FYVWRWCZ90 | Long             | LON              | CORP              | US        |    495000 | PA      | $495618.75    | 0.75%             | 2031-10-30      | Floating      | 7.16%                 | No            |                  3 | On Loan: No      |
| RENAULT SA                                                       | Renault SA                                                                       | CUSIP: 000000000<br>LEI: 969500F7JLTX36OUI695 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $116647.43    | 0.18%             | 2030-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72003.96     | 0.11%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5081.84      | 0.01%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                                         | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75290.26     | 0.11%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                          | Veolia Environnement SA                                                          | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $114145.30    | 0.17%             | 2027-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131396.07    | 0.20%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                    | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101657.35    | 0.15%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                           | NRM FNT1 Excess LLC                                                              | CUSIP: 62956YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70937 | PA      | $71086.91     | 0.11%             | 2031-11-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                             | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98335.43     | 0.15%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                          | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              |  | US        |     15000 | PA      | $14493.76     | 0.02%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $78127.08     | 0.12%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                               | Uniti Services LLC                                                               | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84228.48     | 0.13%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89409.92     | 0.14%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                       | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $117172.03    | 0.18%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                                         | Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                  | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     80000 | PA      | $80552.32     | 0.12%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY                                             | Carpenter Technology Corp                                                        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40024.08     | 0.06%             | 2034-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                                             | Fortune Star BVI Ltd                                                             | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $196990.33    | 0.30%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     30000 | PA      | $29506.09     | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MTP ABS FUNDING LLC                                              | Mtp Abs Funding LLC                                                              | CUSIP: 55378HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45000 | PA      | $45198.63     | 0.07%             | 2056-04-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                             | APLD ComputeCo 2 LLC                                                             | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $168309.39    | 0.26%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                         | Windsor Holdings III LLC                                                         | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109607.93    | 0.17%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                             | Alpha Generation LLC                                                             | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109248.11    | 0.17%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30745.17     | 0.05%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $-900.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                           | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100125.00    | 0.15%             | 2042-02-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                            | QTS Issuer ABS II LLC                                                            | CUSIP: 74690FBE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25000 | PA      | $25171.55     | 0.04%             | 2056-03-06      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                                     | Cloudera Inc 2021 Second Lien Term Loan                                          | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    250000 | PA      | $193350.00    | 0.29%             | 2029-10-08      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                | WBI Operating LLC                                                                | CUSIP: 92944BAB7<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45484.20     | 0.07%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                            | BANK5 2026-5YR21                                                                 | CUSIP: 06644BAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32000 | PA      | $31679.97     | 0.05%             | 2059-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                         | Standard Building Solutions Inc                                                  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43869.47     | 0.07%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $142789.23    | 0.22%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN                                         | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53773.43     | 0.08%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                         | RHP Hotel Properties LP / RHP Finance Corp                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |     45000 | PA      | $46350.59     | 0.07%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORSTED A/S                                                       | Orsted AS                                                                        | CUSIP: 000000000<br>LEI: W9NG6WMZIYEU8VEDOG48 | Long             | DBT              | CORP              | DK        |    100000 | PA      | $118390.26    | 0.18%             | 2099-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $243698.93    | 0.37%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                           | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111327.35    | 0.17%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                         | SeaWorld Parks & Entertainment Inc                                               | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116015.03    | 0.18%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BSF FINANCE                                                      | BSF Finance                                                                      | CUSIP: 000000000<br>LEI: 549300FJCGREO1P1UL36 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196317.28    | 0.30%             | 2035-09-03      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                      | OCP CLO Ltd                                                                      | CUSIP: 671026BE1<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498865.05    | 0.76%             | 2039-01-17      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                 | Altice France SA                                                                 | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     69435 | PA      | $68260.40     | 0.10%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                        | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $230181.87    | 0.35%             | 2040-10-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60463.92     | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBL1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65400.24     | 0.10%             | 2056-04-20      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                      | Bell Telephone Co of Canada or Bell Canada                                       | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $176417.67    | 0.27%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                   | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $115740.79    | 0.18%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                 | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16394.47     | 0.02%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                            | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14587.47     | 0.02%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                            | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50703.24     | 0.08%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                         | Trident TPI Holdings Inc                                                         | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60178.92     | 0.09%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                         | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44530.16     | 0.07%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                         | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117120.32    | 0.18%             | 2028-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                             | Fressnapf Holding SE                                                             | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $116565.71    | 0.18%             | 2031-10-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                    | Golar LNG Ltd                                                                    | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |     90000 | PA      | $92222.01     | 0.14%             | 2030-10-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                          | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     42820 | PA      | $42841.41     | 0.07%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49286.66     | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EF HOLD/EF KY/ELL KY/TRS                                         | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM   | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              |  | XX        |     60000 | PA      | $59615.48     | 0.09%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEXANS SA                                                        | Nexans SA                                                                        | CUSIP: 000000000<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119011.87    | 0.18%             | 2030-03-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                            | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25436.24     | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20751.68     | 0.03%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                         | Global Infrastructure Solutions Inc                                              | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42199.08     | 0.06%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                 | VB-S1 Issuer LLC                                                                 | CUSIP: 91825HAE4<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |     53000 | PA      | $53190.12     | 0.08%             | 2056-03-15      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                             | Telefonica Europe BV                                                             | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123078.28    | 0.19%             | 2030-02-03      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Island Finance Trust 2025-1                                      | Island Finance Trust 2025-1                                                      | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100690.03    | 0.15%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                                            | AAR Escrow Issuer LLC                                                            | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66959.95     | 0.10%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                               | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $111148.31    | 0.17%             | 2080-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |         1 | NC      | $201.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83948.09     | 0.13%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                              | Medline Borrower LP 2025 Incremental Term Loan B                                 | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    496250 | PA      | $498140.71    | 0.76%             | 2030-10-23      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                         | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202800.00    | 0.31%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                            | HUB International Ltd                                                            | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134481.23    | 0.20%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                          | OAK-Eagle Acquireco Inc                                                          | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185474.89    | 0.28%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                        | Forvia SE                                                                        | CUSIP: 000000000<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120402.90    | 0.18%             | 2030-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                          | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29940.72     | 0.05%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117746.52    | 0.18%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                            | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75748.73     | 0.12%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54651.28     | 0.08%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $52787.03     | 0.08%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                           | NRM FHT1 Excess Owner LLC                                                        | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81472 | PA      | $81585.51     | 0.12%             | 2032-03-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | US LONG BOND(CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         4 | NC      | $-7400.73     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| USI INC/NY                                                       | USI Inc/NY                                                                       | CUSIP: 90346KAB5<br>LEI: 2549006D7UF7072T7I27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61716.64     | 0.09%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40307.56     | 0.06%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -2 | NC      | $16764.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                          | SV RNO Property Owner 1 LLC                                                      | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137360.82    | 0.21%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                                         | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC    | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20333.02     | 0.03%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                                               | Abertis Infraestructuras Finance BV                                              | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117087.20    | 0.18%             | 2030-11-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23605.90     | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88164.30     | 0.13%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                  | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102457.60    | 0.16%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                         | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     15000 | PA      | $15862.10     | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                         | British Telecommunications PLC                                                   | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120069.02    | 0.18%             | 2054-10-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                                           | Clearway Energy Operating LLC                                                    | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40010.08     | 0.06%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank                                                             | BANK 2024-BNK47                                                                  | CUSIP: 06540GBA5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $75482.78     | 0.11%             | 2057-06-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| VERISURE MIDHOLDING AB                                           | Verisure Midholding AB                                                           | CUSIP: 000000000<br>LEI: 549300496LYEZ55X1M49 | Long             | DBT              | CORP              | SE        |    100000 | PA      | $117480.46    | 0.18%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                         | United Airlines Holdings Inc                                                     | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29568.42     | 0.04%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                         | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9049.20      | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                              | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     60000 | PA      | $59705.62     | 0.09%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                        | Bausch & Lomb Corporation 2025 Repriced Term Loan                                | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    746250 | PA      | $749749.91    | 1.14%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                         | LCM Investments Holdings II LLC                                                  | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24476.23     | 0.04%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                          | Romanian Government International Bond                                           | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    138000 | PA      | $123757.59    | 0.19%             | 2032-03-27      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                      | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152178.47    | 0.23%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                            | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $47025.00     | 0.07%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10247.73     | 0.02%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                            | Mineral Resources Ltd                                                            | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $29767.42     | 0.05%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                       | Cornerstone Generation LLC Term Loan B                                           | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    448492 | PA      | $449214.20    | 0.68%             | 2032-08-11      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | EURO-OAT FUTURE JUN26                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |        -3 | NC      | $12323.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL/FINANC                                         | Pebblebrook Hotel LP / PEB Finance Corp                                          | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              |  | US        |     70000 | PA      | $71132.93     | 0.11%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                              | COMM 2025-167G Mortgage Trust                                                    | CUSIP: 12674VAL5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99211.04     | 0.15%             | 2040-08-10      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                             | WR Grace Holdings LLC                                                            | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39703.01     | 0.06%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                             | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118633.58    | 0.18%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCHAEFFLER AG                                                    | Schaeffler AG                                                                    | CUSIP: 000000000<br>LEI: 549300Q7E782X7GC1P43 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $117654.39    | 0.18%             | 2030-03-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10499.76     | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                | Iliad Holding SAS                                                                | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $35533.89     | 0.05%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MANITOWOC COMPANY INC                                            | Manitowoc Co Inc/The                                                             | CUSIP: 563571AN8<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74844.49     | 0.11%             | 2031-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                          | Toucan FinCo Ltd/Toucan FinCo Can Inc/Toucan FinCo US LLC                        | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     45000 | PA      | $39433.63     | 0.06%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84037.92     | 0.13%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                         | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24950.94     | 0.04%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE LUFTHANSA AG                                            | Deutsche Lufthansa AG                                                            | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |    100000 | PA      | $115011.92    | 0.17%             | 2055-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                               | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33347 | PA      | $32766.94     | 0.05%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52131.70     | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                         | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $80767.68     | 0.12%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14814.06     | 0.02%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                              | ELECTRONIC ARTS INC USD TERM LOAN B                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    500000 | PA      | $500125.00    | 0.76%             | 2033-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                               | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     66000 | PA      | $67444.28     | 0.10%             | 2055-08-20      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                     | AGL CLO 33 Ltd                                                                   | CUSIP: 00121EAA1<br>LEI: 254900FQ0489DHYW7509 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1202949.63   | 1.83%             | 2037-07-21      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                         | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34861.39     | 0.05%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49193.00     | 0.07%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                              | Cirsa Finance International Sarl                                                 | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121137.79    | 0.18%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                         | Cia de Minas Buenaventura SAA                                                    | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $205036.00    | 0.31%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                         | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77892.48     | 0.12%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                | Ivanhoe Mines Ltd                                                                | CUSIP: 000000000<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203330.60    | 0.31%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                 | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $99450.37     | 0.15%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                          | Studio City Finance Ltd                                                          | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $199622.07    | 0.30%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    105000 | PA      | $107577.33    | 0.16%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                  | United Group BV                                                                  | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119417.42    | 0.18%             | 2031-10-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10142.24     | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75740.93     | 0.12%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                           | Harvest Midstream I LP                                                           | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166584.00    | 0.25%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                  | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103602.60    | 0.16%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    132000 | PA      | $137329.24    | 0.21%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123597.82    | 0.19%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VELOCITY COM CAP LLC                                             | Velocity Commercial Capital LLC                                                  | CUSIP: 92259RAE5<br>LEI: 549300TA4MQM8WN2XG31 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46532.39     | 0.07%             | 2031-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $211913.31    | 0.32%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                             | Mehilainen Yhtiot Oy                                                             | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $117777.61    | 0.18%             | 2032-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21468.40     | 0.03%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                                    | BLP Commercial Mortgage Trust 2025-IND                                           | CUSIP: 05625BAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95289 | PA      | $95169.97     | 0.14%             | 2042-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                              | CCPCDX--2I65BRAE1-20310620                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    439117 | OU      | $33878.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101697.01    | 0.15%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                           | Telecom Italia Capital SA                                                        | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $20568.28     | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                            | Coventry Building Society                                                        | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $284757.85    | 0.43%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                        | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74743.10     | 0.11%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                               | Caturus Energy LLC                                                               | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94101.68     | 0.14%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                              | Honduras Government International Bond                                           | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $171985.50    | 0.26%             | 2034-11-27      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                      | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19116.99     | 0.03%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50730.85     | 0.08%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                          | Surgery Center Holdings Inc                                                      | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149599.55    | 0.23%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                       | Terex Corp                                                                       | CUSIP: 880779BA0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124150.04    | 0.19%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-22

**Name of Applicant:** Neuberger Berman ETF Trust

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasuer