# EDGAR Filing Document

**Accession Number:** 0000836412
**File Stem:** 0001752724-25-174679
**Filing Date:** 2025-7
**Character Count:** 288814
**Document Hash:** e7dcfe234581a63f0193a584e2d566e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-174679.hdr.sgml**: 20250723

**ACCESSION NUMBER**: 0001752724-25-174679

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250530

**FILED AS OF DATE**: 20250723

**DATE AS OF CHANGE**: 20250723

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Total Return Fund Inc.
- **CENTRAL INDEX KEY:** 0000836412

**ORGANIZATION NAME:**
- **EIN:** 133474242
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05620
- **FILM NUMBER:** 251142305

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 866-270-7788

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $554431550.20

**Total Liabilities:** $167400931.62

**Net Assets:** $387030618.58

**Delayed Delivery Securities:** $503912.50

**Cash Not Reported:** $2710691.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -99.96514575 | **5-Year:** -1774.25586300 | **10-Year:** -10780.18695000 | **30-Year:** -20462.16590000

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

- **3-Month:** -2.52853030 | **1-Year:** -31.46885885 | **5-Year:** -5222.87699500 | **10-Year:** -6998.71553900 | **30-Year:** -4609.32122300

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 2.35%                | 2.32%                | 2.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1221164.42              | $6579780.87                                |
| Month 2  | $-234798.71              | $7443090.42                                |
| Month 3  | $4022928.69              | $2778311.84                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CoreVest American Finance Ltd            | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $372852.32    | 0.10%             | 2052-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                      | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    273000 | PA      | $255974.43    | 0.07%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                             | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    242000 | PA      | $188457.50    | 0.05%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust               | LAD Auto Receivables Trust 2023-4                                               | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    412000 | PA      | $423605.30    | 0.11%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                   | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    276000 | PA      | $269194.99    | 0.07%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WCG INTERMEDIATE CORP                    | WCG INTERMEDIATE CORP                                                           | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |     70000 | PA      | $69070.40     | 0.02%             | 2032-02-25      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                         | Peruvian Government International Bond                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    402000 | PA      | $333861.00    | 0.09%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                    | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $94642.89     | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                 | Purchasing Power Funding 2024-A LLC                                             | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $514120.80    | 0.13%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                 | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    285000 | PA      | $231310.29    | 0.06%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | United States Treasury Note/Bond                                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $818041.41    | 0.21%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                     | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    305000 | PA      | $326773.04    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162674.24    | 0.04%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TMF SAPPHIRE BIDCO BV                    | TMF SAPPHIRE BIDCO BV                                                           | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |    123444 | PA      | $123521.51    | 0.03%             | 2028-05-03      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable           | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $409437.28    | 0.11%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| TITAN ACQUISITION LTD                    | TITAN ACQUISITION LTD                                                           | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |     98781 | PA      | $98364.35     | 0.03%             | 2029-02-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust            | Lendbuzz Securitization Trust 2024-3                                            | CUSIP: 52609YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $425446.46    | 0.11%             | 2030-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                    | ONTARIO GAMING GTA LP                                                           | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    132718 | PA      | $130461.33    | 0.03%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                           | Gray Media Inc                                                                  | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347579.68    | 0.09%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                 | TK ELEVATOR US NEWCO INC                                                        | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    115000 | PA      | $115182.85    | 0.03%             | 2030-04-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    136000 | PA      | $125698.00    | 0.03%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                       | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349118.18    | 0.09%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                        | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     97000 | PA      | $88270.00     | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                      | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240938.88    | 0.06%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                        | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    305000 | PA      | $286828.98    | 0.07%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                 | Angel Oak Mortgage Trust 2022-5                                                 | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316030 | PA      | $311423.52    | 0.08%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                       | Cellnex Telecom SA                                                              | CUSIP: 000000000<br>LEI: 5493008T4YG3AQUI7P67 | Long             | EC               | CORP              | ES        |    254334 | NS      | $9737780.98   | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME              | Kloeckner Pentaplast of America Inc                                             | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    140262 | PA      | $127171.69    | 0.03%             | 2026-02-09      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                          | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    344000 | PA      | $308896.73    | 0.08%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                               | MFA 2024-NQM2 Trust                                                             | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |    379029 | PA      | $376899.85    | 0.10%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                 | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1800000 | PA      | $270338.32    | 0.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                 | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178109.47    | 0.05%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                  | SSE PLC                                                                         | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |    194735 | NS      | $4620444.92   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                               | Viasat Inc                                                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    157516 | PA      | $148566.10    | 0.04%             | 2029-03-05      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers            | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $486231.17    | 0.13%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                | ONEOK Inc                                                                       | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     41516 | NS      | $3356153.44   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| EPIC CRUDE SERVICES LP                   | EPIC CRUDE SERVICES LP                                                          | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    139650 | PA      | $139955.83    | 0.04%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                  | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     49000 | PA      | $51208.06     | 0.01%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    178000 | PA      | $136129.06    | 0.04%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    365000 | PA      | $281185.48    | 0.07%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                         | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    139000 | PA      | $84025.50     | 0.02%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                  | VistaJet Malta Finance PLC / Vista Management Holding Inc                       | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    420000 | PA      | $413742.63    | 0.11%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec           | Arivo Acceptance Auto Loan Receivables Trust 2024-1                             | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    462000 | PA      | $472795.05    | 0.12%             | 2030-06-17      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                     | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $190636.69    | 0.05%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETSMART INC/PETSMART FI                 | PetSmart Inc / PetSmart Finance Corp                                            | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $136286.75    | 0.04%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                   | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    255000 | PA      | $271280.73    | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                   | PAR PHARMACEUTICAL INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 0.01%                 | No            |                  3 | On Loan: No      |
| DYNAMO US BIDCO INC                      | DYNAMO US BIDCO INC                                                             | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $34846.94     | 0.01%             | 2031-09-26      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | United States Treasury Note/Bond                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    980000 | PA      | $957528.90    | 0.25%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                          | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     97000 | PA      | $92490.47     | 0.02%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RED SPV LLC                              | RED SPV LLC                                                                     | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $124843.75    | 0.03%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corp               | GREAT CANADIAN G 11/01/29                                                       | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     55067 | PA      | $54062.39     | 0.01%             | 2029-11-01      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                    | CCG Receivables Trust 2023-1                                                    | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162959 | PA      | $163817.53    | 0.04%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $96091.17     | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1               | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161913 | PA      | $138854.37    | 0.04%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC               | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300200 | PA      | $297311.15    | 0.08%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    799916 | PA      | $756099.35    | 0.20%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                | BPR Trust 2022-OANA                                                             | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $434864.06    | 0.11%             | 2037-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                          | Southern Co/The                                                                 | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     94724 | NS      | $8525160.00   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                 | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29885.60     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    194000 | PA      | $205820.47    | 0.05%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                 | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    280000 | PA      | $274237.85    | 0.07%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                 | Altice France Holding SA                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $72835.16     | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                 | Petroleos de Venezuela SA                                                       | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    665000 | PA      | $78689.45     | 0.02%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                      | Turkiye Government International Bond                                           | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    178000 | PA      | $144746.93    | 0.04%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                 | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    256000 | PA      | $237115.57    | 0.06%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                  | Office Properties Income Trust                                                  | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $162250.00    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                  | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    160000 | PA      | $159203.20    | 0.04%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                    | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    262000 | PA      | $217770.64    | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                   | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $399723.60    | 0.10%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                      | Gray Television Inc                                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    162874 | PA      | $156749.78    | 0.04%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAG                         | FLORA FOOD MANAG                                                                | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    167994 | PA      | $167503.95    | 0.04%             | 2028-01-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| GEK TERNA SA                             | GEK TERNA SA                                                                    | CUSIP: 000000000<br>LEI: 2138003TO2MTRHWVP686 | Long             | EC               | CORP              | GR        |    110749 | NS      | $2410626.58   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNERSTONE BUILDING                     | Cornerstone Building Brands Inc                                                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    168247 | PA      | $149669.56    | 0.04%             | 2028-04-12      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    123000 | PA      | $124087.40    | 0.03%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                         | Teine Energy Ltd                                                                | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $324410.96    | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                 | KRONOS ACQUISITION HOLDINGS INC                                                 | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    136609 | PA      | $116214.62    | 0.03%             | 2031-07-08      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                               | AMSR 2021-SFR3 Trust                                                            | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $248897.01    | 0.06%             | 2038-10-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $430582.13    | 0.11%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                   | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246272.55    | 0.06%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610000 | PA      | $571091.21    | 0.15%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora           | Chase Home Lending Mortgage Trust 2024-RPL4                                     | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241911 | PA      | $214054.20    | 0.06%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| POTOMAC ENERGY CENTER                    | POTOMAC ENERGY CENTER LLC                                                       | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    135000 | PA      | $134831.25    | 0.03%             | 2032-03-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| INFINITE BIDCO LLC                       | Infinite Bidco LLC                                                              | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    147555 | PA      | $133290.61    | 0.03%             | 2028-03-02      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                         | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     15000 | PA      | $16181.25     | 0.00%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                 | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    285000 | PA      | $271521.84    | 0.07%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                    | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125291.74    | 0.03%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                  | Herbalife Nutrition Ltd / HLF Financing Inc                                     | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    174000 | PA      | $173977.92    | 0.04%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                      | Turkiye Government International Bond                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    398000 | PA      | $432502.62    | 0.11%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                       | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204608.69    | 0.05%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215947.09    | 0.06%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                 | Safehold GL Holdings LLC                                                        | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    225000 | PA      | $219911.69    | 0.06%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kansai Electric Power Co Inc/T           | Kansai Electric Power Co Inc/The                                                | CUSIP: 000000000<br>LEI: 353800PFUKP5ONPJNZ86 | Long             | EC               | CORP              | JP        |    364300 | NS      | $4154531.43   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                 | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $183986.60    | 0.05%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                    | Norfolk Southern Corp                                                           | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     26485 | NS      | $6544973.20   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankers Healthcare Group Secur           | BHG Securitization Trust 2023-B                                                 | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136474 | PA      | $140615.65    | 0.04%             | 2036-12-17      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                      | WHITE CAP BUYER LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    114425 | PA      | $113146.87    | 0.03%             | 2029-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding           | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    336000 | PA      | $337688.84    | 0.09%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Endo GUC Trust Units Cl A-1              | Endo GUC Trust Units Cl A-1                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7168 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mill City Mortgage Trust                 | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354347 | PA      | $321071.56    | 0.08%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                      | Turkiye Government International Bond                                           | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    195000 | PA      | $191597.25    | 0.05%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                             | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    193000 | PA      | $190828.75    | 0.05%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                 | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl             | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101527.90    | 0.03%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    239000 | PA      | $250312.11    | 0.06%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                 | PPL Corp                                                                        | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |    234218 | NS      | $8139075.50   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABU DHABI GOVT INT'L                     | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     99000 | PA      | $65587.50     | 0.02%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                 | TRAVERSE MIDSTREAM PARTN                                                        | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    125207 | PA      | $125416.16    | 0.03%             | 2028-02-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS                     | HARBOR FREIGHT TOOLS USA INC                                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |     79026 | PA      | $76214.20     | 0.02%             | 2031-06-11      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                     | GARDA WORLD SECURITY                                                            | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    127683 | PA      | $127150.32    | 0.03%             | 2029-02-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| DECHRA FINANCE US                        | DECHRA FINANCE US                                                               | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80000 | PA      | $79400.00     | 0.02%             | 2032-01-27      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                     | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     29850 | PA      | $29327.81     | 0.01%             | 2031-05-19      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                          | Spin Holdco Inc                                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    157560 | PA      | $134156.19    | 0.03%             | 2028-03-06      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                   | Egypt Government International Bond                                             | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    207000 | PA      | $185847.19    | 0.05%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                            | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     80000 | PA      | $82400.00     | 0.02%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                     | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     70048 | PA      | $67859.48     | 0.02%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                      | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    134986 | PA      | $134282.72    | 0.03%             | 2028-12-11      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                     | CENTURY DE BUYE 10/30/30                                                        | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    124064 | PA      | $124490.84    | 0.03%             | 2030-10-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CATAWBA NATION GAMING AU                 | CATAWBA NATION GAMING AUTHORITY                                                 | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    110000 | PA      | $110412.50    | 0.03%             | 2032-03-29      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM                  | International Petroleum Corp                                                    | CUSIP: 000000000<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $380154.66    | 0.10%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                      | Turkiye Government International Bond                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     74000 | PA      | $73907.50     | 0.02%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    191000 | PA      | $163114.00    | 0.04%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vinci SA                                 | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |     33257 | NS      | $4752304.99   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                            | MODIVCARE INC                                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     39700 | PA      | $26643.38     | 0.01%             | 2031-07-01      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                        | Trinidad & Tobago Government International Bond                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     59000 | PA      | $56404.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                         | Taseko Mines Ltd                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102742.94    | 0.03%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Centro           | Grupo Aeroportuario del Centro Norte SAB de CV                                  | CUSIP: 000000000<br>LEI: 529900HUSBARAFSXJ605 | Long             | EC               | CORP              | MX        |    259900 | NS      | $3211498.92   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Dext ABS                                 | Dext ABS 2023-2 LLC                                                             | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $411240.93    | 0.11%             | 2034-05-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                    | MCGRAW-HILL EDUCATION INC                                                       | CUSIP: 58063DAF0<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    131145 | PA      | $131431.76    | 0.03%             | 2031-08-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                      | Oportun Issuance Trust 2024-2                                                   | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $425982.47    | 0.11%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HCA INC                                  | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    229000 | PA      | $231044.90    | 0.06%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                       | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     95000 | PA      | $94326.93     | 0.02%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                       | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     17000 | PA      | $9133.51      | 0.00%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234361.55    | 0.06%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                 | Saudi Government International Bond                                             | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    681000 | PA      | $545481.00    | 0.14%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                                 | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760206 | PA      | $738155.31    | 0.19%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                      | Benin Government International Bond                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     49000 | PA      | $44651.25     | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                     | Rackspace Technology Global Inc                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    490000 | PA      | $102900.00    | 0.03%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                        | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     40000 | PA      | $38240.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                   | Pertamina Persero PT                                                            | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    616000 | PA      | $530727.12    | 0.14%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust            | Palisades Mortgage Loan Trust 2021-RTL1                                         | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68709 | PA      | $68368.03     | 0.02%             | 2026-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                             | QatarEnergy                                                                     | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    400000 | PA      | $348596.00    | 0.09%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust             | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240900 | PA      | $213681.00    | 0.06%             | 2055-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                              | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194999.28    | 0.05%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                    | Illuminate Buyer LLC / Illuminate Holdings IV Inc                               | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $366202.31    | 0.09%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                   | Mozambique International Bond                                                   | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    200000 | PA      | $162812.00    | 0.04%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                              | Visio 2022-1 Trust                                                              | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206538 | PA      | $205751.39    | 0.05%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                | Towd Point Mortgage Trust 2019-4                                                | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $401169.50    | 0.10%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust               | Verus Securitization Trust 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    225732 | PA      | $227299.05    | 0.06%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| JAGGAER LLC                              | JAGGAER LLC                                                                     | CUSIP: 000000000<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    130000 | PA      | $130244.40    | 0.03%             | 2031-12-08      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                             | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     35000 | PA      | $39959.12     | 0.01%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Transurban Group                         | Transurban Group                                                                | CUSIP: 000000000<br>LEI: 549300ZR71SUQ4VUTM79 | Long             | EC               | CORP              | AU        |   1260435 | NS      | $11520915.37  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINIDAD & TOBAGO                        | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     65000 | PA      | $62907.65     | 0.02%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CUBE A&D BUYER INC                       | CUBE A&D BUYER INC                                                              | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |     95000 | PA      | $94841.35     | 0.02%             | 2031-10-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                   | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     71000 | PA      | $67361.25     | 0.02%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                 | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    321000 | PA      | $312358.29    | 0.08%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                      | American Tower Corp                                                             | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     74487 | NS      | $15988634.55  | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                           | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    223000 | PA      | $240525.57    | 0.06%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                 | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM2                                       | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250686.70    | 0.06%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                           | Qatar Government International Bond                                             | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     89000 | PA      | $86605.90     | 0.02%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust               | LAD Auto Receivables Trust 2023-1                                               | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $562555.51    | 0.15%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                    | Nippon Life Insurance Co                                                        | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202985.09    | 0.05%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                       | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    171000 | PA      | $140700.51    | 0.04%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                    | Nabors Industries Inc                                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    135000 | PA      | $129606.61    | 0.03%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                  | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     57000 | PA      | $52457.67     | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                 | Benchmark 2023-B38 Mortgage Trust                                               | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $214062.79    | 0.06%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                          | STAR PARENT INC                                                                 | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    128139 | PA      | $125832.42    | 0.03%             | 2030-09-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    255000 | PA      | $256552.00    | 0.07%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                    | ELLUCIAN HOLDINGS INC                                                           | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     95974 | PA      | $96041.87     | 0.02%             | 2029-10-09      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                       | NextEra Energy Inc                                                              | CUSIP: 65339F101<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EC               | CORP              | US        |    330285 | NS      | $23331332.40  | 6.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                 | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $257642.33    | 0.07%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust           | Carvana Auto Receivables Trust 2023-N4                                          | CUSIP: 14688LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $499105.98    | 0.13%             | 2030-02-11      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                        | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $228416.49    | 0.06%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management              | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212396 | PA      | $213296.48    | 0.06%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                             | MH SUB I LLC                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     21352 | PA      | $20480.99     | 0.01%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $436821.87    | 0.11%             | 2030-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                     | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    209000 | PA      | $184153.10    | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                          | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    172000 | PA      | $167423.41    | 0.04%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                 | ION TRADING TECHNOLOGIES SA                                                     | CUSIP: 000000000<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |    124669 | PA      | $124468.24    | 0.03%             | 2028-04-03      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                 | Weekley Homes LLC / Weekley Finance Corp                                        | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $206640.46    | 0.05%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                 | Primo Water Holdings Inc / Triton Water Holdings Inc                            | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $145196.62    | 0.04%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                           | Transocean Inc                                                                  | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $137517.65    | 0.04%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                   | Brazilian Government International Bond                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     63000 | PA      | $62763.75     | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                 | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $156130.83    | 0.04%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage           | Deephaven Residential Mortgage Trust 2022-1                                     | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225356 | PA      | $205431.13    | 0.05%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU                 | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $329460.70    | 0.09%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                 | Fortress Transportation and Infrastructure Investors LLC                        | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260674.77    | 0.07%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                   | MPOWER Education Trust 2025-A                                                   | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $261339.81    | 0.07%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168627.86    | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                      | MESQUITE ENERGY INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $1050.00      | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| CONNECTWISE LLC                          | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174963 | PA      | $175181.52    | 0.05%             | 2028-09-29      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| HUNTER US BIDCO INC                      | Hunter US Bidco Inc                                                             | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |    119563 | PA      | $117171.25    | 0.03%             | 2028-08-21      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                   | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87199.80     | 0.02%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                    | QXO Building Products Inc                                                       | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5126.75      | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                         | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    248000 | PA      | $219937.52    | 0.06%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                        | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    206000 | PA      | $187872.00    | 0.05%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust             | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237925 | PA      | $213085.21    | 0.06%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166545.65    | 0.04%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS                 | FREEPORT LNG INVESTMENTS LLLP                                                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    121423 | PA      | $121293.06    | 0.03%             | 2028-12-21      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                        | Republic of Kenya Government International Bond                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     86000 | PA      | $85811.66     | 0.02%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                           | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   7800000 | PA      | $309432.25    | 0.08%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora           | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277712 | PA      | $255379.97    | 0.07%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149028.68    | 0.04%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                             | NiSource Inc                                                                    | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    245509 | NS      | $9707425.86   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                              | Ameren Corp                                                                     | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |     72971 | NS      | $7069430.48   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                           | Transocean Inc                                                                  | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $45089.59     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan           | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    365000 | PA      | $369978.97    | 0.10%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                      | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     20000 | PA      | $20445.00     | 0.01%             | 2032-02-23      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166175.30    | 0.04%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                      | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    302000 | PA      | $256322.50    | 0.07%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                  | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $270802.66    | 0.07%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                       | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $219195.92    | 0.06%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                  | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   7000000 | PA      | $293622.14    | 0.08%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LERNEN US FINCO LLC                      | LERNEN US FINCO LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109725 | PA      | $109862.16    | 0.03%             | 2031-10-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                             | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    194000 | PA      | $216931.53    | 0.06%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                    | Tricon American Homes 2020-SFR2 Trust                                           | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $616365.88    | 0.16%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                 | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125131.25    | 0.03%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                     | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    124404 | PA      | $122654.55    | 0.03%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                 | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200378.30    | 0.05%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                               | MFA 2022-NQM2 Trust                                                             | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174599 | PA      | $169218.82    | 0.04%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                 | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     83000 | PA      | $86266.05     | 0.02%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur           | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    184323 | PA      | $187746.46    | 0.05%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                   | CenterPoint Energy Inc                                                          | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    130706 | NS      | $4867491.44   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    273000 | PA      | $271976.25    | 0.07%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                         | Duke Energy Corp                                                                | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |     89446 | NS      | $10529583.12  | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSOCEAN INC                           | Transocean Inc                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    160000 | PA      | $162200.80    | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                   | MAUSER PACKAGING SOLUTIONS HOLDING CO                                           | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    124226 | PA      | $123411.33    | 0.03%             | 2027-04-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                   | Brazilian Government International Bond                                         | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    215000 | PA      | $199090.00    | 0.05%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                         | Westgate Resorts 2024-1 LLC                                                     | CUSIP: 96034KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229722 | PA      | $232023.99    | 0.06%             | 2038-01-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,           | Galton Funding Mortgage Trust 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11018 | PA      | $9955.60      | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                 | Angel Oak Mortgage Trust 2023-1                                                 | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348161 | PA      | $343653.18    | 0.09%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                        | Chile Government International Bond                                             | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    129000 | PA      | $118422.00    | 0.03%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                    | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53761.48     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                         | Crown Castle Inc                                                                | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     77928 | NS      | $7820074.80   | 2.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MELCO RESORTS FINANCE                    | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $101095.50    | 0.03%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC           | PEAC Solutions Receivables 2024-1 LLC                                           | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    365000 | PA      | $373942.97    | 0.10%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                    | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    281000 | PA      | $190008.69    | 0.05%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                    | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252105.60    | 0.07%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                      | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    283000 | PA      | $270340.65    | 0.07%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                   | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    169000 | PA      | $188448.29    | 0.05%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                 | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      5000 | PA      | $5092.55      | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ONE CALL CORP                            | One Call Corp                                                                   | CUSIP: 68235XAB7<br>LEI: 549300WUCCV86ZQHG041 | Long             | LON              | CORP              | US        |    154199 | PA      | $153042.47    | 0.04%             | 2027-04-22      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | United States Treasury Note/Bond                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $632714.84    | 0.16%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust               | Verus Securitization Trust 2022-6                                               | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206456 | PA      | $207751.51    | 0.05%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                     | OneMain Finance Corp                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269637.24    | 0.07%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                 | UNIVISION COMMUNICATIONS INC                                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    128812 | PA      | $124732.04    | 0.03%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $303367.19    | 0.08%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                                                                | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38780 | NS      | $4061817.20   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                    | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $226941.38    | 0.06%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    182000 | PA      | $194632.77    | 0.05%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                       | Republic of Poland Government International Bond                                | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     87000 | PA      | $90701.85     | 0.02%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                  | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    120000 | PA      | $111576.00    | 0.03%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                      | Dominion Energy Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170198.76    | 0.04%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      6971 | PA      | $3276.22      | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                 | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    225000 | PA      | $221249.25    | 0.06%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                 | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    176000 | PA      | $184382.92    | 0.05%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor           | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $434995.65    | 0.11%             | 2039-10-05      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                    | CMG MEDIA CORP                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130846 | PA      | $123976.37    | 0.03%             | 2029-06-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                     | Neptune Bidco US Inc                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     70995 | PA      | $66269.18     | 0.02%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                 | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    285000 | PA      | $243947.19    | 0.06%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                 | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    134680 | PA      | $128754.09    | 0.03%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                     | Libra Solutions 2024-1 LLC                                                      | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $348962.36    | 0.09%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                   | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $225353.03    | 0.06%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                     | Adnoc Murban Rsc Ltd                                                            | CUSIP: 00723L2B4<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    321000 | PA      | $308114.93    | 0.08%             | 2034-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                             | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    142018 | PA      | $122794.37    | 0.03%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                 | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249744.18    | 0.06%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                      | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   1360000 | PA      | $307120.69    | 0.08%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust             | Veros Auto Receivables Trust 2024-1                                             | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $308271.57    | 0.08%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $38063.33     | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                 | OCP SA                                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     20000 | PA      | $17639.40     | 0.00%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC         | Lummus Technolog 12/31/29                                                       | CUSIP: 45232UAG3<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |     39202 | PA      | $39281.20     | 0.01%             | 2029-12-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                             | COTIVITI INC                                                                    | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    100000 | PA      | $99208.00     | 0.03%             | 2032-03-29      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ARCLINE FM HOLDINGS LLC                  | ARCLINE FM HOLDINGS LLC                                                         | CUSIP: 000000000<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    163964 | PA      | $164168.49    | 0.04%             | 2030-06-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                        | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    207000 | PA      | $35811.00     | 0.01%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                    | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    276000 | PA      | $282325.26    | 0.07%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                     | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $64425.08     | 0.02%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| BIFM CA BUYER INC                        | BIFM CA BUYER INC                                                               | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | US        |    109301 | PA      | $109301.06    | 0.03%             | 2028-05-31      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                | Towd Point Mortgage Trust 2016-4                                                | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $461714.21    | 0.12%             | 2056-07-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR                 | HAMILTON PROJECTS ACQUIR                                                        | CUSIP: 40444KAD7<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     33670 | PA      | $33787.85     | 0.01%             | 2031-05-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $316722.71    | 0.08%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                    | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $87731.41     | 0.02%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                         | GLOVES BUYER INC                                                                | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     95000 | PA      | $91865.00     | 0.02%             | 2032-01-17      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                  | El Salvador Government International Bond                                       | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     86000 | PA      | $85646.54     | 0.02%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    220000 | PA      | $214692.11    | 0.06%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                  | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $198595.60    | 0.05%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc             | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455400 | PA      | $467489.96    | 0.12%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                 | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     75000 | PA      | $67829.25     | 0.02%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                 | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148274.09    | 0.04%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US COMMERCIA                 | LSF12 CROWN US COMMERCIAL BIDCO LLC                                             | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    135000 | PA      | $132553.80    | 0.03%             | 2031-12-02      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                       | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    205000 | PA      | $200797.50    | 0.05%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                          | GOAT HOLDCO LLC                                                                 | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49781.50     | 0.01%             | 2032-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                      | Senegal Government International Bond                                           | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     94000 | PA      | $67386.72     | 0.02%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                      | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     52462 | PA      | $52625.89     | 0.01%             | 2031-02-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| COGECO COMMUNICATIONS US                 | COGECO COMMUNICATIONS USA II LP                                                 | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    115314 | PA      | $114089.04    | 0.03%             | 2030-09-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan            | New Residential Mortgage Loan Trust 2014-1                                      | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27768 | PA      | $26802.13     | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                             | Enbridge Inc                                                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |    127528 | NS      | $5927501.44   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTICE FRANCE SA                         | Altice France SA/France                                                         | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    246222 | PA      | $216059.52    | 0.06%             | 2025-07-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se           | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108657 | PA      | $90754.44     | 0.02%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| ESC NMG Parent LLC                       | ESC NMG Parent LLC                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       368 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LAD Auto Receivables Trust               | LAD Auto Receivables Trust 2023-2                                               | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $460015.83    | 0.12%             | 2031-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AGILITI HEALTH INC                       | AGILITI HEALTH INC                                                              | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    104242 | PA      | $101028.63    | 0.03%             | 2030-05-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                             | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176384.60    | 0.05%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                 | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     70000 | PA      | $68224.80     | 0.02%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                               | Evergy Inc                                                                      | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    111510 | NS      | $7405379.10   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     99000 | PA      | $90288.00     | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| THUNDER GENERATION FUNDI                 | THUNDER GENERATION FUNDI                                                        | CUSIP: 88604KAB6<br>LEI: 254900JBXSZJDYE69921 | Long             | LON              | CORP              | US        |     73957 | PA      | $74003.86     | 0.02%             | 2031-10-03      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                    | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5210 | PA      | $5537.16      | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust             | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26749 | PA      | $26238.74     | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                   | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $209952.47    | 0.05%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CENT Trust 2023-CITY                     | CENT Trust 2023-CITY                                                            | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $340956.25    | 0.09%             | 2038-09-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Pennon Group PLC                         | Pennon Group PLC                                                                | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |    966617 | NS      | $6629070.50   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GEOPARK LTD                              | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     67000 | PA      | $53348.75     | 0.01%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust               | Verus Securitization Trust 2022-6                                               | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434302 | PA      | $435670.98    | 0.11%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Aena SME SA                              | Aena SME SA                                                                     | CUSIP: 000000000<br>LEI: 959800R7QMXKF0NFMT29 | Long             | EC               | CORP              | ES        |    105005 | NS      | $28257018.76  | 7.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PROOFPOINT INC                           | PROOFPOINT INC                                                                  | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    174805 | PA      | $174635.16    | 0.05%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                   | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    107000 | PA      | $104993.75    | 0.03%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                 | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    265000 | PA      | $254576.70    | 0.07%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     28458 | PA      | $10600.52     | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                          | ICON PARENT INC                                                                 | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45000.00     | 0.01%             | 2032-11-15      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    116000 | PA      | $109336.38    | 0.03%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Redeia Corp SA                           | Redeia Corp SA                                                                  | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |    172855 | NS      | $3572081.42   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                             | Entergy Corp                                                                    | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     93197 | NS      | $7761446.16   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS ESCROW INC                 | Herc Holdings Escrow Inc                                                        | CUSIP: 42703NAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $61751.52     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                      | ROCKET SOFTWARE INC                                                             | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    117600 | PA      | $117681.14    | 0.03%             | 2028-11-28      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70122.08     | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                  | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    565000 | PA      | $201987.50    | 0.05%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER INDUSTRIAL PRODUCT                 | ROPER INDUSTRIAL PRODUCT                                                        | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    105000 | PA      | $104475.00    | 0.03%             | 2029-11-23      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                       | Serbia International Bond                                                       | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    120000 | PA      | $123840.00    | 0.03%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                 | Aston Martin Capital Holdings Ltd                                               | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    320000 | PA      | $299895.62    | 0.08%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Severn Trent PLC                         | Severn Trent PLC                                                                | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |    123476 | NS      | $4496856.45   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                 | JP Morgan Mortgage Trust 2017-3                                                 | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57377 | PA      | $50033.02     | 0.01%             | 2047-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                 | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89745.43     | 0.02%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC              | CHG HEALTHCARE SERVICES INC                                                     | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    152825 | PA      | $153048.61    | 0.04%             | 2028-09-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                      | Cheniere Energy Inc                                                             | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     43166 | NS      | $10229910.34  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| West Marine / Rising Tide - Common Stock | West Marine / Rising Tide - Common Stock                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       475 | NS      | $47.50        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tricon Residential                       | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $179105.60    | 0.05%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                           | LANNETT CO INC                                                                  | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |     23258 | PA      | $7635.74      | 0.00%             | 2030-06-16      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| BLUE OWL FINANCE LLC                     | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218216.40    | 0.06%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                    | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    285000 | PA      | $195380.02    | 0.05%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                  | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     74000 | PA      | $70004.00     | 0.02%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                    | Endo Finance Holdings Inc                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $191489.99    | 0.05%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEDGWICK CMS INC                         | SEDGWICK CMS INC                                                                | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    125000 | PA      | $125086.25    | 0.03%             | 2031-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                             | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296490.78    | 0.08%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7615 | PA      | $3674.46      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                      | Reach Abs Trust 2024-1                                                          | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $504891.40    | 0.13%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat           | United Auto Credit Securitization Trust 2024-1                                  | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $408163.90    | 0.11%             | 2029-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust              | Diamond Resorts Owner Trust 2021-1                                              | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76440 | PA      | $75761.01     | 0.02%             | 2033-11-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                       | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349634 | PA      | $340245.62    | 0.09%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                      | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136607.25    | 0.04%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                   | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    254000 | PA      | $245816.53    | 0.06%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                       | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     64000 | PA      | $64640.00     | 0.02%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    160000 | PA      | $138304.00    | 0.04%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                          | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    366000 | PA      | $346181.32    | 0.09%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                   | Brazilian Government International Bond                                         | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     45000 | PA      | $46080.00     | 0.01%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| USQ Rail                                 | USQ Rail III LLC                                                                | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355490 | PA      | $349637.22    | 0.09%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                         | Altice France SA                                                                | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $251924.55    | 0.07%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                   | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $203285.25    | 0.05%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                 | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    467000 | PA      | $408372.26    | 0.11%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora           | Chase Mortgage Finance Corp                                                     | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78623 | PA      | $71727.02     | 0.02%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                               | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $205761.20    | 0.05%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                      | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189113.99    | 0.05%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                 | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $298839.00    | 0.08%             | 2027-11-15      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                   | Clydesdale Acquisition Holdings Inc                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10105.78     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                      | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550550 | PA      | $503739.82    | 0.13%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                     | YPF SA                                                                          | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     62000 | PA      | $64480.00     | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    224049 | PA      | $108103.55    | 0.03%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                       | A&D Mortgage Trust 2025-NQM2                                                    | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $180309.40    | 0.05%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                   | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87004.22     | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199978.15    | 0.05%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                       | Subway Funding LLC                                                              | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353225 | PA      | $360057.57    | 0.09%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC              | CREATIVE ARTISTS AGENCY LLC                                                     | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     44888 | PA      | $44859.67     | 0.01%             | 2031-10-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    211000 | PA      | $197274.45    | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                    | ELLUCIAN HOLDINGS INC                                                           | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     20000 | PA      | $20225.00     | 0.01%             | 2032-11-22      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                 | Hughes Satellite Systems Corp                                                   | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $206756.65    | 0.05%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                      | LBM ACQUISITION LLC                                                             | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     93913 | PA      | $84086.34     | 0.02%             | 2031-06-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                       | Republic of Poland Government International Bond                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    142000 | PA      | $140473.50    | 0.04%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc Common Stock         | Lannett Company Inc Common Stock                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3742 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| National Grid PLC                        | National Grid PLC                                                               | CUSIP: 000000000<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |    638135 | NS      | $8997714.83   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BNSF FUNDING TRUST I                     | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $245580.16    | 0.06%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                         | Insight Enterprises Inc                                                         | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25473.38     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                 | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    495000 | PA      | $477250.51    | 0.12%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                    | Gaci First Investment Co                                                        | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    245000 | PA      | $236348.44    | 0.06%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                      | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    388000 | PA      | $350165.71    | 0.09%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                 | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $218237.47    | 0.06%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                    | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $322000.00    | 0.08%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                       | Upstream Newco Inc                                                              | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    224984 | PA      | $174362.88    | 0.05%             | 2026-11-20      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                  | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    374000 | PA      | $294992.50    | 0.08%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    133000 | PA      | $97941.20     | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                     | Targa Resources Corp                                                            | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |     26561 | NS      | $4194778.73   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UAE INT'L GOVT BOND                      | UAE International Government Bond                                               | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    255000 | PA      | $247576.95    | 0.06%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                       | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     54000 | PA      | $53071.74     | 0.01%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                  | Philippine Government International Bond                                        | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    221000 | PA      | $214339.06    | 0.06%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                        | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     88000 | PA      | $51744.00     | 0.01%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Iberdrola SA                             | Iberdrola SA                                                                    | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |    369036 | NS      | $6737872.57   | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                 | CSX Corp                                                                        | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |    260073 | NS      | $8215706.07   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora           | Chase Home Lending Mortgage Trust 2023-RPL1                                     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290797 | PA      | $264661.59    | 0.07%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                 | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $141096.82    | 0.04%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                       | Panama Government International Bond                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    146000 | PA      | $151183.00    | 0.04%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                       | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    259000 | PA      | $268009.43    | 0.07%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                             | ACRISURE LLC                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    114140 | PA      | $113307.58    | 0.03%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                             | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    110000 | PA      | $90992.00     | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                 | TricorBraun Holdings Inc                                                        | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    141764 | PA      | $140995.75    | 0.04%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| AGGREKO HOLDINGS INC                     | AGGREKO HOLDINGS INC                                                            | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     89326 | PA      | $89437.79     | 0.02%             | 2029-08-02      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government International Bond                          | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    175000 | PA      | $169405.25    | 0.04%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    135001 | PA      | $64800.33     | 0.02%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                       | Aqua Finance Issuer Trust 2025-A                                                | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300245 | PA      | $299479.89    | 0.08%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                                                | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    450872 | PA      | $455993.30    | 0.12%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                     | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $395430.94    | 0.10%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                 | Builders FirstSource Inc                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139486.38    | 0.04%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                       | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     35000 | PA      | $31823.75     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU                   | FINANCIERE MENDEL SASU                                                          | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     29925 | PA      | $29999.81     | 0.01%             | 2030-11-13      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85531.30     | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                                 | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1355131 | PA      | $1242303.74   | 0.32%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                           | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    240000 | PA      | $237576.34    | 0.06%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                            | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     76000 | PA      | $66994.00     | 0.02%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                  | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101445.56    | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                 | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49530.02     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                 | Kraken Oil & Gas Partners LLC                                                   | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85278.33     | 0.02%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                     | Colombia Government International Bond                                          | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     51000 | PA      | $52626.90     | 0.01%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204154.00    | 0.05%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                      | Insulet Corp                                                                    | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20565.12     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                  | Ethiopia International Bond                                                     | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    304000 | PA      | $270560.00    | 0.07%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC                  | KESTREL ACQUISITION LLC                                                         | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |     39800 | PA      | $39733.53     | 0.01%             | 2031-11-06      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                  | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    102000 | PA      | $103479.00    | 0.03%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                 | Ajax Mortgage Loan Trust 2019-D                                                 | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155937 | PA      | $148845.23    | 0.04%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                       | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    332000 | PA      | $330569.08    | 0.09%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                     | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    231000 | PA      | $219126.60    | 0.06%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217977.69    | 0.06%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                | Towd Point Mortgage Trust 2019-2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $459758.16    | 0.12%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer           | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $367218.29    | 0.09%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                               | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $227839.41    | 0.06%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                            | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213240.50    | 0.06%             | 2053-08-15      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                             | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |    188543 | NS      | $9599398.74   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSEMBLE RCM LLC                         | ENSEMBLE RCM LLC                                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     59549 | PA      | $59626.87     | 0.02%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                  | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     86000 | PA      | $76728.34     | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    135000 | PA      | $133066.79    | 0.03%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                             | COTIVITI INC                                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    158404 | PA      | $157513.77    | 0.04%             | 2031-05-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    266000 | PA      | $266931.00    | 0.07%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                        | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73169.82     | 0.02%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                  | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135994.14    | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Grou           | Public Service Enterprise Group Inc                                             | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     53879 | NS      | $4365815.37   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ECL ENTERTAINMENT LLC                    | ECL ENTERTAINMENT LLC                                                           | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    182694 | PA      | $181932.65    | 0.05%             | 2030-08-30      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                 | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     80000 | PA      | $80880.00     | 0.02%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                  | Capital Farm Credit ACA                                                         | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299925.00    | 0.08%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                 | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $248984.31    | 0.06%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable           | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $362851.34    | 0.09%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Keyera Corp                              | Keyera Corp                                                                     | CUSIP: 493271100<br>LEI: 254900LXI62FUHZGH122 | Long             | EC               | CORP              | CA        |    103468 | NS      | $3153762.84   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORP                     | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238393.85    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                        | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    110000 | PA      | $81125.00     | 0.02%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                      | Alliant Energy Corp                                                             | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     67283 | NS      | $4187021.09   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   6300000 | PA      | $274259.59    | 0.07%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    206000 | PA      | $153727.50    | 0.04%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    202000 | PA      | $206991.84    | 0.05%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                      | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    292020 | PA      | $226388.51    | 0.06%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    110000 | PA      | $90365.00     | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                     | Colombia Government International Bond                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     53000 | PA      | $51383.50     | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Flughafen Zurich AG                      | Flughafen Zurich AG                                                             | CUSIP: 000000000<br>LEI: 529900PFO97GCN5SYB55 | Long             | EC               | CORP              | CH        |     32414 | NS      | $8979820.17   | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                    | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79871.02     | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                       | OMNIA PARTNERS LLC                                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     74625 | PA      | $74704.85     | 0.02%             | 2030-07-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| FAT Brands Royalty I, LLC                | FAT Brands Royalty LLC                                                          | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569350 | PA      | $498204.65    | 0.13%             | 2051-04-25      | Fixed         | 5.75%                 | No            |                  3 | On Loan: No      |
| Verus Securitization Trust               | Verus Securitization Trust 2022-4                                               | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312225 | PA      | $310405.00    | 0.08%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                    | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    107667 | PA      | $105850.22    | 0.03%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                          | MYT Holding LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22362 | NS      | $5590.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                   | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $255651.65    | 0.07%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PEX HOLDINGS LLC                         | PEX HOLDINGS LLC                                                                | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    125000 | PA      | $124375.00    | 0.03%             | 2031-11-19      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                             | UBS Group AG                                                                    | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    289000 | PA      | $284228.08    | 0.07%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                  | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    188360 | PA      | $30764.88     | 0.01%             | 2028-08-02      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                  | GRANT THORNTON ADVISORS                                                         | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |     69650 | PA      | $69357.21     | 0.02%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                               | ENTAIN PLC                                                                      | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |    163762 | PA      | $164222.67    | 0.04%             | 2029-10-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251663.66    | 0.07%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                             | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    220000 | PA      | $205066.22    | 0.05%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                              | TruGreen LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    116519 | PA      | $111420.89    | 0.03%             | 2027-11-02      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                   | CLOUD SOFTWARE GROUP INC                                                        | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    144275 | PA      | $143846.50    | 0.04%             | 2031-03-24      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                     | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    144000 | PA      | $142920.00    | 0.04%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDIN                  | SCIENTIFIC GAMES HOLDINGS LP                                                    | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |     58875 | PA      | $58514.69     | 0.02%             | 2029-04-04      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                      | Limak Yenilenebilir Enerji AS                                                   | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |     55000 | PA      | $53350.00     | 0.01%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                                 | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    530353 | PA      | $535756.50    | 0.14%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                         | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    225000 | PA      | $49106.25     | 0.01%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319996.50    | 0.08%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                 | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    205000 | PA      | $205211.46    | 0.05%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                   | AI AQUA MERGER SUB INC                                                          | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    114798 | PA      | $114069.19    | 0.03%             | 2028-07-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                | Spire Inc                                                                       | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     83268 | NS      | $6268415.04   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                    | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     84000 | PA      | $51450.00     | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                  | ASPIRE BAKERIES HOLDINGS LLC                                                    | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    149246 | PA      | $149370.11    | 0.04%             | 2030-12-23      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                 | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123129.52    | 0.03%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                         | Peruvian Government International Bond                                          | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     85000 | PA      | $80197.50     | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    222000 | PA      | $205528.53    | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                 | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198027.54    | 0.05%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                         | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279866.96    | 0.07%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                   | Helix Energy Solutions Group Inc                                                | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $285182.98    | 0.07%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                   | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94317.06     | 0.02%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                  | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    115000 | PA      | $106312.90    | 0.03%             | 2028-03-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd            | CoreVest American Finance 2022-1 Trust                                          | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325134 | PA      | $325070.95    | 0.08%             | 2055-06-17      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                        | MOTION FINCO SARL                                                               | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    133107 | PA      | $125453.45    | 0.03%             | 2029-11-30      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                     | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    108000 | PA      | $111229.20    | 0.03%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                        | Gabon Government International Bond                                             | CUSIP: 362420AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     42000 | PA      | $41764.80     | 0.01%             | 2025-06-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WoodwardCapitalManagement                | RCKTMortgageTrust2025-CES5                                                      | CUSIP: 74942CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $251340.10    | 0.06%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                              | Freddie Mac Pool                                                                | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790163 | PA      | $746750.24    | 0.19%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                   | Eskom Holdings SOC Ltd                                                          | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    101000 | PA      | $104345.63    | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | United States Treasury Note/Bond                                                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $646385.74    | 0.17%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WIN WASTE INNOVATIONS HO                 | Win Waste Innovations Holdings Inc                                              | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    177254 | PA      | $175757.93    | 0.05%             | 2028-03-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                         | CSC Holdings LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    130770 | PA      | $128972.11    | 0.03%             | 2028-01-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                 | Republic of South Africa Government International Bond                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    141000 | PA      | $138284.34    | 0.04%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    352000 | PA      | $332288.00    | 0.09%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City L           | Canadian Pacific Kansas City Ltd                                                | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    153577 | NS      | $12543772.31  | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MFRA Trust                               | MFA 2022-INV2 Trust                                                             | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550370 | PA      | $546909.31    | 0.14%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                | PG&E Corp                                                                       | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |    572893 | NS      | $9670433.84   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIVIUM PACKAGING FIN                    | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $20750.86     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                   | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    317000 | PA      | $304239.64    | 0.08%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                  | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215967.16    | 0.06%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                 | Sempra Infrastructure Partners LP                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    475000 | PA      | $393198.35    | 0.10%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                 | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    214000 | PA      | $213063.75    | 0.06%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72039.27     | 0.02%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                    | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $257266.42    | 0.07%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust               | BXG Receivables Note Trust 2020-A                                               | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148401 | PA      | $140486.07    | 0.04%             | 2036-02-28      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC                     | TSC SPV Funding LLC                                                             | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368150 | PA      | $357976.25    | 0.09%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                      | WEC US HOLDINGS INC                                                             | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    114424 | PA      | $114154.66    | 0.03%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp                                                                 | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     95134 | NS      | $4230608.98   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M6 ETX HOLDINGS II MIDCO                 | M6 ETX HOLDINGS II MIDCO LLC                                                    | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100219.00    | 0.03%             | 2032-04-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                  | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417478 | PA      | $415096.39    | 0.11%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AAL DELAWARE HOLDCO INC                  | AAL DELAWARE HOLDCO INC                                                         | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     34825 | PA      | $34792.48     | 0.01%             | 2031-07-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| J&J VENTURES GAMING LLC                  | J&J VENTURES GAMING LLC                                                         | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    117513 | PA      | $114795.69    | 0.03%             | 2030-04-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                 | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35018.55     | 0.01%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                 | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    148000 | PA      | $142197.38    | 0.04%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     17667 | PA      | $8480.18      | 0.00%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    373000 | PA      | $320780.00    | 0.08%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LV Trust                                 | Fashion Show Mall LLC                                                           | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $470667.40    | 0.12%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                     | INEOS US FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     74982 | PA      | $72404.51     | 0.02%             | 2030-02-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                    | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     85000 | PA      | $13129.10     | 0.00%             | 2024-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200070.10    | 0.05%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Sempra                                   | Sempra                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    197628 | NS      | $15531584.52  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4524 | PA      | $2126.22      | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                               | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $341520.80    | 0.09%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                    | Bojangles Issuer LLC                                                            | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $377933.85    | 0.10%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                         | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    127500 | PA      | $126019.73    | 0.03%             | 2028-09-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                       | NOURYON FINANCE BV                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    159293 | PA      | $159558.60    | 0.04%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                               | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    245000 | PA      | $233058.72    | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                         | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203035.42    | 0.05%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                          | MADISON IAQ LLC                                                                 | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    120000 | PA      | $119983.20    | 0.03%             | 2032-05-06      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                 | Coronado Finance Pty Ltd                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    185000 | PA      | $137502.49    | 0.04%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S           | BBCMS Trust 2018-CBM                                                            | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $367271.06    | 0.09%             | 2037-07-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                               | Opal Bidco SAS                                                                  | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $19982.20     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | 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        |    145000 | PA      | $138415.42    | 0.04%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                       | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $213819.23    | 0.06%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Utilities Group PLC               | United Utilities Group PLC                                                      | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |    500934 | NS      | $7903470.41   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc      | CLYDESDALE ACQUISITION                                                          | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    120000 | PA      | $119440.80    | 0.03%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                     | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    445000 | PA      | $445445.00    | 0.12%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                   | Sequoia Mortgage Trust 2013-8                                                   | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |     54239 | PA      | $52445.24     | 0.01%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                   | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     34000 | PA      | $29070.00     | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                        | Atmos Energy Corp                                                               | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |     54429 | NS      | $8419077.72   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                 | Kronos Acquisition Holdings Inc                                                 | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $180251.65    | 0.05%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO                 | Great Canadian Gaming Corp                                                      | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $63115.59     | 0.02%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables            | Exeter Automobile Receivables Trust 2023-3                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $540711.09    | 0.14%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                              | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    309000 | PA      | $309683.20    | 0.08%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                    | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $192087.40    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                 | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $68140.80     | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                     | Georgian Railway JSC                                                            | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    211000 | PA      | $188020.79    | 0.05%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                  | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282773 | PA      | $283048.76    | 0.07%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust           | Upgrade Master Pass-Thru Trust Series 2025-ST3                                  | CUSIP: 91534LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $260281.27    | 0.07%             | 2032-06-15      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    161000 | PA      | $152209.40    | 0.04%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                 | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $172718.13    | 0.04%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2757 | PA      | $1330.41      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                     | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    166000 | PA      | $186800.95    | 0.05%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifi           | Grupo Aeroportuario del Pacifico SAB de CV                                      | CUSIP: 000000000<br>LEI: 4469000001BZ368XFI90 | Long             | EC               | CORP              | MX        |    108210 | NS      | $2486386.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                      | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210787.65    | 0.05%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                    | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102440 | PA      | $98662.59     | 0.03%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                  | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     82122 | PA      | $47220.14     | 0.01%             | 2028-08-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                    | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    142000 | PA      | $95530.50     | 0.02%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                  | Saks Global Enterprises LLC                                                     | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $111875.00    | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                     | Republic of Cameroon International Bond                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    227000 | PA      | $208406.43    | 0.05%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256840.26    | 0.07%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                     | Cornerstone Building Brands Inc                                                 | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231018.76    | 0.06%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                      | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    515000 | PA      | $403233.41    | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKG INC                                  | UKG INC                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    114768 | PA      | $114952.10    | 0.03%             | 2031-02-10      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                          | IHS Holding Ltd                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     66000 | PA      | $65607.96     | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                       | Bolivian Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |     61000 | PA      | $40717.50     | 0.01%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                 | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293377 | PA      | $293559.89    | 0.08%             | 2041-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                          | ICON PARENT INC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     65000 | PA      | $64913.55     | 0.02%             | 2031-11-13      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                       | BAUSCH + LOMB CORP                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    118200 | PA      | $117904.50    | 0.03%             | 2028-09-29      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                     | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $184966.03    | 0.05%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                   | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $134435.60    | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                   | Bank of New York Mellon Corp/The                                                | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    357000 | PA      | $354837.94    | 0.09%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                     | Amentum Holdings Inc                                                            | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40803.36     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                      | Buckeye Partners LP                                                             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98060.24     | 0.03%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    107000 | PA      | $108304.33    | 0.03%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                 | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $265275.00    | 0.07%             | 2030-03-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                | Towd Point Mortgage Trust 2021-1                                                | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $386665.82    | 0.10%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| E.ON SE                                  | E.ON SE                                                                         | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |    292203 | NS      | $5119394.66   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                 | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    158000 | PA      | $163751.88    | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                     | Williams Cos Inc/The                                                            | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |    181253 | NS      | $10967619.03  | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                 | BX Trust 2022-CLS                                                               | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663000 | PA      | $668179.09    | 0.17%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                 | Merlin Entertainments Group US Holdings Inc                                     | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    245000 | PA      | $223540.89    | 0.06%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                      | CNT HOLDINGS I CORP                                                             | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    121453 | PA      | $121254.17    | 0.03%             | 2032-11-08      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $153855.99    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II                  | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     95716 | PA      | $88537.01     | 0.02%             | 2028-08-02      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| CVR CHC LP                               | CVR CHC LP                                                                      | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94762 | PA      | $94328.49     | 0.02%             | 2027-12-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                 | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187395.01    | 0.05%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                       | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    115000 | PA      | $115402.50    | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                  | Hungary Government International Bond                                           | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    188000 | PA      | $194463.44    | 0.05%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $404405.00    | 0.10%             | 2041-03-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust            | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    114809 | PA      | $112440.38    | 0.03%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                      | COMM 2024-WCL1 MORTGAGE TRUST                                                   | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $333010.94    | 0.09%             | 2041-06-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                     | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $316873.79    | 0.08%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                                 | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363304 | PA      | $343291.04    | 0.09%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                    | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    614240 | PA      | $481026.70    | 0.12%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271154.15    | 0.07%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                    | Mexico Government International Bond                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $179990.00    | 0.05%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                       | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     65552 | PA      | $58816.19     | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                       | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $255366.59    | 0.07%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                  | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    239000 | PA      | $266870.34    | 0.07%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                  | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     52000 | PA      | $46696.00     | 0.01%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                  | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    221000 | PA      | $231917.26    | 0.06%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                          | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2670000 | PA      | $2546512.50   | 0.66%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Capita           | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $411974.73    | 0.11%             | 2039-09-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                    | Argentine Republic Government International Bond                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     79000 | PA      | $56255.90     | 0.01%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                          | Xcel Energy Inc                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     87970 | NS      | $6166697.00   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                      | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    171000 | PA      | $167848.47    | 0.04%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                               | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $235355.23    | 0.06%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $303573.71    | 0.08%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                 | Kronos Acquisition Holdings Inc                                                 | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $196800.64    | 0.05%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                 | Telesat Canada / Telesat LLC                                                    | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    270000 | PA      | $102600.00    | 0.03%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                 | Port Of Spain Waterfront Development                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     52000 | PA      | $49400.00     | 0.01%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DG INVESTMENT INTERMEDI                  | DG Investment Intermediate Holdings 2 Inc                                       | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    128840 | PA      | $128711.36    | 0.03%             | 2028-03-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                 | BroadStreet Partners Inc                                                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132930.07    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                 | OCP SA                                                                          | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    114000 | PA      | $106536.42    | 0.03%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                               | KUEHG CORP                                                                      | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    123110 | PA      | $123486.50    | 0.03%             | 2030-06-12      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                      | Republic of Armenia International Bond                                          | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     50000 | PA      | $42422.00     | 0.01%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust               | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $812382.17    | 0.21%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                    | Quikrete Holdings Inc                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35516.11     | 0.01%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                       | CENTRAL PARENT INC                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    146745 | PA      | $130366.91    | 0.03%             | 2029-07-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                 | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    392000 | PA      | $352133.60    | 0.09%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                     | WEC Energy Group Inc                                                            | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |     67137 | NS      | $7213199.28   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| PAI HOLDCO INC                           | PAI Holdco Inc                                                                  | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |     74413 | PA      | $57762.84     | 0.01%             | 2027-10-28      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                 | ION Trading Technologies Sarl                                                   | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    275000 | PA      | $283540.13    | 0.07%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan            | New Residential Mortgage Loan Trust 2016-3                                      | CUSIP: 64829HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37041 | PA      | $35459.89     | 0.01%             | 2056-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva           | Amur Equipment Finance Receivables XV LLC                                       | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $341671.41    | 0.09%             | 2032-08-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan            | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15958 | PA      | $15186.74     | 0.00%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                       | HUNTER DOUGLAS INC                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    112075 | PA      | $110253.47    | 0.03%             | 2032-01-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                     | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    168000 | PA      | $165522.00    | 0.04%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Visio Trust                              | Visio 2020-1R Trust                                                             | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33135 | PA      | $31577.35     | 0.01%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                       | Ukraine Government International Bond                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      7256 | PA      | $3493.83      | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                   | First Brands Group LLC                                                          | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127624 | PA      | $122965.39    | 0.03%             | 2027-03-30      | Floating      | 9.59%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust             | SAFCO Auto Receivables Trust 2025-1                                             | CUSIP: 785923AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $389705.82    | 0.10%             | 2030-11-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                 | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     73000 | PA      | $72680.63     | 0.02%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                        | Jordan Government International Bond                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    201000 | PA      | $187941.03    | 0.05%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC               | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347000 | PA      | $355062.65    | 0.09%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                    | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283317 | PA      | $275181.56    | 0.07%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                  | GLOBAL MEDICAL RESPONSE                                                         | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    124786 | PA      | $124874.63    | 0.03%             | 2028-10-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Auckland International Airport           | Auckland International Airport Ltd                                              | CUSIP: 000000000<br>LEI: 549300HFZIZDJWB7AK60 | Long             | EC               | CORP              | NZ        |   1891499 | NS      | $8533502.47   | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IVORY COAST                              | Ivory Coast Government International Bond                                       | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $177437.50    | 0.05%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                 | New Enterprise Stone & Lime Co Inc                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231382.30    | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                 | Mill City Mortgage Loan Trust 2017-3                                            | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411682 | PA      | $356591.50    | 0.09%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                 | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268659.53    | 0.07%             | 2043-04-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                   | RADIOLOGY PARTNERS INC                                                          | CUSIP: 000000000<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    141223 | PA      | $139890.24    | 0.04%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co             | Canadian National Railway Co                                                    | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |     63439 | NS      | $6668641.48   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM Mortgage Trust                      | COMM 2013-300P Mortgage Trust                                                   | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $348306.21    | 0.09%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                         | Altice France SA/France                                                         | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     49369 | PA      | $43641.85     | 0.01%             | 2026-02-02      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                       | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     85000 | PA      | $81383.25     | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344798 | PA      | $325671.57    | 0.08%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                     | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115068.69    | 0.03%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                 | JP Morgan Mortgage Trust 2014-5                                                 | CUSIP: 46643KBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205367 | PA      | $193275.82    | 0.05%             | 2029-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                      | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     57000 | PA      | $57778.62     | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MADISON SAFETY & FLOW                    | MADISON SAFETY & FLOW                                                           | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    134325 | PA      | $134409.62    | 0.03%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                       | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $763453.19    | 0.20%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                           | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317000 | PA      | $320218.53    | 0.08%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                 | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     51000 | PA      | $51555.39     | 0.01%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO FINCO LLC                  | DELIVERY HERO FINCO LLC                                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    133340 | PA      | $133673.19    | 0.03%             | 2029-12-12      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                       | Union Pacific Corp                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     29736 | NS      | $6591281.76   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                 | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359214.59    | 0.09%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                      | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    334000 | PA      | $301457.98    | 0.08%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                        | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158830.61    | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                 | Kimmeridge Texas Gas LLC                                                        | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143333.95    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                    | Pembina Pipeline Corp                                                           | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |    158238 | NS      | $5930105.54   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                 | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125104.20    | 0.03%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                               | Fannie Mae Pool                                                                 | CUSIP: 3140W0XP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382844 | PA      | $386885.96    | 0.10%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                 | Momnt Technologies Trust 2023-1                                                 | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123899 | PA      | $123783.81    | 0.03%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A               | HIN Timeshare Trust 2020-A                                                      | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152189 | PA      | $147601.74    | 0.04%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| TREASURE HOLDCO INC                      | TREASURE HOLDCO INC                                                             | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    149625 | PA      | $144638.00    | 0.04%             | 2031-11-04      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                  | Allied Universal Holdco LLC                                                     | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    109227 | PA      | $109329.47    | 0.03%             | 2028-05-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                        | Chariot Buyer LLC                                                               | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     83265 | PA      | $82877.18     | 0.02%             | 2028-11-03      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385000 | PA      | $376203.02    | 0.10%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                      | Lightning Power LLC                                                             | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15726.84     | 0.00%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                           | TC Energy Corp                                                                  | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |    232122 | NS      | $11754658.08  | 3.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                  | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $185275.29    | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                    | Tricon American Homes 2019-SFR1 Trust                                           | CUSIP: 89612LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590000 | PA      | $579229.37    | 0.15%             | 2038-03-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NBC Funding LLC                          | NBC Funding LLC                                                                 | CUSIP: 62878YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466688 | PA      | $451165.52    | 0.12%             | 2051-07-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                     | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     10000 | PA      | $10050.00     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QXO INC                                  | QXO INC                                                                         | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     25000 | PA      | $25067.75     | 0.01%             | 2032-04-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust               | Verus Securitization Trust 2022-7                                               | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434506 | PA      | $434678.75    | 0.11%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T           | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23765 | PA      | $22492.78     | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer