# EDGAR Filing Document

**Accession Number:** 0001557156
**File Stem:** 0001752724-23-068167
**Filing Date:** 2023-3
**Character Count:** 532674
**Document Hash:** 02d98e1cf82f237f8f870bcfadea5d58
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068167.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-068167

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221031

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20221031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Goldman Sachs Trust II
- **CENTRAL INDEX KEY:** 0001557156
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22781
- **FILM NUMBER:** 23764609

**BUSINESS ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **STREET 2:** 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282
- **BUSINESS PHONE:** 212-902-1000

**MAIL ADDRESS:**
- **STREET 1:** 200 WEST STREET
- **STREET 2:** 15TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10282

## Series and Classes Contracts Data

### Goldman Sachs Multi-Manager Non-Core Fixed Income Fund (Series ID: S000048067)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000151918 | Class R6 Shares | GNCFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Goldman Sachs Trust II

- **b. Investment Company Act file number:** 811-22781

- **c. CIK number of Registrant:** 0001557156

- **d. LEI of Registrant:** 54930076LXUZ0NBAPG06

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

  - **Street Address 1:** 200 WEST STREET

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10282

  - **Telephone number:** 212-902-1000

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

- **a. Name of Series:** Goldman Sachs Multi-Manager Non-Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000048067

- **c. LEI of Series:** 54930036MMS0I6NRVI09

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

- **a. Date of fiscal year-end:** 2022-10-31

- **b. Date as of which information is reported:** 2022-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1968244681.03

**Total Liabilities:** $959828862.40

**Net Assets:** $1008415818.63

**Delayed Delivery Securities:** $17514520.53

**Cash Not Reported:** $14511704.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -94.39000000 | **1-Year:** -2933.14000000 | **5-Year:** -16539.03000000 | **10-Year:** -34444.19000000 | **30-Year:** -22177.10000000

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

- **3-Month:** -1252.52000000 | **1-Year:** -47436.02000000 | **5-Year:** -152764.89000000 | **10-Year:** -57548.34000000 | **30-Year:** -18713.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151918 | -0.42%               | -4.57%               | 1.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6244058.18             | $-2635749.09                               |
| Month 2  | $-8284637.47             | $-44900536.32                              |
| Month 3  | $-10724152.66            | $15439386.57                               |

**Designated Index Information**

- **Index Name:** Securities Only Portfolio

- **Index Identifier:** Securities Only Portfolio_PV102378

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citibank N.A.                                  | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $4338.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Summer BidCo BV                                | Summer BidCo BV                                                                                | CUSIP: 000000000<br>LEI: 724500EOJYP21L3XM206 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $402271.99    | 0.04%             | 2025-11-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                                            | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      180000 | PA      | $164691.00    | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                         | Export-Import Bank of India                                                                    | CUSIP: 30216KAE2<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |      380000 | PA      | $309152.80    | 0.03%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| USIC Holdings, Inc.                            | USIC Holdings, Inc. 2021 2nd Lien Term Loan                                                    | CUSIP: 90290HAR3<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |      575984 | PA      | $525585.61    | 0.05%             | 2029-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSE FINANCE SARL                               | HSE Finance Sarl                                                                               | CUSIP: 000000000<br>LEI: 894500G58U7EW07EK366 | Long             | DBT              | CORP              | LU        |      150000 | PA      | $80713.81     | 0.01%             | 2026-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIBRA GROUPCO SPA                              | Libra Groupco SpA                                                                              | CUSIP: 000000000<br>LEI: 81560029CD3EE2AA0591 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $344314.11    | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                          | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC                  | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1637000 | PA      | $1221660.36   | 0.12%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                        | Liberty Interactive LLC                                                                        | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |       45000 | PA      | $28139.85     | 0.00%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lifescan Global Corporation                    | Lifescan Global Corporation 2018 1st Lien Term Loan                                            | CUSIP: 53227PAC4<br>LEI: 549300VL0F83S4LR4105 | Long             | LON              | CORP              | US        |     3701935 | PA      | $2705484.84   | 0.27%             | 2024-10-01      | Floating      | 9.74%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.               | Medical Solutions Holdings, Inc. 2021 Delayed Draw Term Loan                                   | CUSIP: 58462QAJ0<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |       16595 | PA      | $15972.54     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $946027.95    | 0.09%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                       | Ashton Woods USA LLC / Ashton Woods Finance Co                                                 | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $386754.70    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cengage Learning Inc                           | Cengage Learning Inc                                                                           | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |      915000 | PA      | $866999.10    | 0.09%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7384300000 | PA      | $1083987.58   | 0.11%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                         | Brazil Letras do Tesouro Nacional                                                              | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     7819000 | PA      | $1481294.07   | 0.15%             | 2023-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  6810000000 | PA      | $430059.30    | 0.04%             | 2035-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                            | Station Casinos LLC                                                                            | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      510000 | PA      | $439206.90    | 0.04%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED GBP / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $23556.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                | TransDigm, Inc. 2020 Term Loan G                                                               | CUSIP: 89364MBS2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      240635 | PA      | $236479.37    | 0.02%             | 2024-08-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                          | AssuredPartners, Inc. 2020 Term Loan B                                                         | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      748077 | PA      | $712543.27    | 0.07%             | 2027-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                            | CNT Holdings I Corp 2020 Term Loan                                                             | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      368076 | PA      | $357678.06    | 0.04%             | 2027-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Epic Y-Grade Services, LP                      | Epic Y-Grade Services, LP 2020 Term Loan                                                       | CUSIP: 29427BAF6<br>LEI: 549300TTOB7LU4ZHIL80 | Long             | LON              | CORP              | US        |     2191961 | PA      | $1855495.29   | 0.18%             | 2027-06-30      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                         | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      116000 | PA      | $99789.00     | 0.01%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sovos Compliance, LLC                          | Sovos Compliance, LLC 2021 Term Loan                                                           | CUSIP: 84611YAB6<br>LEI: 549300M9XYG5WP2QHH07 | Long             | LON              | CORP              | US        |     1428202 | PA      | $1379228.80   | 0.14%             | 2028-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                                           | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1364000 | PA      | $1210135.34   | 0.12%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                               | Armor Holdco Inc                                                                               | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |      675000 | PA      | $504103.50    | 0.05%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     2042000 | PA      | $436188.13    | 0.04%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc             | Clear Channel Outdoor Holdings Inc                                                             | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       33365 | NS      | $47711.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USIC Holdings, Inc.                            | USIC Holdings, Inc. 2021 Term Loan                                                             | CUSIP: 90290HAP7<br>LEI: 5493009ZYUWB7X699U62 | Long             | LON              | CORP              | US        |      496241 | PA      | $470704.07    | 0.05%             | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MED ParentCo LP                                | MED ParentCo LP 1st Lien Term Loan                                                             | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |      243794 | PA      | $190768.69    | 0.02%             | 2026-08-31      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      580000 | PA      | $503231.20    | 0.05%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1105000 | PA      | $942012.50    | 0.09%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   195859000 | PA      | $5110014.83   | 0.51%             | 2028-12-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Star US Bidco LLC                              | Star US Bidco LLC Term Loan B                                                                  | CUSIP: 85519WAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      494757 | PA      | $465071.23    | 0.05%             | 2027-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GESTAMP AUTOMOCION SA                          | Gestamp Automocion SA                                                                          | CUSIP: 000000000<br>LEI: 95980020140005484363 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $264559.39    | 0.03%             | 2026-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALMIRALL SA                                    | Almirall SA                                                                                    | CUSIP: 000000000<br>LEI: 95980020140005007996 | Long             | DBT              | CORP              | ES        |      300000 | PA      | $259415.55    | 0.03%             | 2026-09-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                                            | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       90000 | PA      | $58981.50     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                | Informatica LLC 2021 USD Term Loan B                                                           | CUSIP: 45673YAH9<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |     1243750 | PA      | $1209024.50   | 0.12%             | 2028-10-27      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Allied Universal                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                                    | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $717937.50    | 0.07%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                       | Acadia Healthcare Co Inc                                                                       | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |      461000 | PA      | $415324.12    | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                         | CUSIP: 03969AAQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      177000 | PA      | $167279.16    | 0.02%             | 2025-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                                                                       | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      490000 | PA      | $397135.20    | 0.04%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                              | Rakuten Group Inc                                                                              | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     1398000 | PA      | $1033108.02   | 0.10%             | 2026-04-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Riverbed Technology, Inc.                      | Riverbed Technology, Inc. 2021 PIK Exit Term Loan                                              | CUSIP: 000000000<br>LEI: XWT9B0BASIY6FJ5R7M02 | Long             | LON              | CORP              | US        |     1230169 | PA      | $454399.77    | 0.05%             | 2026-12-07      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                                   | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $536761.90    | 0.05%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                            | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      623000 | PA      | $494119.99    | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                           | IHO Verwaltungs GmbH                                                                           | CUSIP: 44963BAE8<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      335000 | PA      | $287835.35    | 0.03%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAFFINLAND IRON CORP/LP                        | Baffinland Iron Mines Corp / Baffinland Iron Mines LP                                          | CUSIP: 056623AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     4330000 | PA      | $3957793.20   | 0.39%             | 2026-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BIOCEANICO SOVEREIGN                           | Bioceanico Sovereign Certificate Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1436944 | PA      | $887761.98    | 0.09%             | 2034-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                     | Ciena Corp                                                                                     | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |      520000 | PA      | $436924.80    | 0.04%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                                            | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $474010.00    | 0.05%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dynatrace LLC                                  | Dynatrace LLC 2018 1st Lien Term Loan                                                          | CUSIP: 26814UAC8<br>LEI: 254900U38IO5FMXCGH14 | Long             | LON              | CORP              | US        |      146689 | PA      | $145344.22    | 0.01%             | 2025-08-22      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                   | Camelot U.S. Acquisition LLC Term Loan B                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      926973 | PA      | $909786.84    | 0.09%             | 2026-10-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Belk, Inc.                                     | Belk, Inc. 2021 FLSO Term Loan                                                                 | CUSIP: 07783AAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      541983 | PA      | $82652.41     | 0.01%             | 2025-07-31      | Floating      | 13.00%                | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                           | IHO Verwaltungs GmbH                                                                           | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      535000 | PA      | $456376.40    | 0.05%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                          | SS&C Technologies Inc                                                                          | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      965000 | PA      | $896842.05    | 0.09%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pearl Intermediate Parent LLC                  | Pearl Intermediate Parent LLC 2018 2nd Lien Term Loan                                          | CUSIP: 70476XAF2<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |     1000000 | PA      | $943330.00    | 0.09%             | 2026-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                                 | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2555000000 | PA      | $2405109.65   | 0.24%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BELK EQUITY                                    | BELK EQUITY                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          68 | NS      | $578.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    10995000 | PA      | $1819123.85   | 0.18%             | 2026-06-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                   | Bausch Health Companies Inc. 2022 Term Loan B                                                  | CUSIP: 000000000<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | CA        |      319868 | PA      | $238515.82    | 0.02%             | 2027-02-01      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                        | OneDigital Borrower LLC 2021 Term Loan                                                         | CUSIP: 68277FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1142992 | PA      | $1085842.27   | 0.11%             | 2027-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                | LaserShip, Inc. 2021 Term Loan                                                                 | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      620926 | PA      | $487426.71    | 0.05%             | 2028-05-07      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Yum! Brands Inc                                | Yum! Brands Inc                                                                                | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      615000 | PA      | $608782.35    | 0.06%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating S.C.A.             | Trinseo Materials Operating S.C.A. 2018 Term Loan                                              | CUSIP: 000000000<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |      189752 | PA      | $176351.68    | 0.02%             | 2024-09-06      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Vyaire Medical, Inc.                           | Vyaire Medical, Inc. Term Loan B                                                               | CUSIP: 92921XAB6<br>LEI: 549300ZVN6ARCNECB069 | Long             | LON              | CORP              | US        |      369698 | PA      | $266951.55    | 0.03%             | 2025-04-16      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| Vision Solutions, Inc.                         | Vision Solutions, Inc. 2021 Incremental Term Loan                                              | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      251864 | PA      | $215764.32    | 0.02%             | 2028-04-24      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| ADAPTHEALTH LLC                                | AdaptHealth LLC                                                                                | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      530000 | PA      | $451422.20    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Travelport Finance (Luxembourg) S.a.r.l.       | Travelport Finance (Luxembourg) S.a.r.l. 2020 Super Priority Term Loan                         | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |      438591 | PA      | $432998.61    | 0.04%             | 2025-02-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      336000 | PA      | $298263.84    | 0.03%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings, Inc.               | AMC Entertainment Holdings, Inc. 2019 Term Loan B                                              | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     1391596 | PA      | $985250.30    | 0.10%             | 2026-04-22      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Republic of Senegal                            | Senegal Government International Bond                                                          | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      592000 | PA      | $374921.00    | 0.04%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                   | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1262000 | PA      | $1144785.44   | 0.11%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                         | HAT Holdings I LLC / HAT Holdings II LLC                                                       | CUSIP: 418751AB9<br>LEI: N/A                  | Long             | DBT              |  | US        |      251000 | PA      | $239290.85    | 0.02%             | 2025-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC            | PURCHASED USD / SOLD TWD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-3109.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                             | LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan                                              | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |      745475 | PA      | $693134.90    | 0.07%             | 2025-09-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-8937.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                                    | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      529000 | PA      | $509730.18    | 0.05%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                          | Indonesia Government International Bond                                                        | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      842000 | PA      | $768219.75    | 0.08%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                             | Iceland Bondco PLC                                                                             | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      375000 | PA      | $338827.65    | 0.03%             | 2025-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                 | Core & Main LP 2021 Term Loan B                                                                | CUSIP: 40416VAE5<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |      490650 | PA      | $477466.35    | 0.05%             | 2028-07-27      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| American Greetings Corp                        | American Greetings Corp                                                                        | CUSIP: 026375AR6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | DBT              | CORP              | US        |      990000 | PA      | $947331.00    | 0.09%             | 2025-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO                           | Sagicor Financial Co Ltd                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      200000 | PA      | $182900.00    | 0.02%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banff Merger Sub Inc                           | Banff Merger Sub Inc 2021 USD Term Loan                                                        | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      734267 | PA      | $704712.52    | 0.07%             | 2025-10-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                   | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1120504.40   | 0.11%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                                                    | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      867000 | PA      | $770511.57    | 0.08%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                             | Rithm Capital Corp                                                                             | CUSIP: 64828TAA0<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |      680000 | PA      | $596591.20    | 0.06%             | 2025-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                                      | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      555000 | PA      | $539892.90    | 0.05%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $71175.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                          | eG Global Finance PLC                                                                          | CUSIP: 000000000<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $400041.01    | 0.04%             | 2024-02-07      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                         | FMG Resources August 2006 Pty Ltd                                                              | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     1488000 | PA      | $1320733.92   | 0.13%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECT                       | Hawaiian Brand Intellectual Property Ltd / HawaiianMiles Loyalty Ltd                           | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1469928 | PA      | $1356140.87   | 0.13%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAYONIER AM PROD INC                           | Rayonier AM Products Inc                                                                       | CUSIP: 75508EAB4<br>LEI: 549300ZGRDDK1QM6MM16 | Long             | DBT              | CORP              | US        |     1418000 | PA      | $1232312.90   | 0.12%             | 2026-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                  | Global Medical Response, Inc. 2020 Term Loan B                                                 | CUSIP: 00169QAF6<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |     1353722 | PA      | $1042365.69   | 0.10%             | 2025-10-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings Inc                       | Team Health Holdings Inc                                                                       | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |     1226000 | PA      | $929884.22    | 0.09%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1179536.34   | 0.12%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                                           | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1258000 | PA      | $1023030.38   | 0.10%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                                                     | CUSIP: 146869AJ1<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       10000 | PA      | $5997.60      | 0.00%             | 2030-05-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                              | Arches Buyer Inc. 2021 Term Loan B                                                             | CUSIP: 03952HAD6<br>LEI: 2549009ADY4208OH2Y47 | Long             | LON              | CORP              | US        |      494949 | PA      | $436896.86    | 0.04%             | 2027-12-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Finance PLC                        | Avis Budget Finance Plc                                                                        | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |     1047000 | PA      | $967938.77    | 0.10%             | 2026-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                   | Entegris Inc                                                                                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $81757.00     | 0.01%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2719.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEGNA INC                                      | TEGNA Inc                                                                                      | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     2423000 | PA      | $2305702.57   | 0.23%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                                 | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   845000000 | PA      | $831610.94    | 0.08%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                              | Vibrantz Technologies Inc                                                                      | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |      789000 | PA      | $522065.52    | 0.05%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Corp.                  | Frontier Communications Corp. 2021 1st Lien Term Loan                                          | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1482475 | PA      | $1397766.13   | 0.14%             | 2028-05-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC                           | Metis Merger Sub LLC                                                                           | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      578000 | PA      | $465446.06    | 0.05%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                                         | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1729000 | PA      | $909670.13    | 0.09%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM ESCROW LLC                          | Windstream Escrow LLC / Windstream Escrow Finance Corp                                         | CUSIP: 97382WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $493409.10    | 0.05%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                                          | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      798000 | PA      | $665332.50    | 0.07%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Medline Borrower, LP                           | Medline Borrower, LP USD Term Loan B                                                           | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     2932731 | PA      | $2693215.11   | 0.27%             | 2028-10-23      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                            | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1504000 | PA      | $969617.52    | 0.10%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC         | Cushman & Wakefield U.S. Borrower, LLC 2020 Term Loan B                                        | CUSIP: 23340DAP7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      390000 | PA      | $381014.40    | 0.04%             | 2025-08-21      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| GOGO Intermediate Holdings LLC                 | GOGO Intermediate Holdings LLC Term Loan B                                                     | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1234994 | PA      | $1209985.12   | 0.12%             | 2028-04-30      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                             | Altice France S.A. 2018 Term Loan B13                                                          | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      215980 | PA      | $197442.49    | 0.02%             | 2026-08-14      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                                             | CUSIP: 449691AA2<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     2458000 | PA      | $2278320.20   | 0.23%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $52838.10     | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                              | Clean Harbors Inc                                                                              | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      307000 | PA      | $289126.46    | 0.03%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                             | Turkey Government International Bond                                                           | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2334000 | PA      | $1365390.00   | 0.14%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                       | Specialty Building Products Holdings LLC / SBP Finance Corp                                    | CUSIP: 84749AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1279752.60   | 0.13%             | 2026-09-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                            | Meritage Homes Corp                                                                            | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      300000 | PA      | $243198.00    | 0.02%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                                         | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      364000 | PA      | $311515.75    | 0.03%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 54822000000 | PA      | $3400563.23   | 0.34%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                               | Peruvian Government International Bond                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3900000 | PA      | $842206.51    | 0.08%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                       | Korn Ferry                                                                                     | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |      400000 | PA      | $363428.00    | 0.04%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                                 | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   550000000 | PA      | $515336.07    | 0.05%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                                     | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      650000 | PA      | $398138.00    | 0.04%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2169000 | PA      | $1306822.50   | 0.13%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRA Health Sciences, Inc.                      | PRA Health Sciences, Inc. US Term Loan                                                         | CUSIP: 000000000<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |      119087 | PA      | $117746.93    | 0.01%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       47000 | PA      | $40999.98     | 0.00%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                          | Scripps Escrow II Inc                                                                          | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      432000 | PA      | $358814.88    | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                 | Noble Corp PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | N/A              | DE               |  | GB        |        4901 | NS      | $71064.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                       | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86755.00     | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      390000 | PA      | $96232.50     | 0.01%             | 2024-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Heartland Dental, LLC                          | Heartland Dental, LLC 2018 1st Lien Term Loan                                                  | CUSIP: 42236WAH0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      744176 | PA      | $693482.54    | 0.07%             | 2025-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals, Inc.              | Vantage Specialty Chemicals, Inc. 2017 1st Lien Term Loan                                      | CUSIP: 92210XAC4<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |      695243 | PA      | $663087.98    | 0.07%             | 2024-10-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HOLD                          | Voyager Aviation Holdings LLC                                                                  | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $897222.60    | 0.09%             | 2026-05-09      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    10329000 | PA      | $2185911.76   | 0.22%             | 2025-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                        | ASP Unifrax Holdings Inc                                                                       | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     1377000 | PA      | $1107135.54   | 0.11%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                       | TerraForm Power Operating LLC                                                                  | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      435000 | PA      | $407621.10    | 0.04%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                           | Abu Dhabi Government International Bond                                                        | CUSIP: 29135LAR1<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      454000 | PA      | $291638.25    | 0.03%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.        | Mallinckrodt International Finance S.A. 2018 Term Loan B                                       | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |           0 | PA      | $0.00         | 0.00%             | 2025-02-24      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED PLN / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-258.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: P97475AG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | VE        |       85000 | PA      | $6162.50      | 0.00%             | 2020-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                                        | CUSIP: 03217KAB4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     1675000 | PA      | $1414642.19   | 0.14%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 25445000000 | PA      | $1706393.33   | 0.17%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GTRC REORG EQTY                                | GTRC REORG EQTY                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7504 | NS      | $1436565.76   | 0.14%             |  |  |  | No            |                  3 | On Loan: No      |
| ALTICE FINANCING SA                            | Altice Financing SA                                                                            | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      512000 | PA      | $409067.52    | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Camelot U.S. Acquisition LLC                   | Camelot U.S. Acquisition LLC 2020 Incremental Term Loan B                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      222621 | PA      | $218818.20    | 0.02%             | 2026-10-30      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                             | Mongolia Government International Bond                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |      943000 | PA      | $641240.00    | 0.06%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                               | MGM Resorts International                                                                      | CUSIP: 552953CG4<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      149000 | PA      | $147034.69    | 0.01%             | 2025-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                       | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1010000 | PA      | $896496.20    | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                       | Trident TPI Holdings Inc                                                                       | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |      357000 | PA      | $333777.15    | 0.03%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| iQor US Inc.                                   | iQor US Inc. 2020 Exit Term Loan                                                               | CUSIP: 46264NAN3<br>LEI: 549300LKMK4MMQCMDH78 | Long             | LON              | CORP              | US        |       59829 | PA      | $59006.62     | 0.01%             | 2024-11-19      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                           | China Government International Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1618000 | PA      | $1554671.48   | 0.15%             | 2023-10-21      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Everi Holdings Inc.                            | Everi Holdings Inc. 2021 Term Loan B                                                           | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |      741259 | PA      | $721593.78    | 0.07%             | 2028-08-03      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                         | GFL Environmental Inc. 2020 Term Loan                                                          | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |      992424 | PA      | $986062.81    | 0.10%             | 2025-05-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                                           | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      272000 | PA      | $243040.16    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED USD / SOLD GBP                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-2026.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                | Traverse Midstream Partners LLC 2017 Term Loan                                                 | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |     2338196 | PA      | $2309950.38   | 0.23%             | 2024-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                        | Wintershall Dea Finance 2 BV                                                                   | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $804402.65    | 0.08%             | 2028-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                                  | CUSIP: 143658BG6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       40000 | PA      | $39196.40     | 0.00%             | 2026-02-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                                            | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $134762.40    | 0.01%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                    | Avaya, Inc. 2022 Term Loan                                                                     | CUSIP: 05349UBE1<br>LEI: 549300NZS2OZN6Q63A60 | Long             | LON              | CORP              | US        |      600000 | PA      | $369000.00    | 0.04%             | 2027-12-15      | Floating      | 13.38%                | No            |                  2 | On Loan: No      |
| VENATOR FIN SARL/VENATOR                       | Venator Finance Sarl / Venator Materials LLC                                                   | CUSIP: 9226APAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      383000 | PA      | $126305.74    | 0.01%             | 2025-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                                                       | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |      475000 | PA      | $378503.75    | 0.04%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                       | Northern Oil and Gas Inc                                                                       | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      610000 | PA      | $578944.90    | 0.06%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                           | CITGO Petroleum Corp                                                                           | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     1771000 | PA      | $1745656.99   | 0.17%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5250000 | PA      | $957358.82    | 0.09%             | 2040-05-22      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Springs Windows Fashions, LLC                  | Springs Windows Fashions, LLC 2021 Term Loan B                                                 | CUSIP: 78489HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      497500 | PA      | $385094.85    | 0.04%             | 2028-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                   | Churchill Downs Incorporated 2017 Term Loan B                                                  | CUSIP: 17148PAD3<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |      187018 | PA      | $185323.89    | 0.02%             | 2024-12-27      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| PMHC II, Inc.                                  | PMHC II, Inc. 2022 Term Loan B                                                                 | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |      625000 | PA      | $483987.50    | 0.05%             | 2029-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                    | Avaya, Inc. 2021 Term Loan B2                                                                  | CUSIP: 05349UBD3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |     1807000 | PA      | $854711.00    | 0.08%             | 2027-12-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                | NCR Corporation 2019 Term Loan                                                                 | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |      619860 | PA      | $593515.90    | 0.06%             | 2026-08-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     7350000 | PA      | $1541370.24   | 0.15%             | 2026-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC                    | Fertitta Entertainment, LLC 2022 Term Loan B                                                   | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     3023750 | PA      | $2830229.78   | 0.28%             | 2029-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                                   | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       52000 | PA      | $41473.64     | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                              | Kosmos Energy Ltd                                                                              | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1142000 | PA      | $907890.00    | 0.09%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7820000 | PA      | $1334517.96   | 0.13%             | 2032-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 58128000000 | PA      | $4002530.66   | 0.40%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fly Funding II S.a.r.l.                        | Fly Funding II S.a.r.l. 2019 Term Loan B                                                       | CUSIP: 000000000<br>LEI: 54930033GL3A930IIN33 | Long             | LON              | CORP              | LU        |      824549 | PA      | $681028.03    | 0.07%             | 2025-08-11      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc                           | Dotdash Meredith Inc Term Loan B                                                               | CUSIP: 000000000<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |       64673 | PA      | $57397.61     | 0.01%             | 2028-12-01      | Floating      | 7.12%                 | No            |                  3 | On Loan: No      |
| Stars Group Holdings B.V. (The)                | Stars Group Holdings B.V. (The) 2022 USD Term Loan B                                           | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     1000000 | PA      | $986250.00    | 0.10%             | 2028-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                         | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      412000 | PA      | $376209.56    | 0.04%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC              | Southern Veterinary Partners, LLC Term Loan                                                    | CUSIP: 84410HAC4<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     1118366 | PA      | $1058254.20   | 0.10%             | 2027-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                         | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                         | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     1019000 | PA      | $855960.00    | 0.08%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                  | Peraton Corp. Term Loan B                                                                      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      861243 | PA      | $827715.20    | 0.08%             | 2028-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                               | Peruvian Government International Bond                                                         | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4216000 | PA      | $973970.78    | 0.10%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                        | Global Net Lease Inc / Global Net Lease Operating Partnership LP                               | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |      721000 | PA      | $582020.04    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                         | Eskom Holdings SOC Ltd                                                                         | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      667000 | PA      | $559986.52    | 0.06%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc                  | Monitronics International Inc                                                                  | CUSIP: 609453105<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |       65182 | NS      | $16295.50     | 0.00%             |  |  |  | Yes           |                  1 | On Loan: No      |
| Playa Resorts Holding B.V.                     | Playa Resorts Holding B.V. 2017 Term Loan B                                                    | CUSIP: 72812NAD8<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |     1123298 | PA      | $1092755.06   | 0.11%             | 2024-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUVISTA ENERGY LTD                             | NuVista Energy Ltd                                                                             | CUSIP: 67072QAD6<br>LEI: 549300MG32TDSM60SX75 | Long             | DBT              | CORP              | CA        |     1825000 | PA      | $1354667.49   | 0.13%             | 2026-07-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      245000 | PA      | $36719.38     | 0.00%             | 2034-09-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                                        | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2380000 | PA      | $1853686.80   | 0.18%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED CZK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $35016.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                               | Kuwait International Government Bond                                                           | CUSIP: 000000000<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |      624000 | PA      | $594867.00    | 0.06%             | 2027-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      847000 | PA      | $797755.42    | 0.08%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                              | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1099527.00   | 0.11%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| FIELDWOOD EQUITY                               | FIELDWOOD EQUITY                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18456 | NS      | $2233176.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                                           | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      918000 | PA      | $692114.63    | 0.07%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WP CPP Holdings, LLC                           | WP CPP Holdings, LLC 2018 Term Loan                                                            | CUSIP: 92937JAM5<br>LEI: 549300HT8KGOLU7VM426 | Long             | LON              | CORP              | US        |      496297 | PA      | $421852.43    | 0.04%             | 2025-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                          | Canpack SA / Canpack US LLC                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      400000 | PA      | $319852.95    | 0.03%             | 2027-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                                          | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      681000 | PA      | $489383.63    | 0.05%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      140000 | PA      | $10150.00     | 0.00%             | 2022-08-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dawn Acquisition LLC                           | Dawn Acquisition LLC Term Loan                                                                 | CUSIP: 23923HAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1293642 | PA      | $925316.59    | 0.09%             | 2025-12-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                            | Audacy Capital Corp                                                                            | CUSIP: 29365DAB5<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |      760000 | PA      | $216068.00    | 0.02%             | 2029-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MLN US HoldCo LLC                              | MLN US HoldCo LLC 2018 2nd Lien Term Loan                                                      | CUSIP: 55292HAE3<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      250000 | PA      | $71250.00     | 0.01%             | 2026-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                                            | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      310000 | PA      | $247851.20    | 0.02%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Zambia                             | Zambia Government International Bond                                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      884000 | PA      | $294648.25    | 0.03%             | 2022-09-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      205000 | PA      | $14862.50     | 0.00%             | 2031-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                              | CSC Holdings, LLC 2018 Incremental Term Loan                                                   | CUSIP: 64072UAH5<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      175888 | PA      | $170171.98    | 0.02%             | 2026-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17855000 | PA      | $3535463.72   | 0.35%             | 2032-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AIR METHODS CORP                               | Air Methods Corp                                                                               | CUSIP: 00215JAA7<br>LEI: 54930081QGNZXVDOZF63 | Long             | DBT              | CORP              | US        |      303000 | PA      | $154957.23    | 0.02%             | 2025-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      265000 | PA      | $177263.80    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Parker Drilling Co                             | Parker Drilling Co                                                                             | CUSIP: 701081606<br>LEI: 5493003B4WZ1YZYFR583 | Long             | EC               | CORP              | US        |       17981 | NS      | $87657.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb, Inc.                            | Bausch & Lomb, Inc. Term Loan                                                                  | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     2394000 | PA      | $2240185.50   | 0.22%             | 2027-05-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                            | Republic of Armenia International Bond                                                         | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |      431000 | PA      | $293295.50    | 0.03%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      673000 | PA      | $493098.69    | 0.05%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     5339000 | PA      | $773487.63    | 0.08%             | 2031-05-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOPHIA, L.P.                                   | Sophia, L.P. 2021 Term Loan B                                                                  | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     1850398 | PA      | $1776381.69   | 0.18%             | 2027-10-07      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                             | NortonLifeLock Inc                                                                             | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      660000 | PA      | $651083.40    | 0.06%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EARTHSTONE ENERGY HOL                          | Earthstone Energy Holdings LLC                                                                 | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |     1144000 | PA      | $1082075.28   | 0.11%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BWAY Holding Company                           | BWAY Holding Company 2017 Term Loan B                                                          | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |     1616546 | PA      | $1535718.26   | 0.15%             | 2024-04-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    34680000 | PA      | $977671.32    | 0.10%             | 2030-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                          | McGraw-Hill Education Inc                                                                      | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1320510.00   | 0.13%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.    | Dermatology Intermediate Holdings III, Inc. 2022 Term Loan B                                   | CUSIP: 24982LAB1<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |      210103 | PA      | $201699.22    | 0.02%             | 2029-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CoreLogic, Inc.                                | CoreLogic, Inc. Term Loan                                                                      | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |      496241 | PA      | $364597.90    | 0.04%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | Uruguay Government International Bond                                                          | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      719865 | PA      | $685131.51    | 0.07%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment, LLC     | William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan                             | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |      924497 | PA      | $897918.15    | 0.09%             | 2025-05-18      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                             | Pinnacle Bidco PLC                                                                             | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      948000 | PA      | $846959.57    | 0.08%             | 2025-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED GBP / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |           1 | NC      | $-233252.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                            | Cirsa Finance International Sarl                                                               | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $413635.87    | 0.04%             | 2025-05-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                           | KKR Apple Bidco, LLC 2021 Term Loan                                                            | CUSIP: 48254EAB7<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      248125 | PA      | $240150.26    | 0.02%             | 2028-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-8825.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H.B. Fuller Company                            | H.B. Fuller Company 2017 Term Loan B                                                           | CUSIP: 40409VAR5<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |      251028 | PA      | $250849.39    | 0.02%             | 2024-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| EnLink Midstream LLC                           | EnLink Midstream LLC                                                                           | CUSIP: 29336TAA8<br>LEI: 54930000GY1H533OBE23 | Long             | DBT              | CORP              | US        |      347000 | PA      | $320242.83    | 0.03%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                               | IRB Holding Corp 2020 Term Loan B                                                              | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      448241 | PA      | $441019.49    | 0.04%             | 2025-02-05      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                              | Republic of Kenya Government International Bond                                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      443000 | PA      | $279090.00    | 0.03%             | 2034-01-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    21020000 | PA      | $759233.78    | 0.08%             | 2025-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      100000 | PA      | $85581.25     | 0.01%             | 2027-02-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                          | Freedom Mortgage Corp                                                                          | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1054553.50   | 0.10%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAGICOR FINANCIAL CO                           | Sagicor Financial Co Ltd                                                                       | CUSIP: 78669QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      264000 | PA      | $240794.40    | 0.02%             | 2028-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                               | Gruenenthal GmbH                                                                               | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |      620000 | PA      | $508351.11    | 0.05%             | 2028-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                       | iHeartCommunications Inc                                                                       | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      137309 | PA      | $123444.91    | 0.01%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                               | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      795000 | PA      | $504809.10    | 0.05%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Revlon Consumer Products Corporation           | Revlon Consumer Products Corporation 2016 Term Loan B                                          | CUSIP: 761520AY1<br>LEI: 2MKZBE7NMX7EJWQLHS95 | Long             | LON              | CORP              | US        |     2721693 | PA      | $802899.41    | 0.08%             | 2023-09-07      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                       | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                         | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      605000 | PA      | $533392.20    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                  | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1378000 | PA      | $1112170.02   | 0.11%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                 | Wynn Macau Ltd                                                                                 | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      135000 | PA      | $81037.80     | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY PARTNERS                        | Colgate Energy Partners III LLC                                                                | CUSIP: 19416MAA7<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      464000 | PA      | $462431.68    | 0.05%             | 2026-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.               | Medical Solutions Holdings, Inc. 2021 1st Lien Term Loan                                       | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |      103147 | PA      | $99278.64     | 0.01%             | 2028-11-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | State of Israel                                                                                | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      200000 | PA      | $142600.00    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED MYR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $-3041.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                                            | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      825000 | PA      | $673860.00    | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                            | AssuredPartners Inc                                                                            | CUSIP: 04624VAA7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      875000 | PA      | $843963.75    | 0.08%             | 2025-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                              | Rakuten Group Inc                                                                              | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      537000 | PA      | $366046.05    | 0.04%             | 2031-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ceridian HCM Holding Inc.                      | Ceridian HCM Holding Inc. 2018 Term Loan B                                                     | CUSIP: 15677GAF1<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |     1710305 | PA      | $1649589.29   | 0.16%             | 2025-04-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                             | Bahrain Government International Bond                                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |      766000 | PA      | $667521.13    | 0.07%             | 2028-01-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                                        | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     2818000 | PA      | $2386141.50   | 0.24%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                                      | CUSIP: 26885BAN0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      729000 | PA      | $709426.35    | 0.07%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sophia, L.P.                                   | Sophia, L.P. 2020 2nd Lien Term Loan                                                           | CUSIP: 000000000<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |      250000 | PA      | $247812.50    | 0.02%             | 2028-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                                            | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1076000 | PA      | $937734.00    | 0.09%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                            | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4338000 | PA      | $3259207.07   | 0.32%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Tempo Acquisition LLC                          | Tempo Acquisition LLC Non-Extended Term Loan                                                   | CUSIP: 88023HAC4<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |       77056 | PA      | $76213.11     | 0.01%             | 2024-05-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL                               | Midcap Financial Issuer Trust                                                                  | CUSIP: 59590AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      870000 | PA      | $670082.70    | 0.07%             | 2030-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.              | Mavis Tire Express Services Corp. 2021 Term Loan B                                             | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     1367454 | PA      | $1285926.75   | 0.13%             | 2028-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LABL, Inc.                                     | LABL, Inc. 2021 USD 1st Lien Term Loan                                                         | CUSIP: 50168EAN2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | LON              | CORP              | US        |     1243747 | PA      | $1145105.30   | 0.11%             | 2028-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc.                                      | Coty Inc. 2018 USD Term Loan B                                                                 | CUSIP: 22207EBG8<br>LEI: 549300BO9IWPF3S48F93 | Long             | LON              | CORP              | US        |       72034 | PA      | $70255.39     | 0.01%             | 2025-04-07      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Onex TSG Intermediate Corp.                    | Onex TSG Intermediate Corp. 2021 Term Loan B                                                   | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |      493750 | PA      | $438203.13    | 0.04%             | 2028-02-28      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Seattle Spinco, Inc.                           | Seattle Spinco, Inc. USD Term Loan B3                                                          | CUSIP: 81271EAB7<br>LEI: 213800AAQDP1DDU8BK05 | Long             | LON              | CORP              | US        |     2105702 | PA      | $2078075.50   | 0.21%             | 2024-06-21      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     9674000 | PA      | $1683086.74   | 0.17%             | 2025-04-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cumulus Media Inc                              | Cumulus Media Inc                                                                              | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3675 | NS      | $27084.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                         | Maxar Technologies Inc                                                                         | CUSIP: 57778KAC9<br>LEI: 549300OEN2G821MIJ922 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1329129.00   | 0.13%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                | Eagle Broadband Investments LLC Term Loan                                                      | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-11-12      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Citgo Petroleum Corporation                    | Citgo Petroleum Corporation 2019 Term Loan B                                                   | CUSIP: 17302UAM4<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | LON              | CORP              | US        |      980876 | PA      | $980140.31    | 0.10%             | 2024-03-28      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                                               | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      941000 | PA      | $724570.00    | 0.07%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED COP / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CO        |           1 | NC      | $-21930.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                         | HAT Holdings I LLC / HAT Holdings II LLC                                                       | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |      251000 | PA      | $204670.42    | 0.02%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                        | PUG LLC USD Term Loan                                                                          | CUSIP: 74530DAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      744895 | PA      | $639678.32    | 0.06%             | 2027-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                                          | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $470683.20    | 0.05%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hornblower Sub, LLC                            | Hornblower Sub, LLC 2020 Repriced Term Loan B                                                  | CUSIP: 44055EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       45695 | PA      | $33052.40     | 0.00%             | 2025-04-27      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| NASCAR Holdings, Inc                           | NASCAR Holdings, Inc Term Loan B                                                               | CUSIP: 63108EAB4<br>LEI: 254900HRWKQR5V0WN013 | Long             | LON              | CORP              | US        |      865431 | PA      | $861242.21    | 0.09%             | 2026-10-19      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                    | Epicor Software Corporation 2020 2nd Lien Term Loan                                            | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     1825000 | PA      | $1784503.25   | 0.18%             | 2028-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                         | Eskom Holdings SOC Ltd                                                                         | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      352000 | PA      | $343420.00    | 0.03%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                        | Summer BC Holdco B SARL                                                                        | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      988000 | PA      | $846979.89    | 0.08%             | 2026-10-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    13815000 | PA      | $2828130.36   | 0.28%             | 2028-06-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| First Student Bidco Inc                        | First Student Bidco Inc Term Loan C                                                            | CUSIP: 33718FAB6<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      101474 | PA      | $95258.27     | 0.01%             | 2028-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                      | California Resources Corp                                                                      | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |         304 | NS      | $13713.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-1353910.83  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| RITE AID CORP                                  | Rite Aid Corp                                                                                  | CUSIP: 767754CL6<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |      896000 | PA      | $581996.80    | 0.06%             | 2026-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pro Mach Group, Inc.                           | Pro Mach Group, Inc. 2021 Term Loan B                                                          | CUSIP: 74273JAE3<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |      992779 | PA      | $966718.87    | 0.10%             | 2028-08-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                               | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      135000 | PA      | $82807.65     | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR                                | Turkiye Ihracat Kredi Bankasi AS                                                               | CUSIP: 000000000<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      629000 | PA      | $525922.63    | 0.05%             | 2026-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VECTOR GROUP LTD                               | Vector Group Ltd                                                                               | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $1803694.80   | 0.18%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                       | Pregis TopCo Corporation 1st Lien Term Loan                                                    | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |      496173 | PA      | $473071.63    | 0.05%             | 2026-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONDOR MERGER SUB INC                          | Condor Merger Sub Inc                                                                          | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |     1283000 | PA      | $1062811.54   | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Belk, Inc.                                     | Belk, Inc. 2021 FLFO Term Loan                                                                 | CUSIP: 07783AAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      112852 | PA      | $98745.45     | 0.01%             | 2025-07-31      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      205000 | PA      | $14862.50     | 0.00%             | 2026-10-21      | None          | 0.00%                 | 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        |    23487000 | PA      | $4218308.08   | 0.42%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC             | Alliant Holdings Intermediate, LLC 2021 Term Loan B4                                           | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |      247497 | PA      | $238700.85    | 0.02%             | 2027-11-06      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Staples, Inc.                                  | Staples, Inc. Term Loan B2                                                                     | CUSIP: 855031AR1<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      497429 | PA      | $477601.77    | 0.05%             | 2024-09-12      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                               | ITT Holdings LLC                                                                               | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     2251000 | PA      | $1811942.45   | 0.18%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                              | Jordan Government International Bond                                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      458000 | PA      | $378995.00    | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                      | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      462000 | PA      | $496631.52    | 0.05%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | Uruguay Government International Bond                                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |      983562 | PA      | $854961.27    | 0.08%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                       | Cheplapharm Arzneimittel GmbH                                                                  | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |     1401000 | PA      | $1161429.00   | 0.12%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3840000 | PA      | $763278.15    | 0.08%             | 2023-04-26      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                               | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $852080.00    | 0.08%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                          | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |      593000 | PA      | $520387.15    | 0.05%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                           | Banco de Sabadell SA                                                                           | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |      800000 | PA      | $658379.86    | 0.07%             | 2026-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                          | Directv Financing LLC / Directv Financing Co-Obligor Inc                                       | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      755000 | PA      | $679515.10    | 0.07%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED PLN / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $55672.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                       | Talen Energy Supply, LLC 2019 Term Loan B                                                      | CUSIP: 87422LAM2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      829000 | PA      | $834081.77    | 0.08%             | 2026-07-08      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Quest Software US Holdings Inc.                | Quest Software US Holdings Inc. 2022 2nd Lien Term Loan                                        | CUSIP: 000000000<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |      100000 | PA      | $60458.00     | 0.01%             | 2030-02-01      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                                          | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      682000 | PA      | $401655.38    | 0.04%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                    | Asurion LLC 2021 Second Lien Term Loan B4                                                      | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      486000 | PA      | $336555.00    | 0.03%             | 2029-01-20      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                         | Kazakhstan Government International Bond                                                       | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     2058000 | PA      | $1563822.75   | 0.16%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.               | Kronos Acquisition Holdings Inc. 2021 Term Loan B                                              | CUSIP: 49387TAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         254 | PA      | $239.30       | 0.00%             | 2026-12-22      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                            | NOVA Chemicals Corp                                                                            | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     1815000 | PA      | $1482346.80   | 0.15%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| METRONET SYSTEMS HOLDINGS, LLC                 | MetroNet Systems Holdings, LLC 2021 1st Lien Term Loan                                         | CUSIP: 59170BAH8<br>LEI: 549300V3JVIFMP2JGN73 | Long             | LON              | CORP              | US        |      493778 | PA      | $479581.94    | 0.05%             | 2028-06-02      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                            | Station Casinos LLC 2020 Term Loan B                                                           | CUSIP: 85769EAZ4<br>LEI: 5493004E7Q60TX54WL62 | Long             | LON              | CORP              | US        |       95608 | PA      | $93521.81     | 0.01%             | 2027-02-08      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                        | Ethiopia International Bond                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |      200000 | PA      | $100537.50    | 0.01%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA, Inc.         | Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B                                    | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      448754 | PA      | $429906.65    | 0.04%             | 2027-11-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                       | Vertiv Group Corporation 2021 Term Loan B                                                      | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |       63707 | PA      | $61238.12     | 0.01%             | 2027-03-02      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd                                                                    | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      395000 | PA      | $322580.70    | 0.03%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      798000 | PA      | $590669.63    | 0.06%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1293000 | PA      | $822348.00    | 0.08%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                            | Gray Television Inc                                                                            | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1541000 | PA      | $1467941.19   | 0.15%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    17380000 | PA      | $2380272.49   | 0.24%             | 2029-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                                  | CUSIP: 143658BJ0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1110000 | PA      | $1034908.50   | 0.10%             | 2027-08-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| AVAYA INC                                      | Avaya Inc                                                                                      | CUSIP: 053499AL3<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | DBT              | CORP              | US        |     1812000 | PA      | $766620.96    | 0.08%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Equinox Holdings, Inc.                         | Equinox Holdings, Inc. 2017 1st Lien Term Loan                                                 | CUSIP: 29446CAP9<br>LEI: 549300W05QKLNGQIIA73 | Long             | LON              | CORP              | US        |     1236201 | PA      | $899855.73    | 0.09%             | 2024-03-08      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                             | CT Investment GmbH                                                                             | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |     1145000 | PA      | $929678.13    | 0.09%             | 2026-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                    | McAfee, LLC 2022 USD Term Loan B                                                               | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |      928420 | PA      | $847768.15    | 0.08%             | 2029-03-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Gates Global LLC                               | Gates Global LLC 2021 Term Loan B3                                                             | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |      240038 | PA      | $232887.20    | 0.02%             | 2027-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                                 | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   240000000 | PA      | $228566.03    | 0.02%             | 2025-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                         | Nationstar Mortgage Holdings Inc                                                               | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      184000 | PA      | $150068.56    | 0.01%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                                         | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      493000 | PA      | $321929.00    | 0.03%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                                  | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1601000 | PA      | $1197163.76   | 0.12%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Restoration Hardware, Inc.                     | Restoration Hardware, Inc. Term Loan B                                                         | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |      245639 | PA      | $229242.69    | 0.02%             | 2028-10-20      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      962000 | PA      | $813671.63    | 0.08%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                       | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                                         | CUSIP: 03969AAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      670000 | PA      | $479961.20    | 0.05%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Packaging Coordinators Midco, Inc.             | Packaging Coordinators Midco, Inc. 2020 1st Lien Term Loan                                     | CUSIP: 69515EAH5<br>LEI: 549300SL20D7D39KSB12 | Long             | LON              | CORP              | US        |     1243067 | PA      | $1199173.99   | 0.12%             | 2027-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                        | VZ Secured Financing BV                                                                        | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1430000 | PA      | $1147203.20   | 0.11%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                                                                  | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     2075000 | PA      | $1722727.25   | 0.17%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                      | IQVIA Inc                                                                                      | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      400000 | PA      | $348828.43    | 0.03%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                                   | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      776000 | PA      | $456676.00    | 0.05%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED HUF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $-16190.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp.                     | Gainwell Acquisition Corp. Term Loan B                                                         | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1599896 | PA      | $1517229.40   | 0.15%             | 2027-10-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                                         | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     2915000 | PA      | $2297020.00   | 0.23%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                       | Hertz Corporation, (The) 2021 Term Loan B                                                      | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     1477139 | PA      | $1421052.36   | 0.14%             | 2028-06-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                          | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1355000 | PA      | $528463.55    | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    44000000 | PA      | $1487469.32   | 0.15%             | 2026-06-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED USD / SOLD HUF                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-111387.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                            | LBM Acquisition LLC                                                                            | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     1274000 | PA      | $890003.66    | 0.09%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ClubCorp Holdings, Inc.                        | ClubCorp Holdings, Inc. 2017 Term Loan B                                                       | CUSIP: 18948TAB9<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |     3851665 | PA      | $3457408.99   | 0.34%             | 2024-09-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government Bond                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   104102346 | PA      | $4867059.76   | 0.48%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                  | Coherent Corp                                                                                  | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |      566000 | PA      | $484824.28    | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                     | Carvana Co                                                                                     | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       90000 | PA      | $58950.00     | 0.01%             | 2025-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CIDRON AIDA FINCO SARL                         | Cidron Aida Finco Sarl                                                                         | CUSIP: 000000000<br>LEI: 98450036A07991DEBF10 | Long             | DBT              | CORP              | LU        |     1123000 | PA      | $870652.67    | 0.09%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acrisure, LLC                                  | Acrisure, LLC 2021 First Lien Term Loan B                                                      | CUSIP: 00488PAP0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     1619677 | PA      | $1533963.25   | 0.15%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                       | Tengizchevroil Finance Co International Ltd                                                    | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |      352000 | PA      | $272360.00    | 0.03%             | 2025-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                    | GPD Cos Inc                                                                                    | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1037000 | PA      | $930634.91    | 0.09%             | 2026-04-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                             | Seagate HDD Cayman                                                                             | CUSIP: 81180WBE0<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      270000 | PA      | $192901.50    | 0.02%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux S.a.r.l.                    | Jazz Financing Lux S.a.r.l. USD Term Loan                                                      | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |     2626512 | PA      | $2592052.44   | 0.26%             | 2028-05-05      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| GUARA NORTE SARL                               | Guara Norte Sarl                                                                               | CUSIP: 400666AA1<br>LEI: 549300U2I4L03BBA3485 | Long             | DBT              | CORP              | LU        |      664666 | PA      | $518439.87    | 0.05%             | 2034-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                                       | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1697000 | PA      | $1262330.42   | 0.13%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-3885.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | Calpine Corp                                                                                   | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      308000 | PA      | $277249.28    | 0.03%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| URBAN ONE INC                                  | Urban One Inc                                                                                  | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1255940.70   | 0.12%             | 2028-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA VEND FIN IV                       | Virgin Media Vendor Financing Notes IV DAC                                                     | CUSIP: 92770QAA5<br>LEI: 635400ZZNJSEA4CAJR23 | Long             | DBT              | CORP              | IE        |      450000 | PA      | $384943.50    | 0.04%             | 2028-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verscend Holding Corp.                         | Verscend Holding Corp. 2021 Term Loan B                                                        | CUSIP: 92531HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1233647 | PA      | $1216684.76   | 0.12%             | 2025-08-27      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                                                                       | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      770000 | PA      | $548940.70    | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                | TransDigm, Inc. 2020 Term Loan F                                                               | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       14962 | PA      | $14596.18     | 0.00%             | 2025-12-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government Bond                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    26000000 | PA      | $1483097.89   | 0.15%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4955000 | PA      | $794197.08    | 0.08%             | 2028-01-26      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                          | Mineral Resources Ltd                                                                          | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      387000 | PA      | $380533.23    | 0.04%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gulf Finance, LLC                              | Gulf Finance, LLC 2021 Term Loan                                                               | CUSIP: 40227UAC0<br>LEI: 549300GL13V5C6ULWJ40 | Long             | LON              | CORP              | US        |     2442704 | PA      | $1958242.56   | 0.19%             | 2026-08-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 36031000000 | PA      | $2171446.71   | 0.22%             | 2028-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                      | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      965000 | PA      | $798402.40    | 0.08%             | 2045-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                           | Abu Dhabi Government International Bond                                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1357000 | PA      | $1288980.38   | 0.13%             | 2025-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCA MONTE DEI PASCHI S                       | Banca Monte dei Paschi di Siena SpA                                                            | CUSIP: 000000000<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |     1964000 | PA      | $1434594.00   | 0.14%             | 2028-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                                           | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $418597.70    | 0.04%             | 2030-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                 | Skillsoft Corp                                                                                 | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       17300 | NS      | $30967.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc                                  | TransDigm Inc                                                                                  | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      987000 | PA      | $973280.70    | 0.10%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                       | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL               | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |      646000 | PA      | $551025.08    | 0.05%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                   | Organon & Co USD Term Loan                                                                     | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |      944873 | PA      | $920070.32    | 0.09%             | 2028-06-02      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                  | Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan                                      | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     1000000 | PA      | $963750.00    | 0.10%             | 2028-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                              | Polaris Newco LLC USD Term Loan B                                                              | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |     1740282 | PA      | $1586075.52   | 0.16%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Avaya, Inc.                                    | Avaya, Inc. 2020 Term Loan B                                                                   | CUSIP: 000000000<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |      530000 | PA      | $251527.40    | 0.02%             | 2027-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                 | Transocean Inc                                                                                 | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     1100000 | PA      | $1105027.00   | 0.11%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Caesars Resort Collection, LLC                 | Caesars Resort Collection, LLC 2017 1st Lien Term Loan B                                       | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |     2862554 | PA      | $2828060.60   | 0.28%             | 2024-12-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                             | Finastra USA, Inc. USD 1st Lien Term Loan                                                      | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |     3917363 | PA      | $3533226.78   | 0.35%             | 2024-06-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1468000 | PA      | $854009.00    | 0.08%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                               | CUSIP: 000000000<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      625000 | PA      | $567261.51    | 0.06%             | 2025-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   119375400 | PA      | $5636304.72   | 0.56%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                                          | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1071000 | PA      | $928578.42    | 0.09%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                       | Jacobs Entertainment Inc                                                                       | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |      770000 | PA      | $680064.00    | 0.07%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                        | DCP Midstream Operating LP                                                                     | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      425000 | PA      | $455081.50    | 0.05%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                           | Abu Dhabi Government International Bond                                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     1032000 | PA      | $810313.50    | 0.08%             | 2031-03-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TUI CRUISES GMBH                               | TUI Cruises GmbH                                                                               | CUSIP: 000000000<br>LEI: 529900SVD83QUUIZYY18 | Long             | DBT              | CORP              | DE        |      350000 | PA      | $255313.32    | 0.03%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)              | Ultimate Software Group Inc (The) Term Loan B                                                  | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1244236 | PA      | $1208177.72   | 0.12%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                                                         | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1098358.70   | 0.11%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                             | Telecom Italia SpA/Milano                                                                      | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      179000 | PA      | $157616.73    | 0.02%             | 2026-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED HUF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |           1 | NC      | $-59608.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Apttus Corporation                             | Apttus Corporation 2021 Term Loan                                                              | CUSIP: 03835XAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      375560 | PA      | $342935.27    | 0.03%             | 2028-05-08      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                          | Applied Systems, Inc. 2017 1st Lien Term Loan                                                  | CUSIP: 03827FAX9<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     2580021 | PA      | $2544287.37   | 0.25%             | 2024-09-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| LCPR Loan Financing LLC                        | LCPR Loan Financing LLC 2021 Term Loan B                                                       | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      454208 | PA      | $441717.20    | 0.04%             | 2028-10-16      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF BELARUS                            | Republic of Belarus International Bond                                                         | CUSIP: 000000000<br>LEI: 635400CVCOWYLHF4ZB08 | Long             | DBT              | NUSS              | BY        |     1204000 | PA      | $234780.00    | 0.02%             | 2026-02-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                                           | CUSIP: 25277LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2069000 | PA      | $412848.26    | 0.04%             | 2026-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1066000 | PA      | $976589.25    | 0.10%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                        | AMC Entertainment Holdings Inc                                                                 | CUSIP: 00165CAD6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |      235000 | PA      | $82741.15     | 0.01%             | 2027-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                           | China Government International Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1242000 | PA      | $1102883.58   | 0.11%             | 2025-10-21      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| West Corporation                               | West Corporation 2018 Term Loan B1                                                             | CUSIP: 68162RAD3<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |      232241 | PA      | $202179.33    | 0.02%             | 2024-10-10      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    20080000 | PA      | $2784059.75   | 0.28%             | 2027-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                        | Astra Acquisition Corp. 2021 1st Lien Term Loan                                                | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      554111 | PA      | $478381.07    | 0.05%             | 2028-10-25      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| Endo Luxembourg Finance Company I S.a r.l.     | Endo Luxembourg Finance Company I S.a r.l. 2021 Term Loan                                      | CUSIP: 000000000<br>LEI: 222100B15VY0VVCTG251 | Long             | LON              | CORP              | LU        |           0 | PA      | $0.00         | 0.00%             | 2028-03-27      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                         | SCIH Salt Holdings Inc                                                                         | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $162320.00    | 0.02%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Nidda BondCo GmbH                              | Nidda BondCo GmbH                                                                              | CUSIP: 000000000<br>LEI: 391200JPUEK6AMI9PQ76 | Long             | DBT              | CORP              | DE        |      450000 | PA      | $359336.49    | 0.04%             | 2025-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOUSE OF FINANCE NV/THE                        | House of Finance NV/The                                                                        | CUSIP: 000000000<br>LEI: 549300XE7YFOWVZ4GM04 | Long             | DBT              | CORP              | BE        |      450000 | PA      | $445921.99    | 0.04%             | 2026-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GEORGIA                            | Georgia Government International Bond                                                          | CUSIP: 000000000<br>LEI: 2138007T8RLEVDMLQ257 | Long             | DBT              | NUSS              | GE        |      329000 | PA      | $275537.50    | 0.03%             | 2026-04-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                          | HUB International Ltd                                                                          | CUSIP: 44332PAD3<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |      750000 | PA      | $740205.00    | 0.07%             | 2026-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                               | Organon & Co / Organon Foreign Debt Co-Issuer BV                                               | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      645000 | PA      | $547650.15    | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ICON Luxembourg S.A.R.L.                       | ICON Luxembourg S.A.R.L. LUX Term Loan                                                         | CUSIP: 000000000<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |      477970 | PA      | $472593.32    | 0.05%             | 2028-07-03      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $614422.10    | 0.06%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN PROVINCE DIAMON                       | Mountain Province Diamonds Inc                                                                 | CUSIP: 62426EAA3<br>LEI: 549300Y5548SJTH51N28 | Long             | DBT              | CORP              | CA        |     3210000 | PA      | $3159988.20   | 0.31%             | 2022-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                                     | Akumin Inc                                                                                     | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3076000 | PA      | $2494882.08   | 0.25%             | 2037-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                             | CA Magnum Holdings                                                                             | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |     1570000 | PA      | $1314875.00   | 0.13%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                                  | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      650000 | PA      | $622953.50    | 0.06%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Greenway Health, LLC                           | Greenway Health, LLC 2017 1st Lien Term Loan                                                   | CUSIP: 39678DAC4<br>LEI: 549300U56GIYUK0LTY73 | Long             | LON              | CORP              | US        |      122813 | PA      | $104390.86    | 0.01%             | 2024-02-16      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                             | Total Play Telecomunicaciones SA de CV                                                         | CUSIP: 89157FAC4<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |     1102000 | PA      | $759897.88    | 0.08%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                       | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                 | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      498000 | PA      | $455167.02    | 0.05%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                                        | CUSIP: 105756CD0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2268000 | PA      | $2128518.00   | 0.21%             | 2025-06-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Transocean Pontus Ltd                          | Transocean Pontus Ltd                                                                          | CUSIP: 89382PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      889280 | PA      | $853317.52    | 0.08%             | 2025-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                  | Surgery Center Holdings, Inc. 2021 Term Loan                                                   | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     3162433 | PA      | $3014399.18   | 0.30%             | 2026-08-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                                  | CUSIP: 829259BA7<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1253205.86   | 0.12%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      278000 | PA      | $212114.00    | 0.02%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EMPIRE RESORTS INC                             | Empire Resorts Inc                                                                             | CUSIP: 292052AF4<br>LEI: 549300WBFN23L9HI5N68 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1245314.85   | 0.12%             | 2026-11-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                                            | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      825000 | PA      | $750444.75    | 0.07%             | 2026-01-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      350000 | PA      | $266322.92    | 0.03%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLGATE ENERGY P                               | Colgate Energy Partners III LLC                                                                | CUSIP: 19416MAB5<br>LEI: 549300QRLZK0B17DH791 | Long             | DBT              | CORP              | US        |      853000 | PA      | $796036.66    | 0.08%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED HUF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $-17136.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stars Group Holdings B.V. (The)                | Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan                                 | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |      517699 | PA      | $507774.31    | 0.05%             | 2026-07-21      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                            | Altice Financing SA                                                                            | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     2845000 | PA      | $2240380.60   | 0.22%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED CZK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $11612.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                                                                   | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |      680000 | PA      | $452832.40    | 0.04%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                                     | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      870000 | PA      | $700367.40    | 0.07%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   188730000 | PA      | $331529.43    | 0.03%             | 2025-11-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                                         | CUSIP: 195325EA9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2625000 | PA      | $1460812.50   | 0.14%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      930000 | PA      | $711115.20    | 0.07%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                          | AssuredPartners, Inc. 2021 Term Loan B                                                         | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      249369 | PA      | $237461.34    | 0.02%             | 2027-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                  | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      683000 | PA      | $461653.36    | 0.05%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                                       | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $812845.27    | 0.08%             | 2029-06-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                                             | CUSIP: 000000000<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $400058.80    | 0.04%             | 2028-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $123716.00    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     2685000 | PA      | $2496969.45   | 0.25%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENVIVA PARTNERS LP/FIN C                       | Enviva Partners LP / Enviva Partners Finance Corp                                              | CUSIP: 29413XAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      201000 | PA      | $192805.23    | 0.02%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corporation (The)             | Dun & Bradstreet Corporation (The) Term Loan                                                   | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      716257 | PA      | $704080.17    | 0.07%             | 2026-02-06      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Company                       | Alterra Mountain Company Term Loan B1                                                          | CUSIP: 46124CAB3<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      703361 | PA      | $695800.28    | 0.07%             | 2024-07-31      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                                                                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      345000 | PA      | $297200.25    | 0.03%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DKT FINANCE APS                                | DKT Finance ApS                                                                                | CUSIP: 000000000<br>LEI: 529900CPZ2SMDPG5RV48 | Long             | DBT              | CORP              | DK        |      500000 | PA      | $480655.01    | 0.05%             | 2023-06-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                                     | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      580000 | PA      | $333691.40    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                              | Kosmos Energy Ltd                                                                              | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      671000 | PA      | $558607.50    | 0.06%             | 2026-04-04      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                 | ANGI Group LLC                                                                                 | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      176000 | PA      | $128291.68    | 0.01%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                   | DaVita, Inc. 2020 Term Loan B                                                                  | CUSIP: 23918VAY0<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |      187095 | PA      | $180585.79    | 0.02%             | 2026-08-12      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    20609500 | PA      | $1043615.34   | 0.10%             | 2036-11-20      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC            | PURCHASED EUR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $-34855.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                  | DISH DBS Corp                                                                                  | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      923000 | PA      | $779731.94    | 0.08%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED HUF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | HU        |           1 | NC      | $-14867.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      180000 | PA      | $154533.60    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      995000 | PA      | $275988.13    | 0.03%             | 2035-02-11      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                    | Avis Budget Car Rental, LLC 2022 Term Loan C                                                   | CUSIP: 05377JAS1<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |       59850 | PA      | $59051.82     | 0.01%             | 2029-03-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     5945000 | PA      | $1108862.32   | 0.11%             | 2024-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government Bond                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    86732260 | PA      | $3851936.49   | 0.38%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                                            | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      366000 | PA      | $308600.22    | 0.03%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HLD EQUITY                    | VOYAGER AVIATION HLD EQUITY                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         240 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government Bond                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   104905181 | PA      | $3619123.23   | 0.36%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      190000 | PA      | $13775.00     | 0.00%             | 2038-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOBILUX FINANCE                                | Mobilux Finance SAS                                                                            | CUSIP: 000000000<br>LEI: 9695002JF900PZD9TO50 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $276781.07    | 0.03%             | 2028-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CPI CG INC                                     | CPI CG Inc                                                                                     | CUSIP: 12598FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      538000 | PA      | $506360.22    | 0.05%             | 2026-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                        | AMC Entertainment Holdings Inc                                                                 | CUSIP: 00165AAH1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $13058.00     | 0.00%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cornerstone Chemical Co                        | Cornerstone Chemical Co                                                                        | CUSIP: 21925AAE5<br>LEI: BL03B05TRUKQ14Y1HC46 | Long             | DBT              | CORP              | US        |     5195000 | PA      | $3903055.45   | 0.39%             | 2024-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                       | Jaguar Land Rover Automotive PLC                                                               | CUSIP: 000000000<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $781215.35    | 0.08%             | 2028-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    39964000 | PA      | $820758.81    | 0.08%             | 2035-12-17      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING, LLC                       | Brown Group Holding, LLC 2022 Incremental Term Loan B2                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     1000000 | PA      | $989170.00    | 0.10%             | 2029-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                                 | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      388000 | PA      | $320732.44    | 0.03%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| WESTERN GLOBAL AIRLINES                        | Western Global Airlines LLC                                                                    | CUSIP: 958278AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $513412.60    | 0.05%             | 2025-08-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                       | Smyrna Ready Mix Concrete LLC                                                                  | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1154136.95   | 0.11%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare Corporation                   | Zelis Healthcare Corporation 2021 Term Loan                                                    | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |      494962 | PA      | $486815.12    | 0.05%             | 2026-09-30      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                          | Bonos de la Tesoreria de la Republica en pesos                                                 | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   560000000 | PA      | $544008.81    | 0.05%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.                       | PURCHASED USD / SOLD COP                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $106844.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   115186300 | PA      | $5316792.76   | 0.53%             | 2027-06-03      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| California Resources Corp                      | California Resources Corp                                                                      | CUSIP: 13057Q123<br>LEI: 5493003Q8F0T4F4YMR48 | N/A              | DE               |  | US        |         670 | NS      | $9514.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                                          | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $581925.00    | 0.06%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED HUF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $-3511.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunshine Luxembourg VII SARL                   | Sunshine Luxembourg VII SARL 2021 Term Loan B3                                                 | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |     1840291 | PA      | $1749436.24   | 0.17%             | 2026-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      656000 | PA      | $607948.00    | 0.06%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CROSBY US ACQUISITION CORP                     | CROSBY US ACQUISITION CORP                                                                     | CUSIP: 22739PAL0<br>LEI: 549300V5HSWHDNVOWE35 | Long             | LON              | CORP              | US        |      250000 | PA      | $220000.00    | 0.02%             | 2026-06-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                         | Crown Finance US, Inc. 2019 Incremental Term Loan                                              | CUSIP: 22834KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      223853 | PA      | $67379.69     | 0.01%             | 2026-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERITAS US INC/BERMUDA L                       | Veritas US Inc / Veritas Bermuda Ltd                                                           | CUSIP: 92346LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1290000 | PA      | $1084696.50   | 0.11%             | 2025-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    76169000 | PA      | $1961186.84   | 0.19%             | 2026-12-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Birkenstock GmbH & Co. KG                      | Birkenstock GmbH & Co. KG USD Term Loan B                                                      | CUSIP: 000000000<br>LEI: 5299000ZMFOERHT5OW39 | Long             | LON              | CORP              | US        |     1111247 | PA      | $1053184.23   | 0.10%             | 2028-04-28      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                     | Weber-Stephen Products LLC Term Loan B                                                         | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      693058 | PA      | $570476.77    | 0.06%             | 2027-10-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   186435000 | PA      | $4534637.54   | 0.45%             | 2027-06-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Klockner-Pentaplast of America, Inc.           | Klockner-Pentaplast of America, Inc. 2021 Term Loan B                                          | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |      546023 | PA      | $455929.49    | 0.05%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                        | Paysafe Finance PLC / Paysafe Holdings US Corp                                                 | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      478000 | PA      | $344140.88    | 0.03%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2452000 | PA      | $1624450.00   | 0.16%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                | Envision Healthcare Corporation 2022 First Out Term Loan                                       | CUSIP: 29373UAE1<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |      331621 | PA      | $301774.96    | 0.03%             | 2027-03-31      | Floating      | 11.60%                | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                        | American Airlines, Inc. 2021 Term Loan                                                         | CUSIP: 02376CBJ3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     2098000 | PA      | $2074775.14   | 0.21%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                                        | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      299000 | PA      | $282214.14    | 0.03%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                                              | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     1636000 | PA      | $1526289.84   | 0.15%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                                        | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      252000 | PA      | $215487.72    | 0.02%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ali Group North America Corporation            | Ali Group North America Corporation 2021 Term Loan B                                           | CUSIP: 01608UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      452222 | PA      | $443367.71    | 0.04%             | 2029-07-30      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                              | Iron Mountain Inc                                                                              | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      465000 | PA      | $427893.00    | 0.04%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| East Valley Tourist Development Authority      | East Valley Tourist Development Authority Term Loan B                                          | CUSIP: 27571VAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1203548 | PA      | $1167441.71   | 0.12%             | 2026-11-23      | Floating      | 11.48%                | No            |                  3 | On Loan: No      |
| First Student Bidco Inc                        | First Student Bidco Inc Term Loan B                                                            | CUSIP: 33718FAD2<br>LEI: 2549006DRO2F06AA1391 | Long             | LON              | CORP              | US        |      272839 | PA      | $256127.83    | 0.03%             | 2028-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                  | CommScope Inc                                                                                  | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     2408000 | PA      | $2142518.00   | 0.21%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                | CoreLogic, Inc. 2nd Lien Term Loan                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $323335.00    | 0.03%             | 2029-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                           | Carnival Corporation 2021 Incremental Term Loan B                                              | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     1006865 | PA      | $920657.34    | 0.09%             | 2028-10-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                    | Domtar Corp                                                                                    | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |     2852000 | PA      | $2435265.76   | 0.24%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                           | Ryan Specialty Group LLC                                                                       | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      500000 | PA      | $426515.00    | 0.04%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                                            | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      345000 | PA      | $203850.15    | 0.02%             | 2050-06-15      | Fixed         | 3.10%                 | 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        |    67294000 | PA      | $12597415.44  | 1.25%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2197000 | PA      | $1523207.56   | 0.15%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                         | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $714892.50    | 0.07%             | 2027-06-23      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                  | Deerfield Dakota Holding, LLC 2020 USD Term Loan B                                             | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |     1892241 | PA      | $1785802.20   | 0.18%             | 2027-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                               | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     1621854 | PA      | $1319783.40   | 0.13%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corp                              | Tutor Perini Corp                                                                              | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     2030000 | PA      | $1627735.20   | 0.16%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KazTransGas JSC                                | KazTransGas JSC                                                                                | CUSIP: 000000000<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |      590000 | PA      | $481469.50    | 0.05%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                       | Telesat Canada / Telesat LLC                                                                   | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      299000 | PA      | $141989.12    | 0.01%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                        | Dealer Tire LLC / DT Issuer LLC                                                                | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      748000 | PA      | $655390.12    | 0.06%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS                          | Merlin Entertainments Ltd                                                                      | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $232505.00    | 0.02%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                        | Pakistan Government International Bond                                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      562000 | PA      | $168661.82    | 0.02%             | 2051-04-08      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                             | Telecom Italia SpA/Milano                                                                      | CUSIP: 87927YAA0<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      245000 | PA      | $230723.85    | 0.02%             | 2024-05-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                             | Telecom Italia SpA/Milano                                                                      | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      401000 | PA      | $320628.80    | 0.03%             | 2027-10-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                                       | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      979000 | PA      | $785725.82    | 0.08%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perforce Software, Inc.                        | Perforce Software, Inc. 2020 Term Loan B                                                       | CUSIP: 71376GAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      243125 | PA      | $224282.81    | 0.02%             | 2026-07-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc            | Clydesdale Acquisition Holdings Inc Term Loan B                                                | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      374062 | PA      | $359773.31    | 0.04%             | 2029-04-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                  | Wilsonart LLC 2021 Term Loan E                                                                 | CUSIP: 000000000<br>LEI: 549300SAZRUMYKDJBY14 | Long             | LON              | CORP              | US        |      267857 | PA      | $247863.82    | 0.02%             | 2026-12-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1489000 | PA      | $925041.25    | 0.09%             | 2033-09-30      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                             | Aegea Finance Sarl                                                                             | CUSIP: 00775CAB2<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     1406000 | PA      | $1284381.00   | 0.13%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                           | Carnival Corporation USD Term Loan B                                                           | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     2017154 | PA      | $1888984.37   | 0.19%             | 2025-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                  | PRA Group Inc                                                                                  | CUSIP: 69354NAC0<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      557000 | PA      | $534853.68    | 0.05%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4792227 | PA      | $1741075.97   | 0.17%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1566000 | PA      | $1073982.38   | 0.11%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AssuredPartners, Inc.                          | AssuredPartners, Inc. 2022 Term Loan                                                           | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |      497500 | PA      | $473868.75    | 0.05%             | 2027-02-12      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2573000 | PA      | $2576698.69   | 0.26%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                                         | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     1240000 | PA      | $1129987.20   | 0.11%             | 2028-08-11      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc                                                                          | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88418.00     | 0.01%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.        | Mallinckrodt International Finance S.A. USD Term Loan B                                        | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |           0 | PA      | $0.00         | 0.00%             | 2024-09-24      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                              | Delta TopCo, Inc. 2020 Term Loan B                                                             | CUSIP: 24780DAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      407665 | PA      | $370848.37    | 0.04%             | 2027-12-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Pathway Vet Alliance LLC                       | Pathway Vet Alliance LLC 2021 Term Loan                                                        | CUSIP: 70323KAE8<br>LEI: 2549001HRKTHAW7MOH74 | Long             | LON              | CORP              | US        |     1616155 | PA      | $1454539.69   | 0.14%             | 2027-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                                | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1573093.50   | 0.16%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA FUNDI                       | Finance of America Funding LLC                                                                 | CUSIP: 317386AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1186701.60   | 0.12%             | 2025-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                            | CNT Holdings I Corp 2020 2nd Lien Term Loan                                                    | CUSIP: 12656AAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $945000.00    | 0.09%             | 2028-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM CORPORATION                         | WINDSTREAM CORPORATION                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16319 | NS      | $244785.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                  | DISH DBS Corp                                                                                  | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1454352.25   | 0.14%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STRATHCONA RESOURCES                           | Strathcona Resources Ltd/Alberta                                                               | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |     1670000 | PA      | $1413621.60   | 0.14%             | 2026-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECH CORP                             | Raytheon Technologies Corp                                                                     | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      390000 | PA      | $247837.20    | 0.02%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                              | Uzbekneftegaz JSC                                                                              | CUSIP: 91825MAB9<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |      222000 | PA      | $164280.00    | 0.02%             | 2028-11-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    20360000 | PA      | $743261.66    | 0.07%             | 2025-09-17      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                    | Netflix Inc                                                                                    | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $912747.24    | 0.09%             | 2030-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Angola                             | Angolan Government International Bond                                                          | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      460000 | PA      | $447350.00    | 0.04%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global, Inc.              | Rackspace Technology Global, Inc. 2021 Term Loan B                                             | CUSIP: 75009XAB6<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |     2611154 | PA      | $1645758.16   | 0.16%             | 2028-02-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      253071 | PA      | $82058.27     | 0.01%             | 2040-07-31      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| BCPE ULYSSES INTERMEDIAT                       | BCPE Ulysses Intermediate Inc                                                                  | CUSIP: 05553LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      905667 | PA      | $599488.16    | 0.06%             | 2027-04-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                      | Diamond Sports Group, LLC 2022 First Priority Term Loan                                        | CUSIP: 25277BAE8<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |      287847 | PA      | $275852.79    | 0.03%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    56162000 | PA      | $1369373.73   | 0.14%             | 2038-06-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MALAYSIA INVESTMNT ISSUE                       | Malaysia Government Investment Issue                                                           | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     6994000 | PA      | $1376906.77   | 0.14%             | 2030-10-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                       | NGL Energy Partners LP / NGL Energy Finance Corp                                               | CUSIP: 62913TAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1553000 | PA      | $1211464.24   | 0.12%             | 2025-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                          | LD Holdings Group LLC                                                                          | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1420000 | PA      | $795214.20    | 0.08%             | 2028-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                      | USI, Inc. 2017 Repriced Term Loan                                                              | CUSIP: 90351NAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2154627 | PA      | $2126358.72   | 0.21%             | 2024-05-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                         | Mozambique International Bond                                                                  | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |      269000 | PA      | $180112.31    | 0.02%             | 2031-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Intrado Corporation                            | Intrado Corporation 2017 Term Loan                                                             | CUSIP: 68162RAC5<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |     1895555 | PA      | $1661624.15   | 0.16%             | 2024-10-10      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                         | Egypt Government International Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      971000 | PA      | $542546.25    | 0.05%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                  | DISH DBS Corp                                                                                  | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $166014.00    | 0.02%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                              | Jordan Government International Bond                                                           | CUSIP: 41809JAA3<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      848000 | PA      | $822560.00    | 0.08%             | 2028-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     8246000 | PA      | $1033958.34   | 0.10%             | 2030-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                              | Syneos Health Inc                                                                              | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |      482000 | PA      | $397462.02    | 0.04%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC          | Prime Security Services Borrower, LLC 2021 Term Loan                                           | CUSIP: 03765VAK6<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     1968739 | PA      | $1938931.92   | 0.19%             | 2026-09-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                 | LSB Industries Inc                                                                             | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |      745000 | PA      | $678292.70    | 0.07%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Charter NEX US, Inc.                           | Charter NEX US, Inc. 2021 Term Loan                                                            | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |      744318 | PA      | $720127.84    | 0.07%             | 2027-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED PLN / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $99581.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                       | Midcap Financial Issuer Trust                                                                  | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1227000 | PA      | $1043060.43   | 0.10%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                  | NPC Ukrenergo                                                                                  | CUSIP: 000000000<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |      263000 | PA      | $43033.38     | 0.00%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                           | Freeport-McMoRan Inc                                                                           | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $952039.00    | 0.09%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GTRC WT TR II                                  | GTRC WT TR II                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        1986 | NS      | $111017.40    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Vector Group Ltd                               | Vector Group Ltd                                                                               | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |      525000 | PA      | $518117.25    | 0.05%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                                        | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      565000 | PA      | $126877.81    | 0.01%             | 2024-06-28      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MLN US HoldCo LLC                              | MLN US HoldCo LLC 2018 1st Lien Term Loan                                                      | CUSIP: 55292HAB9<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |     1574377 | PA      | $876739.06    | 0.09%             | 2025-11-30      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                             | Athenahealth, Inc. 2022 Term Loan B                                                            | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      890860 | PA      | $812170.37    | 0.08%             | 2029-02-15      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                    | VALARIS LTD                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2295 | NS      | $153604.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Staples, Inc.                                  | Staples, Inc. 7 Year Term Loan                                                                 | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      238550 | PA      | $207263.82    | 0.02%             | 2026-04-16      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1837000 | PA      | $1466500.06   | 0.15%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                                          | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      149000 | PA      | $129643.41    | 0.01%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                              | Tunisian Republic                                                                              | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      400000 | PA      | $249950.00    | 0.02%             | 2025-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCI NV                                         | OCI NV                                                                                         | CUSIP: 67091GAE3<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |      490000 | PA      | $456542.80    | 0.05%             | 2025-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      165000 | PA      | $11962.50     | 0.00%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc.                   | CHG Healthcare Services Inc. 2021 Term Loan                                                    | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      366892 | PA      | $355492.94    | 0.04%             | 2028-09-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                           | SRS Distribution Inc                                                                           | CUSIP: 78471RAB2<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |      231000 | PA      | $203229.18    | 0.02%             | 2028-07-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    87913000 | PA      | $2100964.55   | 0.21%             | 2029-12-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 69591000000 | PA      | $4167205.90   | 0.41%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    23443300 | PA      | $1177312.04   | 0.12%             | 2024-12-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pacific Gas & Electric Company                 | Pacific Gas & Electric Company 2020 Term Loan                                                  | CUSIP: 69338CAH4<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | LON              | CORP              | US        |      496193 | PA      | $487385.46    | 0.05%             | 2025-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners, LLC                  | Focus Financial Partners, LLC 2020 Term Loan B3                                                | CUSIP: 34416DAT5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |       98356 | PA      | $96757.83     | 0.01%             | 2024-07-03      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                   | Reynolds Group Holdings Inc. 2020 Term Loan B2                                                 | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |      577316 | PA      | $560614.07    | 0.06%             | 2026-02-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings, LLC                         | Ahead DB Holdings, LLC 2021 Term Loan B                                                        | CUSIP: 00866HAF2<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |      501081 | PA      | $487391.76    | 0.05%             | 2027-10-18      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc.                     | iHeartCommunications, Inc. 2020 Term Loan                                                      | CUSIP: 45174UAF5<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     2075431 | PA      | $1956093.69   | 0.19%             | 2026-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLLP                 | Freeport LNG Investments, LLLP Term Loan A                                                     | CUSIP: 000000000<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     1077616 | PA      | $1006676.32   | 0.10%             | 2026-11-17      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| BANIJAY GROUP SAS                              | Banijay Group SAS                                                                              | CUSIP: 000000000<br>LEI: 969500TVFVKI682L1144 | Long             | DBT              | CORP              | FR        |      919000 | PA      | $840658.54    | 0.08%             | 2026-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut                         | Mauser Packaging Solutions Holding Co                                                          | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      511000 | PA      | $459894.89    | 0.05%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      418000 | PA      | $267214.86    | 0.03%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding, LLC                       | Brown Group Holding, LLC Term Loan B                                                           | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      245341 | PA      | $238135.30    | 0.02%             | 2028-06-07      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                              | Owens & Minor Inc                                                                              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      575000 | PA      | $480027.25    | 0.05%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                         | Crown Finance US, Inc. 2018 USD Term Loan                                                      | CUSIP: 22834KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1278461 | PA      | $399979.23    | 0.04%             | 2025-02-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   263510000 | PA      | $437226.63    | 0.04%             | 2027-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delek US Holdings, Inc.                        | Delek US Holdings, Inc. 2018 Term Loan B                                                       | CUSIP: 24664GAD3<br>LEI: 5493003O53JMENV1N385 | Long             | LON              | CORP              | US        |      482396 | PA      | $468266.77    | 0.05%             | 2025-03-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cenveo Worldwide Limited                       | Cenveo Worldwide Limited Term Loan                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      348650 | PA      | $348650.00    | 0.03%             | 2024-12-31      | Floating      | 10.62%                | No            |                  3 | On Loan: No      |
| Alterra Mountain Company                       | Alterra Mountain Company 2021 Series B-2 Consenting Term Loan                                  | CUSIP: 46124CAJ6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      496241 | PA      | $484147.23    | 0.05%             | 2028-08-17      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      222000 | PA      | $227752.02    | 0.02%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     1862000 | PA      | $368676.00    | 0.04%             | 2035-07-09      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp                                                                                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      725000 | PA      | $419956.25    | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED USD / SOLD MXN                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-70103.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KFC HLD/PIZZA HUT/TACO                         | KFC Holding Co/Pizza Hut Holdings LLC/Taco Bell of America LLC                                 | CUSIP: 48250NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      245000 | PA      | $234364.55    | 0.02%             | 2027-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                         | HAT Holdings I LLC / HAT Holdings II LLC                                                       | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              |  | US        |       15000 | PA      | $10383.30     | 0.00%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COPPER EARNOUT TR                              | COPPER EARNOUT TR                                                                              | CUSIP: 21751C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5500 | NS      | $33000.00     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PCF GMBH                                       | PCF GmbH                                                                                       | CUSIP: 000000000<br>LEI: 5299001ZMR76CCHGY076 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $319335.11    | 0.03%             | 2026-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                                    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      695000 | PA      | $571512.40    | 0.06%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                        | New Fortress Energy Inc                                                                        | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      587000 | PA      | $569513.27    | 0.06%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of Indonesia                          | Indonesia Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      586000 | PA      | $489374.46    | 0.05%             | 2043-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Curium BidCo S.a r.l.                          | Curium BidCo S.a r.l. 2020 USD Term Loan                                                       | CUSIP: 000000000<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | LU        |      373125 | PA      | $352136.72    | 0.03%             | 2027-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                     | Broadstreet Partners, Inc. 2020 Term Loan B                                                    | CUSIP: 11132VAP4<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      741756 | PA      | $708258.40    | 0.07%             | 2027-01-27      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bright Bidco B.V.                              | Bright Bidco B.V. 2018 Term Loan B                                                             | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |     2802409 | PA      | $908456.83    | 0.09%             | 2024-06-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Intelsat Jackson Holdings S.A.                 | Intelsat Jackson Holdings S.A. 2021 Exit Term Loan B                                           | CUSIP: 000000000<br>LEI: 8XJ8KF85PBKK1TLMFN29 | Long             | LON              | CORP              | LU        |     1514713 | PA      | $1456972.21   | 0.14%             | 2029-02-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| BELDEN INC                                     | Belden Inc                                                                                     | CUSIP: 000000000<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | DBT              | CORP              | US        |      756000 | PA      | $557065.21    | 0.06%             | 2031-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)              | Ultimate Software Group Inc (The) 2021 2nd Lien Term Loan                                      | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1772530 | PA      | $1626296.46   | 0.16%             | 2027-05-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED USD / SOLD COP                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $21930.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LANNETT CO INC                                 | Lannett Co Inc                                                                                 | CUSIP: 51602UAD0<br>LEI: 5299001DJ6C90XX17G45 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $650262.60    | 0.06%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED CZK / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CZ        |           1 | NC      | $2020.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      449575 | PA      | $238218.55    | 0.02%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                                 | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | EC               | RF                | US        |    41454587 | NS      | $41454586.59  | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Ghana                              | Ghana Government International Bond                                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      223000 | PA      | $143835.00    | 0.01%             | 2030-10-14      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     4456000 | PA      | $720524.03    | 0.07%             | 2027-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1730000 | PA      | $389566.54    | 0.04%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| CEMEX MATERIALS LLC                            | CEMEX Materials LLC                                                                            | CUSIP: 766879AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1098000 | PA      | $1081530.00   | 0.11%             | 2025-07-21      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                | Long: SX003101  CDS USD R F  5.00000 2 CCPCDX / Short: SX003101  CDS USD P V 03MEVENT 1 CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | GB        |    29090000 | OU      | $-226899.09   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| McGraw-Hill Global Education Holdings, LLC     | McGraw-Hill Global Education Holdings, LLC 2021 Term Loan                                      | CUSIP: 58063DAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      117407 | PA      | $108572.16    | 0.01%             | 2028-07-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                                            | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      451000 | PA      | $368530.14    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                                            | CUSIP: 80413TAZ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1500000 | PA      | $964155.00    | 0.10%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                | Hanesbrands Inc                                                                                | CUSIP: 410345AL6<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      400000 | PA      | $367132.00    | 0.04%             | 2026-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                                         | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      565000 | PA      | $472130.95    | 0.05%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DirecTV Financing, LLC                         | DirecTV Financing, LLC Term Loan                                                               | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1337790 | PA      | $1271903.84   | 0.13%             | 2027-08-02      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                          | CMG Media Corp                                                                                 | CUSIP: 88146LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3074000 | PA      | $2603032.46   | 0.26%             | 2027-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                                     | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       95000 | PA      | $53118.30     | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      145000 | PA      | $90944.00     | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| USI, Inc.                                      | USI, Inc. 2019 Incremental Term Loan B                                                         | CUSIP: 90351NAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      245588 | PA      | $239755.26    | 0.02%             | 2026-12-02      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MARIPOSA BORROWER INC                          | MARIPOSA BORROWER INC                                                                          | CUSIP: 570ESCAA1<br>LEI: 549300VXED5TMJSBCI17 | Long             | DBT              | CORP              | US        |      605000 | PA      | $171048.02    | 0.02%             | 2021-10-15      | None          | 0.00%                 | Yes           |                  3 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      250000 | PA      | $239365.00    | 0.02%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                  | Synaptics Inc                                                                                  | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |      672000 | PA      | $556946.88    | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                | CommScope, Inc. 2019 Term Loan B                                                               | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |      257866 | PA      | $245295.13    | 0.02%             | 2026-04-06      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2651000 | PA      | $1444463.63   | 0.14%             | 2051-09-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                     | Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan                            | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |      644642 | PA      | $312045.29    | 0.03%             | 2023-08-10      | Floating      | 10.79%                | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     7686000 | PA      | $1145937.02   | 0.11%             | 2029-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $20631.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                           | LifePoint Health Inc                                                                           | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      150000 | PA      | $95337.00     | 0.01%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $701627.65    | 0.07%             | 2027-09-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                                 | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |     1000000 | PA      | $855000.00    | 0.08%             | 2025-04-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                                   | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      610000 | PA      | $515340.20    | 0.05%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                   | StoneMor Inc                                                                                   | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      975000 | PA      | $801021.00    | 0.08%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED CAD / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $9642.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARESTREAM HEALTH, INC.                        | Carestream Health, Inc. 2022 Term Loan                                                         | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |     1272491 | PA      | $1075254.90   | 0.11%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                   | Barclays PLC                                                                                   | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      345000 | PA      | $323992.95    | 0.03%             | 2023-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                                           | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     1287000 | PA      | $1022322.02   | 0.10%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                         | Delta 2 (LUX) S.a.r.l. 2018 USD Term Loan                                                      | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |     2068000 | PA      | $2061961.44   | 0.20%             | 2024-02-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| EG Group Limited                               | EG Group Limited 2018 USD Term Loan B                                                          | CUSIP: 000000000<br>LEI: 2138003OUK4UQHRJLT65 | Long             | LON              | CORP              | GB        |      389796 | PA      | $352667.84    | 0.03%             | 2025-02-07      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    33810000 | PA      | $4794739.13   | 0.48%             | 2027-12-03      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                       | Archrock Partners LP / Archrock Partners Finance Corp                                          | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      620000 | PA      | $576556.60    | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                          | United Airlines, Inc. 2021 Term Loan B                                                         | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     2344939 | PA      | $2284368.98   | 0.23%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                         | Export-Import Bank of India                                                                    | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     1032000 | PA      | $754041.12    | 0.07%             | 2031-01-13      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.      | MACOM Technology Solutions Holdings, Inc. 2017 Add on Term Loan                                | CUSIP: 55278RAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       89956 | PA      | $88066.65     | 0.01%             | 2024-05-17      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED USD / SOLD CNH                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $67172.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                 | PetSmart, Inc. 2021 Term Loan B                                                                | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2192319 | PA      | $2105547.00   | 0.21%             | 2028-02-11      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     3168000 | PA      | $565485.83    | 0.06%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                              | New Albertsons LP                                                                              | CUSIP: 013104AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1078082.25   | 0.11%             | 2030-05-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA WAKALA SUKUK                          | Malaysia Wakala Sukuk Bhd                                                                      | CUSIP: 000000000<br>LEI: 254900MRLMI21YQTK511 | Long             | DBT              | NUSS              | MY        |     1304000 | PA      | $1072377.00   | 0.11%             | 2031-04-28      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                       | NGL Energy Partners LP / NGL Energy Finance Corp                                               | CUSIP: 62913TAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      656000 | PA      | $639770.56    | 0.06%             | 2023-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                              | ROCC Holdings LLC                                                                              | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |     1304000 | PA      | $1286826.32   | 0.13%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Rite Aid Corp                                  | Rite Aid Corp                                                                                  | CUSIP: 767754AJ3<br>LEI: 529900W353T1JY1DKT44 | Long             | DBT              | CORP              | US        |       47000 | PA      | $25222.55     | 0.00%             | 2027-02-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                    | CUSIP: 000000000<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      607000 | PA      | $556923.05    | 0.06%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings, Inc.                   | Viant Medical Holdings, Inc. 2018 1st Lien Term Loan                                           | CUSIP: 58506PAF8<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |      880592 | PA      | $773819.82    | 0.08%             | 2025-07-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                  | Dynasty Acquisition Co., Inc. 2020 Term Loan B1                                                | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      645360 | PA      | $604301.96    | 0.06%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                       | Chobani LLC / Chobani Finance Corp Inc                                                         | CUSIP: 17027NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      454000 | PA      | $431304.54    | 0.04%             | 2025-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                          | Hyland Software, Inc. 2018 1st Lien Term Loan                                                  | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      460908 | PA      | $449002.82    | 0.04%             | 2024-07-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      591000 | PA      | $541497.84    | 0.05%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      450000 | PA      | $438187.50    | 0.04%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                         | Endo Dac / Endo Finance LLC / Endo Finco Inc                                                   | CUSIP: 29273DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1183000 | PA      | $134459.78    | 0.01%             | 2027-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    46949700 | PA      | $2112712.80   | 0.21%             | 2025-03-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GTRC JRPFD EQ                                  | GTRC JRPFD EQ                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         104 | NS      | $9503.52      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      805000 | PA      | $615229.30    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      136000 | PA      | $117204.80    | 0.01%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESC CB CHESAPEAKE ENER                         | ESC CB CHESAPEAKE ENER                                                                         | CUSIP: 165ESCAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $4387.50      | 0.00%             | 2024-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                           | China Government International Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1210000 | PA      | $1207338.00   | 0.12%             | 2022-12-03      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company       | 1011778 B.C. Unlimited Liability Company Term Loan B4                                          | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |      858912 | PA      | $834648.15    | 0.08%             | 2026-11-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 46252000000 | PA      | $2920866.81   | 0.29%             | 2032-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                                         | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     3209000 | PA      | $2129171.50   | 0.21%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                       | Global Infrastructure Solutions Inc                                                            | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |      866000 | PA      | $641783.94    | 0.06%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Midwest Veterinary Partners, LLC               | Midwest Veterinary Partners, LLC Term Loan                                                     | CUSIP: 59841VAC4<br>LEI: 549300A8XURDFONMWN62 | Long             | LON              | CORP              | US        |     1244351 | PA      | $1157246.84   | 0.11%             | 2028-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                          | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |      949000 | PA      | $883272.26    | 0.09%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                 | Noble Corp PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |        8479 | NS      | $305583.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INT                       | Science Applications International Corp                                                        | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      479000 | PA      | $437532.97    | 0.04%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                       | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2081668.60   | 0.21%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Messer Industries GmbH                         | Messer Industries GmbH 2018 USD Term Loan                                                      | CUSIP: 000000000<br>LEI: 529900HNC1EZT3TC1260 | Long             | LON              | CORP              | US        |      229461 | PA      | $225216.32    | 0.02%             | 2026-03-02      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc                                                                          | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      275000 | PA      | $233846.25    | 0.02%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM CORPORATION WTS                     | WINDSTREAM CORPORATION WTS                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       27912 | NS      | $418680.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                          | GFL Environmental Inc                                                                          | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      460000 | PA      | $390181.20    | 0.04%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                        | Global Partners LP / GLP Finance Corp                                                          | CUSIP: 37954FAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1202000 | PA      | $1152802.14   | 0.11%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                             | Bahrain Government International Bond                                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     4022000 | PA      | $3240686.28   | 0.32%             | 2032-09-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |           0 | PA      | $0.00         | 0.00%             | 2023-03-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                         | Home Point Capital Inc                                                                         | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $632840.80    | 0.06%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                    | Tenneco Inc                                                                                    | CUSIP: 880349AT2<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |      640000 | PA      | $634700.80    | 0.06%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                                        | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1491000 | PA      | $996453.94    | 0.10%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 888 ACQUISITIONS LTD                           | 888 Acquisitions Ltd                                                                           | CUSIP: 000000000<br>LEI: 254900RFD0BP3JOPZU89 | Long             | DBT              | CORP              | GI        |      450000 | PA      | $381794.46    | 0.04%             | 2027-07-15      | Fixed         | 7.56%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                     | Air Canada 2021 Term Loan B                                                                    | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |      997500 | PA      | $972562.50    | 0.10%             | 2028-08-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                        | PUG LLC 2021 Incremental Term Loan B                                                           | CUSIP: 74530DAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      498741 | PA      | $430163.72    | 0.04%             | 2027-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Academy, Ltd.                                  | Academy, Ltd. 2021 Term Loan                                                                   | CUSIP: 000000000<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |     1231869 | PA      | $1212626.93   | 0.12%             | 2027-11-05      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                             | Turkey Government International Bond                                                           | CUSIP: 900123DA5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2070000 | PA      | $1580962.50   | 0.16%             | 2031-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                        | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                               | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      225000 | PA      | $195963.75    | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                              | Ingram Micro Inc. 2021 Term Loan B                                                             | CUSIP: 45258FAB6<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      486888 | PA      | $469846.59    | 0.05%             | 2028-06-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC            | PURCHASED GBP / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |           1 | NC      | $-12022.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                                     | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      370000 | PA      | $360935.00    | 0.04%             | 2024-03-01      | Fixed         | 6.50%                 | 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        |    38411000 | PA      | $7061432.14   | 0.70%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                            | Intesa Sanpaolo SpA                                                                            | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      851000 | PA      | $796730.24    | 0.08%             | 2027-01-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    98324700 | PA      | $4362466.89   | 0.43%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SCIH SALT HOLDINGS INC                         | SCIH Salt Holdings Inc                                                                         | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $304146.50    | 0.03%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                        | Liberty Interactive LLC                                                                        | CUSIP: 530715AG6<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |     3954785 | PA      | $1779653.27   | 0.18%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                          | Phoenix Guarantor Inc 2020 Term Loan B                                                         | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      340375 | PA      | $325837.58    | 0.03%             | 2026-03-05      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| STONEGATE PUB FIN                              | Stonegate Pub Co Financing 2019 PLC                                                            | CUSIP: 000000000<br>LEI: 254900L5266ML3505282 | Long             | DBT              | CORP              | GB        |      778000 | PA      | $807450.07    | 0.08%             | 2025-07-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MERCURY CHILE HOLDCO LLC                       | Mercury Chile Holdco LLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1879000 | PA      | $1550175.00   | 0.15%             | 2027-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                           | Matador Resources Co                                                                           | CUSIP: 576485AE6<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1263000 | PA      | $1240897.50   | 0.12%             | 2026-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                       | Virgin Media Finance PLC                                                                       | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |      104000 | PA      | $83321.68     | 0.01%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                       | Occidental Petroleum Corp                                                                      | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      917000 | PA      | $1004115.00   | 0.10%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                                | CUSIP: 37185LAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      460000 | PA      | $446591.00    | 0.04%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SRS DISTRIBUTION INC                           | SRS Distribution Inc                                                                           | CUSIP: 78471RAC0<br>LEI: 549300ZQ3XP75BCYM468 | Long             | DBT              | CORP              | US        |       36000 | PA      | $29573.28     | 0.00%             | 2029-07-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Engineered Machinery Holdings, Inc.            | Engineered Machinery Holdings, Inc. 2021 USD Incremental Term Loan                             | CUSIP: 26658NAP4<br>LEI: 5493008AR0NPSLW8EW07 | Long             | LON              | CORP              | US        |      246878 | PA      | $238494.16    | 0.02%             | 2028-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                      | Hub International Limited 2018 Term Loan B                                                     | CUSIP: 44332EAP1<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |      997396 | PA      | $976929.59    | 0.10%             | 2025-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                          | Molina Healthcare Inc                                                                          | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      348000 | PA      | $312803.28    | 0.03%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WeWork Cos Inc                                 | WeWork Cos Inc                                                                                 | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |     1965000 | PA      | $1073558.10   | 0.11%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                           | Colombia Government International Bond                                                         | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      340000 | PA      | $274295.00    | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      300000 | PA      | $192831.00    | 0.02%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                            | SA Global Sukuk Ltd                                                                            | CUSIP: 000000000<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |      567000 | PA      | $496975.50    | 0.05%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDINGS INC                              | Iris Holdings Inc                                                                              | CUSIP: 46272EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      615000 | PA      | $537337.80    | 0.05%             | 2026-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED USD / SOLD CNH                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $189518.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                                          | CUSIP: 000000000<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      150000 | PA      | $138851.06    | 0.01%             | 2024-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.             | Project Ruby Ultimate Parent Corp. 2021 Term Loan                                              | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |      496222 | PA      | $466215.13    | 0.05%             | 2028-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Grinding Media Inc.                            | Grinding Media Inc. 2021 Term Loan B                                                           | CUSIP: 39854KAB6<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |      495620 | PA      | $423755.35    | 0.04%             | 2028-10-12      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                                  | CUSIP: 893647BK2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10175.40     | 0.00%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government Bond                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    70856471 | PA      | $2969749.34   | 0.29%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Tecta America Corp.                            | Tecta America Corp. 2021 Term Loan                                                             | CUSIP: 87876GAF9<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      124370 | PA      | $118276.14    | 0.01%             | 2028-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Delos Finance Sarl                             | Delos Finance Sarl 2018 Term Loan B                                                            | CUSIP: 000000000<br>LEI: 549300HX549YWOJQT076 | Long             | LON              | CORP              | LU        |      130000 | PA      | $129604.80    | 0.01%             | 2023-10-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Artera Services, LLC                           | Artera Services, LLC Incremental Term Loan                                                     | CUSIP: 73937UAK4<br>LEI: 549300J2G34D0WX8Z443 | Long             | LON              | CORP              | US        |      248116 | PA      | $202628.55    | 0.02%             | 2025-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1065000 | PA      | $865546.80    | 0.09%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1830000 | PA      | $1322175.00   | 0.13%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 11315500000 | PA      | $1640555.61   | 0.16%             | 2030-09-18      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED PLN / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | PL        |           1 | NC      | $-4906.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                       | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed                 | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      380000 | PA      | $317106.20    | 0.03%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                        | Six Flags Entertainment Corp                                                                   | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |      694000 | PA      | $671812.82    | 0.07%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                        | El Salvador Government International Bond                                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1287000 | PA      | $482625.00    | 0.05%             | 2052-07-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Czech Republic                                 | Czech Republic Government Bond                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    53840000 | PA      | $1511032.82   | 0.15%             | 2033-10-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation              | Parexel International Corporation 2021 1st Lien Term Loan                                      | CUSIP: 71911KAC8<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     2577025 | PA      | $2478144.55   | 0.25%             | 2028-11-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                            | Gray Television Inc                                                                            | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      356000 | PA      | $281165.24    | 0.03%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO / FINANCE                       | Radiate Holdco LLC / Radiate Finance Inc                                                       | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      401000 | PA      | $252393.41    | 0.03%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                    | Chemours Co/The                                                                                | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       95000 | PA      | $74028.75     | 0.01%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hunter Holdco 3 Limited                        | Hunter Holdco 3 Limited USD Term Loan B                                                        | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |      500000 | PA      | $480000.00    | 0.05%             | 2028-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    13341000 | PA      | $2443761.94   | 0.24%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SASU                                                                             | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |     1545000 | PA      | $1397514.30   | 0.14%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   733960000 | PA      | $1074639.84   | 0.11%             | 2031-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                       | Telenet Finance Luxembourg Notes Sarl                                                          | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |     2200000 | PA      | $1931512.00   | 0.19%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hub International Limited                      | Hub International Limited 2021 Term Loan B                                                     | CUSIP: 44332EAU0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     2715706 | PA      | $2664161.94   | 0.26%             | 2025-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Press Ganey Holdings, Inc.                     | Press Ganey Holdings, Inc. 2022 Incremental Term Loan                                          | CUSIP: 29102TAF9<br>LEI: 549300HC42NZULO53062 | Long             | LON              | CORP              | US        |      149250 | PA      | $139175.63    | 0.01%             | 2026-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     5042000 | PA      | $3748727.00   | 0.37%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands Inc                                                                              | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      800000 | PA      | $781800.00    | 0.08%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.           | Clear Channel Outdoor Holdings, Inc. Term Loan B                                               | CUSIP: 18452RAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2146373 | PA      | $1960754.71   | 0.19%             | 2026-08-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN                       | Cargo Aircraft Management Inc                                                                  | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |      238000 | PA      | $212541.14    | 0.02%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                                                                 | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $855475.60    | 0.08%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                                   | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      452000 | PA      | $381103.80    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTURION BIDCO SPA                            | Centurion Bidco SpA                                                                            | CUSIP: 000000000<br>LEI: 815600440B4998FCA515 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $393010.11    | 0.04%             | 2026-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                | MEG Energy Corp                                                                                | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     1471000 | PA      | $1496948.44   | 0.15%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                     | Elastic NV                                                                                     | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |      460000 | PA      | $384385.20    | 0.04%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                                               | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      445000 | PA      | $418989.75    | 0.04%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CASTOR SPA                                     | Castor SpA                                                                                     | CUSIP: 000000000<br>LEI: 213800OWLX4ZFFIAB390 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $382341.46    | 0.04%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Scientific Games International, Inc.           | Scientific Games International, Inc. 2022 USD Term Loan                                        | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |       64838 | PA      | $63851.32     | 0.01%             | 2029-04-14      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ABERTIS FINANCE BV                             | Abertis Infraestructuras Finance BV                                                            | CUSIP: 000000000<br>LEI: 5493007WHKI5H75YJ358 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $738640.56    | 0.07%             | 2025-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                       | Uruguay Government International Bond                                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     3313433 | PA      | $3363134.50   | 0.33%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Heartland Dental, LLC                          | Heartland Dental, LLC 2021 Incremental Term Loan                                               | CUSIP: 42236WAQ0<br>LEI: 5493008FRC0GRKBN1075 | Long             | LON              | CORP              | US        |      124684 | PA      | $117203.28    | 0.01%             | 2025-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IBERCAJA BANCO SA                              | Ibercaja Banco SA                                                                              | CUSIP: 000000000<br>LEI: 549300OLBL49CW8CT155 | Long             | DBT              | CORP              | ES        |      700000 | PA      | $564232.28    | 0.06%             | 2030-07-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co., Inc.                  | Dynasty Acquisition Co., Inc. 2020 CAD Term Loan B2                                            | CUSIP: 26812CAF3<br>LEI: 549300WM2IKMXZ5LGL49 | Long             | LON              | CORP              | CA        |      346968 | PA      | $324893.52    | 0.03%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      250000 | PA      | $37312.50     | 0.00%             | 2035-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY PART LP/FIN CO                       | NGL Energy Partners LP / NGL Energy Finance Corp                                               | CUSIP: 62913TAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $529351.50    | 0.05%             | 2026-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED USD / SOLD MYR                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $126847.75    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyxtera DC Holdings, Inc.                      | Cyxtera DC Holdings, Inc. Term Loan B                                                          | CUSIP: 19633FAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1605763 | PA      | $1363903.10   | 0.14%             | 2024-05-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      140000 | PA      | $129152.80    | 0.01%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                          | Mineral Resources Ltd                                                                          | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      393000 | PA      | $389604.48    | 0.04%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                                  | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     1137000 | PA      | $792166.14    | 0.08%             | 2027-12-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                                 | CUSIP: 98313RAG1<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      365000 | PA      | $250025.00    | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                              | CSC Holdings, LLC 2017 Term Loan B1                                                            | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      740445 | PA      | $714996.08    | 0.07%             | 2025-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Copper Property CTL Pass Through Trust         | Copper Property CTL Pass Through Trust                                                         | CUSIP: 217519107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       41250 | NS      | $546562.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                      | Cablevision Lightpath LLC Term Loan B                                                          | CUSIP: 12687HAB3<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2027-11-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                        | Pakistan Government International Bond                                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     2070000 | PA      | $626402.70    | 0.06%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Athenahealth, Inc.                             | Athenahealth, Inc. 2022 Delayed Draw Term Loan                                                 | CUSIP: 04686RAC7<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |      151372 | PA      | $138001.01    | 0.01%             | 2029-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                                            | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      867000 | PA      | $778132.50    | 0.08%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carestream Dental Equipment, Inc               | Carestream Dental Equipment, Inc 2017 1st Lien Term Loan                                       | CUSIP: 14173MAC7<br>LEI: 549300E3FODU7LS3DY31 | Long             | LON              | CORP              | US        |      241377 | PA      | $226894.20    | 0.02%             | 2024-09-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-745.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                       | Clarios Global LP / Clarios US Finance Co                                                      | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      156000 | PA      | $152153.04    | 0.02%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5388502 | PA      | $1279769.23   | 0.13%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TACORA RESOURCES INC                           | Tacora Resources Inc                                                                           | CUSIP: 87356LAA8<br>LEI: 549300L67A19OXSFBA84 | Long             | DBT              | CORP              | CA        |      615000 | PA      | $516329.40    | 0.05%             | 2026-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc.                               | Spin Holdco Inc. 2021 Term Loan                                                                | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     1110579 | PA      | $974999.78    | 0.10%             | 2028-03-04      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                                          | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      935000 | PA      | $748000.00    | 0.07%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply, LLC                       | Talen Energy Supply, LLC 2022 DIP Term Loan                                                    | CUSIP: 000000000<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |      453000 | PA      | $452773.50    | 0.04%             | 2023-11-10      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      175000 | PA      | $12687.50     | 0.00%             | 2024-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                                            | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      220000 | PA      | $171485.60    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings, Inc.                     | TricorBraun Holdings, Inc. 2021 Term Loan                                                      | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |      234763 | PA      | $221874.07    | 0.02%             | 2028-03-03      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Xplornet Communications, Inc.                  | Xplornet Communications, Inc. 2021 Term Loan                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      744981 | PA      | $638821.34    | 0.06%             | 2028-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                         | Endo Dac / Endo Finance LLC / Endo Finco Inc                                                   | CUSIP: 29273DAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      946000 | PA      | $45748.56     | 0.00%             | 2028-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                                 | OT Merger Corp                                                                                 | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      984000 | PA      | $629484.48    | 0.06%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                    | Epicor Software Corporation 2020 Term Loan                                                     | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     2681477 | PA      | $2550084.79   | 0.25%             | 2027-07-30      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                        | Liberty Interactive LLC                                                                        | CUSIP: 530715AL5<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      341479 | PA      | $153665.62    | 0.02%             | 2030-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      203000 | PA      | $14717.50     | 0.00%             | 2023-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                        | International Game Technology PLC                                                              | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      410000 | PA      | $406252.60    | 0.04%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jo-Ann Stores, Inc.                            | Jo-Ann Stores, Inc. 2021 Term Loan B1                                                          | CUSIP: 47759DAE5<br>LEI: 549300GM65RR2EMGLI48 | Long             | LON              | CORP              | US        |      291263 | PA      | $193896.45    | 0.02%             | 2028-07-07      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                          | Ahead DB Holdings LLC                                                                          | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      723000 | PA      | $587683.32    | 0.06%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                        | Rockcliff Energy II LLC                                                                        | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |      339000 | PA      | $302588.01    | 0.03%             | 2029-10-15      | Fixed         | 5.50%                 | 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        |     9745000 | PA      | $1717167.23   | 0.17%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                                        | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      841000 | PA      | $569777.50    | 0.06%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      152000 | PA      | $11020.00     | 0.00%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COTY INC                                       | Coty Inc                                                                                       | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |      895000 | PA      | $843170.55    | 0.08%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC             | Alliant Holdings Intermediate, LLC 2018 Term Loan B                                            | CUSIP: 01881UAE5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     2097961 | PA      | $2035357.64   | 0.20%             | 2025-05-09      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP PARENT LLC                           | White Cap Parent LLC                                                                           | CUSIP: 96351CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $697547.70    | 0.07%             | 2026-03-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ultimate Software Group Inc (The)              | Ultimate Software Group Inc (The) 2021 Term Loan                                               | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     2100363 | PA      | $2023636.29   | 0.20%             | 2026-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Artera Services LLC                            | Artera Services LLC                                                                            | CUSIP: 73939VAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      367737 | PA      | $307799.55    | 0.03%             | 2025-12-04      | Fixed         | 9.03%                 | No            |                  2 | On Loan: No      |
| Alliance Laundry Systems LLC                   | Alliance Laundry Systems LLC Term Loan B                                                       | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |      224358 | PA      | $216184.79    | 0.02%             | 2027-10-08      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED MXN / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $53048.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NOVAFIVES SAS                                  | Novafives SAS                                                                                  | CUSIP: 000000000<br>LEI: 9695005GQAG112FYVW69 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $187526.31    | 0.02%             | 2025-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST ACQ/DOMINION                         | Northwest Acquisitions ULC / Dominion Finco Inc                                                | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1260000 | PA      | $12.60        | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KSA SUKUK LTD                                  | KSA Sukuk Ltd                                                                                  | CUSIP: 48266XAE5<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |     1739000 | PA      | $1404242.50   | 0.14%             | 2031-05-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SYLVAMO CORP                                   | Sylvamo Corp                                                                                   | CUSIP: 87133LAA8<br>LEI: 5493001AOYU1ZOWOC971 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1155071.92   | 0.11%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                      | Great Outdoors Group, LLC 2021 Term Loan B1                                                    | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      767481 | PA      | $721048.58    | 0.07%             | 2028-03-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                       | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                           | CUSIP: 983133AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $224183.30    | 0.02%             | 2025-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government Bond                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    89011285 | PA      | $3756864.75   | 0.37%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.        | Mallinckrodt International Finance S.A. 2022 USD Exit Term Loan                                | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |     2154113 | PA      | $1736753.86   | 0.17%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                                        | CUSIP: 28249NAA9<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |      672000 | PA      | $515760.00    | 0.05%             | 2036-08-31      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                              | CF Industries Inc                                                                              | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      283000 | PA      | $255594.28    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                       | Blue Racer Midstream LLC / Blue Racer Finance Corp                                             | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      519000 | PA      | $513695.82    | 0.05%             | 2025-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUMMIT MATERIALS LLC/FIN                       | Summit Materials LLC / Summit Materials Finance Corp                                           | CUSIP: 86614RAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      522000 | PA      | $478094.58    | 0.05%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      465000 | PA      | $268914.15    | 0.03%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED CNH / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CN        |           1 | NC      | $-220016.83   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                           | China Government International Bond                                                            | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     1387000 | PA      | $1369759.59   | 0.14%             | 2023-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA GENL REP                       | Bonos de la Tesoreria de la Republica                                                          | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    69200700 | PA      | $68551.09     | 0.01%             | 2035-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED HUF / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | HU        |           1 | NC      | $-2297.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sabert Corporation                             | Sabert Corporation Term Loan B                                                                 | CUSIP: 78516EAB8<br>LEI: 54930029JPYBTHDWT603 | Long             | LON              | CORP              | US        |      199096 | PA      | $194616.65    | 0.02%             | 2026-12-10      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| iQor US Inc.                                   | iQor US Inc. 2020 Second Out Term Loan                                                         | CUSIP: 46264NAL7<br>LEI: 549300LKMK4MMQCMDH78 | Long             | LON              | CORP              | US        |      165266 | PA      | $123949.42    | 0.01%             | 2025-11-19      | Floating      | 11.25%                | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES                         | H&E Equipment Services Inc                                                                     | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |      618000 | PA      | $522667.32    | 0.05%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHIBA BIDCO SPA                                | Shiba Bidco SpA                                                                                | CUSIP: 000000000<br>LEI: 815600658C215B62EA21 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $345946.20    | 0.03%             | 2028-10-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                       | Lloyds Banking Group PLC                                                                       | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      890000 | PA      | $824798.60    | 0.08%             | 2025-09-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $63531.00     | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                       | Fortress Transportation and Infrastructure Investors LLC                                       | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1408423.50   | 0.14%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                  | Peraton Corp. 2nd Lien Term Loan B1                                                            | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |      492702 | PA      | $466835.26    | 0.05%             | 2029-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                                | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      730000 | PA      | $552967.70    | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                 | Noble Corp PLC                                                                                 | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | N/A              | DE               |  | GB        |        4901 | NS      | $58812.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                                 | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      730000 | PA      | $427050.00    | 0.04%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                                       | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      820000 | PA      | $536165.20    | 0.05%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Republic of Panama                             | Panama Government International Bond                                                           | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      914000 | PA      | $871898.88    | 0.09%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                    | Vistra Operations Co LLC                                                                       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      385000 | PA      | $366920.40    | 0.04%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STATE AGE ROADS                                | State Agency of Roads of Ukraine                                                               | CUSIP: 000000000<br>LEI: 254900FGEO8P5USHG994 | Long             | DBT              | CORP              | UA        |      901000 | PA      | $116735.81    | 0.01%             | 2030-06-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Operating Company L.P.          | TransMontaigne Operating Company L.P. Term Loan B                                              | CUSIP: 89376WAH1<br>LEI: 549300V4T155OZCUJ734 | Long             | LON              | CORP              | US        |      992500 | PA      | $956521.88    | 0.09%             | 2028-11-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                                        | CUSIP: 105756CE8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2730000 | PA      | $2244060.00   | 0.22%             | 2031-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 34771000000 | PA      | $2309521.14   | 0.23%             | 2026-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1842224.45   | 0.18%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ARTIC CANADIAN DIAMOND                         | ARTIC CANADIAN DIAMOND                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         627 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Eskom Holdings SOC Ltd                         | Eskom Holdings SOC Ltd                                                                         | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      840000 | PA      | $737100.00    | 0.07%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                            | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1994000 | PA      | $1432689.00   | 0.14%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Da Vinci Purchaser Corp.                       | Da Vinci Purchaser Corp. 2019 Term Loan                                                        | CUSIP: 23343FAB0<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |      245558 | PA      | $232207.37    | 0.02%             | 2027-01-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                        | Hungary Government International Bond                                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1573000 | PA      | $1120074.31   | 0.11%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENTERCOM MEDIA CORP                            | Audacy Capital Corp                                                                            | CUSIP: 29365DAA7<br>LEI: 549300S5JUSXRHNCHD80 | Long             | DBT              | CORP              | US        |      585000 | PA      | $170369.55    | 0.02%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                       | Electricite de France SA                                                                       | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $647501.21    | 0.06%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                                 | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       35000 | PA      | $20650.00     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEXSTAR BROADCASTING INC                       | Nexstar Media Inc                                                                              | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      543000 | PA      | $511158.48    | 0.05%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                    | Asurion LLC 2021 Term Loan B9                                                                  | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      504937 | PA      | $444344.44    | 0.04%             | 2027-07-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                               | Deutsche Bank AG                                                                               | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1600000 | PA      | $1148330.35   | 0.11%             | 2027-10-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 12205100000 | PA      | $2049208.80   | 0.20%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pretium PKG Holdings, Inc.                     | Pretium PKG Holdings, Inc. 2021 1st Lien Term Loan                                             | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      496250 | PA      | $432978.13    | 0.04%             | 2028-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BEASLEY MEZ HLDGS LLC                          | Beasley Mezzanine Holdings LLC                                                                 | CUSIP: 07403VAA7<br>LEI: 549300VK8LJV1TK18D38 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1172981.60   | 0.12%             | 2026-02-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SPX FLOW, INC.                                 | SPX Flow, Inc. 2022 Term Loan                                                                  | CUSIP: 000000000<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |      775000 | PA      | $731266.75    | 0.07%             | 2029-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                    | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                   | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |      743111 | PA      | $672983.33    | 0.07%             | 2028-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Republic of Turkey                             | Turkey Government International Bond                                                           | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      782000 | PA      | $480930.00    | 0.05%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co                                                                        | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      705000 | PA      | $422816.70    | 0.04%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                          | LD Holdings Group LLC                                                                          | CUSIP: 521088AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $112147.20    | 0.01%             | 2025-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR Apple Bidco, LLC                           | KKR Apple Bidco, LLC 2022 Incremental Term Loan                                                | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     1000000 | PA      | $990000.00    | 0.10%             | 2028-09-22      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1023000 | PA      | $974959.92    | 0.10%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    11725000 | PA      | $2183324.13   | 0.22%             | 2024-10-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Russian Federation                             | Russian Foreign Bond - Eurobond                                                                | CUSIP: 000000000<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | RU        |     2400000 | PA      | $1032000.00   | 0.10%             | 2029-03-21      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                   | Enerflex Ltd                                                                                   | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      160000 | PA      | $155635.20    | 0.02%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                               | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     2576769 | PA      | $1924202.24   | 0.19%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                 | Lonza Group AG USD Term Loan B                                                                 | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |      744389 | PA      | $653997.89    | 0.06%             | 2028-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 17093200000 | PA      | $2219027.02   | 0.22%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                                      | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |      400000 | PA      | $275325.00    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                     | Select Medical Corporation 2017 Term Loan B                                                    | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      914077 | PA      | $887513.78    | 0.09%             | 2025-03-06      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                          | Freedom Mortgage Corp                                                                          | CUSIP: 35640YAF4<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      280000 | PA      | $221074.00    | 0.02%             | 2026-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Incorporated                   | Churchill Downs Incorporated 2021 Incremental Term Loan B1                                     | CUSIP: 17148PAF8<br>LEI: 529900FODTBQC8MIS994 | Long             | LON              | CORP              | US        |       33914 | PA      | $32811.72     | 0.00%             | 2028-03-17      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                          | Tenet Healthcare Corp                                                                          | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18519.49     | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5422000 | PA      | $1157392.87   | 0.11%             | 2037-04-07      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                                             | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      386000 | PA      | $369127.94    | 0.04%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                       | Altice France Holding SA                                                                       | CUSIP: 000000000<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      614000 | PA      | $441848.94    | 0.04%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                                          | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      582000 | PA      | $541172.70    | 0.05%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers, LLC                       | PetVet Care Centers, LLC 2021 Term Loan B3                                                     | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |     1491042 | PA      | $1394869.82   | 0.14%             | 2025-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $355486.50    | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mashantucket (Western) Pequot Tribe, CT        | Mashantucket (Western) Pequot Tribe, CT Term Loan B                                            | CUSIP: 57475BAH4<br>LEI: 549300G9L0I436CFM593 | Long             | LON              | CORP              | US        |      974470 | PA      | $962288.98    | 0.10%             | 2025-02-16      | Floating      | 10.88%                | No            |                  2 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS                       | Resolute Forest Products Inc                                                                   | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      808000 | PA      | $798425.20    | 0.08%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                            | Cirsa Finance International Sarl                                                               | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |     1160000 | PA      | $952369.53    | 0.09%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALEM MEDIA GROUP INC.                         | Salem Media Group Inc                                                                          | CUSIP: 794093AG9<br>LEI: 549300CTHBTS2MIXZL54 | Long             | DBT              | CORP              | US        |      947000 | PA      | $915739.53    | 0.09%             | 2024-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOTAL PLAY TELECOM                             | Total Play Telecomunicaciones SA de CV                                                         | CUSIP: 89157FAA8<br>LEI: 4469000001BSAPAMOQ06 | Long             | DBT              | CORP              | MX        |      846000 | PA      | $709633.26    | 0.07%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment, Inc.           | SeaWorld Parks & Entertainment, Inc. 2021 Term Loan B                                          | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |      495000 | PA      | $482417.10    | 0.05%             | 2028-08-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                       | Scientific Games Holdings LP/Scientific Games US FinCo Inc                                     | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $515484.20    | 0.05%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EOS Finco Sarl                                 | EOS Finco Sarl 2022 USD Term Loan                                                              | CUSIP: 26877MAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $475000.00    | 0.05%             | 2029-10-08      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $161729.88    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GTRC WT TR III                                 | GTRC WT TR III                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |         161 | NS      | $8999.90      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                                          | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       96000 | PA      | $73250.88     | 0.01%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp                                                                                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      445000 | PA      | $252679.90    | 0.03%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                          | CUSIP: 90353TAF7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500055.00    | 0.05%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                       | Service Properties Trust                                                                       | CUSIP: 44106MBB7<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      125000 | PA      | $91318.75     | 0.01%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc                                                                          | CUSIP: 501797AU8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      176000 | PA      | $183376.16    | 0.02%             | 2025-07-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                         | Republic of Uzbekistan International Bond                                                      | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      200000 | PA      | $143662.50    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      145000 | PA      | $10512.50     | 0.00%             | 2028-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                        | Howard Midstream Energy Partners LLC                                                           | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $689616.40    | 0.07%             | 2027-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    17320000 | PA      | $559134.33    | 0.06%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                   | Navient Corp                                                                                   | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      530000 | PA      | $422436.50    | 0.04%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                            | Hudbay Minerals Inc                                                                            | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |        7000 | PA      | $6151.18      | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Jordan                              | Jordan Government International Bond                                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |      591000 | PA      | $441033.75    | 0.04%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     3295000 | PA      | $604517.68    | 0.06%             | 2025-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION HLD PFD                       | VOYAGER AVIATION HLD PFD                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        1441 | NS      | $180125.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| AI Aqua Merger Sub, Inc.                       | AI Aqua Merger Sub, Inc. 2021 1st Lien Term Loan B                                             | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |      872812 | PA      | $810441.31    | 0.08%             | 2028-07-31      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                       | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                    | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      984000 | PA      | $773335.44    | 0.08%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                  | Boyne USA Inc                                                                                  | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       79000 | PA      | $69117.89     | 0.01%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1193000 | PA      | $1065945.50   | 0.11%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| 8th Avenue Food & Provisions, Inc.             | 8th Avenue Food & Provisions, Inc. 2018 1st Lien Term Loan                                     | CUSIP: 28253PAC3<br>LEI: 549300PBCACU45IZ2V05 | Long             | LON              | CORP              | US        |      233183 | PA      | $201994.77    | 0.02%             | 2025-10-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                                         | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      634000 | PA      | $579436.38    | 0.06%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC            | PURCHASED CAD / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CA        |           1 | NC      | $453.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                              | Lithia Motors Inc                                                                              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      385000 | PA      | $311769.15    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bright Bidco B.V.                              | Bright Bidco B.V. 2022 DIP Term Loan                                                           | CUSIP: 000000000<br>LEI: 549300IL6Q1JWU688H15 | Long             | LON              | CORP              | NL        |      328304 | PA      | $328303.60    | 0.03%             | 2023-02-28      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   310030000 | PA      | $528657.33    | 0.05%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  1798730000 | PA      | $3701484.89   | 0.37%             | 2024-06-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                                      | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |      539000 | PA      | $415218.65    | 0.04%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness Inc                          | Life Time Fitness Inc 2021 Term Loan B                                                         | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |      482868 | PA      | $475194.88    | 0.05%             | 2024-12-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                              | Gabon Government International Bond                                                            | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      635000 | PA      | $442634.69    | 0.04%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                        | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                                           | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1781000 | PA      | $1670800.63   | 0.17%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LEGACY LIFEPOINT HEALTH                        | Legacy LifePoint Health LLC                                                                    | CUSIP: 53219LAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $236865.00    | 0.02%             | 2027-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     1102000 | PA      | $997172.25    | 0.10%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                          | Sri Lanka Government International Bond                                                        | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |      539000 | PA      | $120028.56    | 0.01%             | 2023-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIVERBED TECH 12/21 CONV PREF                  | RIVERBED TECH 12/21 CONV PREF                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       10686 | NS      | $2671.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                        | Uber Technologies, Inc. 2021 1st Lien Term Loan B                                              | CUSIP: 90351JAG9<br>LEI: 549300B2FTG34FILDR98 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Altice France S.A.                             | Altice France S.A. USD Term Loan B12                                                           | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |      234875 | PA      | $210654.73    | 0.02%             | 2026-01-31      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                   | Embecta Corp                                                                                   | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |      690000 | PA      | $592275.30    | 0.06%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                             | NortonLifeLock Inc                                                                             | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      580000 | PA      | $572436.80    | 0.06%             | 2030-09-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      199000 | PA      | $14427.50     | 0.00%             | 2025-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HIGHLAND HOLDINGS BOND                         | Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc                     | CUSIP: 43103QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1851875 | PA      | $1733392.04   | 0.17%             | 2025-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      915000 | PA      | $847601.10    | 0.08%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      494000 | PA      | $90556.38     | 0.01%             | 2030-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                                          | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      200000 | PA      | $144500.00    | 0.01%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PetVet Care Centers, LLC                       | PetVet Care Centers, LLC 2022 Incremental Term Loan                                            | CUSIP: 70476XAL9<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |      374062 | PA      | $354734.69    | 0.04%             | 2025-02-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                                     | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $467957.50    | 0.05%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                         | Cengage Learning, Inc. 2021 Term Loan B                                                        | CUSIP: 15134NAF3<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |     1393588 | PA      | $1228099.34   | 0.12%             | 2026-07-14      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      285000 | PA      | $177327.00    | 0.02%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Premier Brands Group Holding                   | PREMIER BRANDS GROUP HOLDING                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7679 | NS      | $5889.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    86361000 | PA      | $3843245.39   | 0.38%             | 2026-03-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED USD / SOLD HUF                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-157104.03   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp/The                                                                          | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      651000 | PA      | $558030.69    | 0.06%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                                        | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      850000 | PA      | $647921.00    | 0.06%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVATION CAPITAL SA                             | AVATION CAPITAL SA                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |       20510 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QuarterNorth Energy Holding Inc.               | QuarterNorth Energy Holding Inc. 2021 Exit 2nd Lien Term Loan                                  | CUSIP: 74771KAB3<br>LEI: 549300BC3OH5VUTNXB92 | Long             | LON              | CORP              | US        |     1002843 | PA      | $994489.71    | 0.10%             | 2026-08-27      | Floating      | 11.75%                | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                              | American Builders & Contractors Supply Co Inc                                                  | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      255000 | PA      | $209227.50    | 0.02%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RAIN CII CARBON LLC/CII                        | Rain CII Carbon LLC / CII Carbon Corp                                                          | CUSIP: 75079RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1591311.75   | 0.16%             | 2025-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                         | Crown Finance US, Inc. 2022 DIP Delayed Draw Term Loan                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       62781 | PA      | $62663.48     | 0.01%             | 2023-09-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                               | Coca-Cola Co/The                                                                               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      254000 | PA      | $154546.30    | 0.02%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1094566.00   | 0.11%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                           | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      515000 | PA      | $402101.70    | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                       | 1011778 BC ULC / New Red Finance Inc                                                           | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      580000 | PA      | $509866.40    | 0.05%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                       | Univision Communications Inc                                                                   | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1112236.30   | 0.11%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                              | Lebanon Government International Bond                                                          | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      464000 | PA      | $26477.00     | 0.00%             | 2028-03-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                 | VTR Finance NV                                                                                 | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $453543.75    | 0.04%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                   | Scientific Games Holdings LP 2022 USD Term Loan B                                              | CUSIP: 80875CAB3<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |      250000 | PA      | $235095.00    | 0.02%             | 2029-04-04      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                | Envision Healthcare Corporation 2022 Second Out Term Loan                                      | CUSIP: 29373UAF8<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |     2322362 | PA      | $905721.24    | 0.09%             | 2027-03-31      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                  | Graham Packaging Company Inc. 2021 Term Loan                                                   | CUSIP: 38469EAD5<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |      369026 | PA      | $359235.36    | 0.04%             | 2027-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                 | Commerzbank AG                                                                                 | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      600000 | PA      | $521795.85    | 0.05%             | 2025-10-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                                 | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      365000 | PA      | $215350.00    | 0.02%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                    | Ziggo Financing Partnership USD Term Loan I                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      740000 | PA      | $719731.40    | 0.07%             | 2028-04-30      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                       | Proampac PG Borrower LLC 2020 Term Loan                                                        | CUSIP: 74274NAG8<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |      869364 | PA      | $823722.44    | 0.08%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                          | Mineral Resources Ltd                                                                          | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     3520000 | PA      | $3503033.60   | 0.35%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                           | OI European Group BV                                                                           | CUSIP: 67777LAD5<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $42466.00     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll-Rand Services Company                | Ingersoll-Rand Services Company 2020 USD Spinco Term Loan                                      | CUSIP: 365556AU3<br>LEI: 549300YHGS5RRRQQ4T26 | Long             | LON              | CORP              | US        |       93816 | PA      | $91588.02     | 0.01%             | 2027-03-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| INTELSAT EMERGENCE SA                          | INTELSAT EMERGENCE SA                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | LU        |           1 | NS      | $1.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MODIVCARE ESCROW ISSUER                        | ModivCare Escrow Issuer Inc                                                                    | CUSIP: 60783XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $578832.75    | 0.06%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     3181000 | PA      | $2016555.19   | 0.20%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                  | MH Sub I, LLC 2020 Incremental Term Loan                                                       | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      496193 | PA      | $477069.62    | 0.05%             | 2024-09-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                        | Mexican Bonos                                                                                  | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    80842700 | PA      | $3586826.12   | 0.36%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                      | News Corp                                                                                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      949000 | PA      | $815864.79    | 0.08%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                                 | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      839000 | PA      | $792234.14    | 0.08%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                           | Freeport-McMoRan Inc                                                                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      220000 | PA      | $194744.00    | 0.02%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                                            | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2062000 | PA      | $1240293.00   | 0.12%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                          | Cablevision Lightpath LLC                                                                      | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      880000 | PA      | $699010.40    | 0.07%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bally's Corporation                            | Bally's Corporation 2021 Term Loan B                                                           | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |      730709 | PA      | $678010.38    | 0.07%             | 2028-10-02      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                         | Republic of Uzbekistan International Bond                                                      | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      420000 | PA      | $298410.00    | 0.03%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO LUX                                 | Novo Banco SA/Luxembourg                                                                       | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |     1015000 | PA      | $862974.19    | 0.09%             | 2043-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                                            | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      265000 | PA      | $150949.30    | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                        | Romania Government Bond                                                                        | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     6510000 | PA      | $1275200.90   | 0.13%             | 2023-06-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2402000 | PA      | $1860349.00   | 0.18%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| WW INTERNATIONAL INC                           | WW International Inc                                                                           | CUSIP: 98262PAA9<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | DBT              | CORP              | US        |      730000 | PA      | $405157.30    | 0.04%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SRS Distribution Inc.                          | SRS Distribution Inc. 2021 Term Loan B                                                         | CUSIP: 78466YAN8<br>LEI: 549300ZQ3XP75BCYM468 | Long             | LON              | CORP              | US        |      990912 | PA      | $919071.25    | 0.09%             | 2028-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1426000 | PA      | $818524.00    | 0.08%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                          | Bath & Body Works Inc                                                                          | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      575000 | PA      | $474570.50    | 0.05%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                          | Antero Resources Corp                                                                          | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      127000 | PA      | $129522.22    | 0.01%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS, INC.                     | Team Health Holdings, Inc. 2022 Term Loan B                                                    | CUSIP: 87817JAG3<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |     2421710 | PA      | $2003965.34   | 0.20%             | 2027-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GTRC WT TR I                                   | GTRC WT TR I                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        1825 | NS      | $176057.75    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Republic of South Africa                       | Republic of South Africa Government Bond                                                       | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    43024980 | PA      | $1928419.95   | 0.19%             | 2032-03-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1106000 | PA      | $823859.40    | 0.08%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Boardriders, Inc.                              | Boardriders, Inc. 2020 PIK Term Loan B2                                                        | CUSIP: 09660JAE0<br>LEI: 54930013HYANWRQLRU09 | Long             | LON              | CORP              | US        |      525287 | PA      | $470131.59    | 0.05%             | 2024-04-23      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| NOVO BANCO LUX                                 | Novo Banco SA/Luxembourg                                                                       | CUSIP: 000000000<br>LEI: 5493009W2E2YDCXY6S81 | Long             | DBT              | CORP              | PT        |       95000 | PA      | $80771.92     | 0.01%             | 2043-01-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                        | Global Medical Response Inc                                                                    | CUSIP: 37960BAA3<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      400000 | PA      | $309376.00    | 0.03%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC                      | Mileage Plus Holdings LLC 2020 Term Loan B                                                     | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      988000 | PA      | $1007345.04   | 0.10%             | 2027-06-21      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Hertz Corporation, (The)                       | Hertz Corporation, (The) 2021 Term Loan C                                                      | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |      281808 | PA      | $271107.31    | 0.03%             | 2028-06-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                    | Avis Budget Car Rental, LLC 2020 Term Loan B                                                   | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |      454152 | PA      | $437334.94    | 0.04%             | 2027-08-06      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                         | Republic of Azerbaijan International Bond                                                      | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |      417000 | PA      | $378427.50    | 0.04%             | 2029-09-01      | Fixed         | 5.12%                 | 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        |      465000 | PA      | $430631.85    | 0.04%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                       | Clarios Global LP / Clarios US Finance Co                                                      | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      394000 | PA      | $387455.66    | 0.04%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                | Lions Gate Capital Holdings LLC 2018 Term Loan B                                               | CUSIP: 53627MAB9<br>LEI: 549300MWJHNLR35C0837 | Long             | LON              | CORP              | US        |      500000 | PA      | $488750.00    | 0.05%             | 2025-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                              | Lebanon Government International Bond                                                          | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     4703000 | PA      | $286001.19    | 0.03%             | 2022-10-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR APPLE BIDCO, LLC                           | KKR Apple Bidco, LLC 2021 2nd Lien Term Loan                                                   | CUSIP: 000000000<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |      940852 | PA      | $896452.85    | 0.09%             | 2029-09-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CERDIA FINANZ GMBH                             | Cerdia Finanz GmbH                                                                             | CUSIP: 15679GAA0<br>LEI: 391200KURNDJSX9GX570 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $973128.00    | 0.10%             | 2027-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| DOMAN BUILDING MATERIALS                       | Doman Building Materials Group Ltd                                                             | CUSIP: 13874XAD5<br>LEI: 529900HEUBRUITK08D78 | Long             | DBT              | CORP              | CA        |     2340000 | PA      | $1466418.32   | 0.15%             | 2026-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AGRICUL DEV BANK CHINA                         | Agricultural Development Bank of China                                                         | CUSIP: 000000000<br>LEI: 300300C1020311000158 | Long             | DBT              | NUSS              | CN        |    31730000 | PA      | $4314869.16   | 0.43%             | 2025-04-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CULLINAN HOLDCO                                | Cullinan Holdco Scsp                                                                           | CUSIP: 000000000<br>LEI: 549300F81ZP47K818173 | Long             | DBT              | CORP              | LU        |      450000 | PA      | $369089.03    | 0.04%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                            | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1840826 | PA      | $1650990.82   | 0.16%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                          | Freedom Mortgage Corp                                                                          | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1212750 | PA      | $904299.17    | 0.09%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kestrel Bidco Inc.                             | Kestrel Bidco Inc. Term Loan B                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     2042522 | PA      | $1773705.64   | 0.18%             | 2026-12-11      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA                          | Petroleos del Peru SA                                                                          | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     1192000 | PA      | $759900.00    | 0.08%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                         | Republic of Azerbaijan International Bond                                                      | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |      835000 | PA      | $757762.50    | 0.08%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA SPA/ROMA                           | Lottomatica SpA/Roma                                                                           | CUSIP: 000000000<br>LEI: 81560046335277E43118 | Long             | DBT              | CORP              | IT        |      450000 | PA      | $422267.74    | 0.04%             | 2025-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies Inc                                                                          | CUSIP: 90353TAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501635.00    | 0.05%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc                            | Sirius XM Radio Inc                                                                            | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      312000 | PA      | $287040.00    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                            | Cirsa Finance International Sarl                                                               | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $98972.22     | 0.01%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Syniverse Holdings, Inc.                       | Syniverse Holdings, Inc. 2022 Term Loan                                                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |      600000 | PA      | $510900.00    | 0.05%             | 2027-05-13      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Envision Healthcare Corporation                | Envision Healthcare Corporation 2018 1st Lien Term Loan                                        | CUSIP: 29373UAC5<br>LEI: 549300OL60X0LPKY8N60 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                                     | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      580000 | PA      | $558540.00    | 0.06%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                 | VOC Escrow Ltd                                                                                 | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      765000 | PA      | $637405.65    | 0.06%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                          | Phoenix Guarantor Inc 2021 Term Loan B3                                                        | CUSIP: 71913BAH5<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |      233520 | PA      | $223850.04    | 0.02%             | 2026-03-05      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                 | Bombardier Inc                                                                                 | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1025000 | PA      | $973914.00    | 0.10%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                            | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      640000 | PA      | $495961.60    | 0.05%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                             | Mattamy Group Corp                                                                             | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $478010.50    | 0.05%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                       | Moss Creek Resources Holdings Inc                                                              | CUSIP: 61965RAA3<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      459000 | PA      | $422197.38    | 0.04%             | 2026-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ESC CB CHESAPEAKE ENER                         | ESC CB CHESAPEAKE ENER                                                                         | CUSIP: 165ESCAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      935000 | PA      | $25712.50     | 0.00%             | 2026-10-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| eG Global Finance PLC                          | eG Global Finance PLC                                                                          | CUSIP: 28228PAA9<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |      301000 | PA      | $272898.64    | 0.03%             | 2025-02-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                                    | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      551000 | PA      | $486483.41    | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apex Group Treasury LLC                        | Apex Group Treasury LLC USD Term Loan                                                          | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |     1243101 | PA      | $1193377.39   | 0.12%             | 2028-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                           | MGIC Investment Corp                                                                           | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |      345000 | PA      | $312987.45    | 0.03%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RealPage, Inc                                  | RealPage, Inc 2nd Lien Term Loan                                                               | CUSIP: 75605VAG7<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     1625000 | PA      | $1560000.00   | 0.15%             | 2029-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                    | Apache Corp                                                                                    | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |      705000 | PA      | $570796.20    | 0.06%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Optiv Security, Inc.                           | Optiv Security, Inc. 1st Lien Term Loan                                                        | CUSIP: 68404XAB2<br>LEI: 549300VZRXJMEDMZX746 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOLIS IV BV                                    | Solis IV BV USD Term Loan B1                                                                   | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |      798000 | PA      | $660177.42    | 0.07%             | 2029-02-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     2204000 | PA      | $1851315.92   | 0.18%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                                        | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |      110000 | PA      | $7975.00      | 0.00%             | 2019-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                                               | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1171519.45   | 0.12%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BCPE Empire Holdings, Inc.                     | BCPE Empire Holdings, Inc. 2022 Incremental Term Loan                                          | CUSIP: 05550HAL9<br>LEI: 549300O2G0VI2955B626 | Long             | LON              | CORP              | US        |      498747 | PA      | $481011.43    | 0.05%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                       | Summit Midstream Holdings LLC / Summit Midstream Finance Corp                                  | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $266949.50    | 0.03%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                                          | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      993000 | PA      | $806812.50    | 0.08%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1328000 | PA      | $1264920.00   | 0.13%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                                       | CUSIP: 345397ZT3<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      450000 | PA      | $402518.06    | 0.04%             | 2026-02-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                       | Petroleos de Venezuela SA                                                                      | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |      700000 | PA      | $13300.00     | 0.00%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      453000 | PA      | $298527.00    | 0.03%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      331000 | PA      | $273846.23    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan                         | Republic of Azerbaijan International Bond                                                      | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |      204000 | PA      | $163110.75    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                                 | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1182000 | PA      | $1053221.10   | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                           | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      122000 | PA      | $100474.32    | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                                                         | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      270000 | PA      | $229810.50    | 0.02%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INNOPHOS HOLDINGS INC                          | Innophos Holdings Inc                                                                          | CUSIP: 45774NAB4<br>LEI: XQ0331QX53IRX25OY417 | Long             | DBT              | CORP              | US        |      965000 | PA      | $919162.50    | 0.09%             | 2028-02-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                                          | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      200000 | PA      | $164826.00    | 0.02%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.    | Dermatology Intermediate Holdings III, Inc. 2022 Delayed Draw Term Loan                        | CUSIP: 24982LAD7<br>LEI: 254900GUIR9SP64DNR96 | Long             | LON              | CORP              | US        |       39370 | PA      | $37795.28     | 0.00%             | 2029-03-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BWX TECHNOLOGIES INC                           | BWX Technologies Inc                                                                           | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      445000 | PA      | $392761.45    | 0.04%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                   | Qatar Energy                                                                                   | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     1855000 | PA      | $1488637.50   | 0.15%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                        | American Airlines, Inc. 2017 Incremental Term Loan                                             | CUSIP: 02376CBA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |       99532 | PA      | $98978.89     | 0.01%             | 2023-12-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1955000 | PA      | $1629125.94   | 0.16%             | 2033-02-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                                         | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |      409000 | PA      | $277941.06    | 0.03%             | 2030-06-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd            | Arctic Canadian Diamond Company Ltd 2nd Lien PIK Term Loan                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      713091 | PA      | $709881.83    | 0.07%             | 2027-12-31      | Floating      | 12.50%                | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                                         | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1878000 | PA      | $1603342.50   | 0.16%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                              | Republic of Kenya Government International Bond                                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1504000 | PA      | $1191920.00   | 0.12%             | 2027-05-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                 | Czech Republic Government Bond                                                                 | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    62020000 | PA      | $1758122.27   | 0.17%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Delta TopCo, Inc.                              | Delta TopCo, Inc. 2020 2nd Lien Term Loan                                                      | CUSIP: 24780DAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      147619 | PA      | $125992.59    | 0.01%             | 2028-12-01      | Floating      | 10.33%                | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 LTD                            | Avianca Midco 2 PLC                                                                            | CUSIP: 05368PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2723873 | PA      | $2047971.15   | 0.20%             | 2028-12-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| THAILAND GOVERNMENT BOND                       | Thailand Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   144728000 | PA      | $3458048.92   | 0.34%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                         | Eskom Holdings SOC Ltd                                                                         | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      190000 | PA      | $185368.75    | 0.02%             | 2023-08-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQ / KIK CUSTOM                        | Kronos Acquisition Holdings Inc / KIK Custom Products Inc                                      | CUSIP: 50106GAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      761000 | PA      | $641621.93    | 0.06%             | 2027-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TTM Technologies, Inc.                         | TTM Technologies, Inc. 2017 Term Loan                                                          | CUSIP: 87305VAH3<br>LEI: 549300SC4BDOIS008048 | Long             | LON              | CORP              | US        |      125912 | PA      | $124259.99    | 0.01%             | 2024-09-28      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                                          | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      603000 | PA      | $482400.00    | 0.05%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                           | Shelf Drilling Holdings Ltd                                                                    | CUSIP: 822538AE4<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |     2060000 | PA      | $1730400.00   | 0.17%             | 2025-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORPORATION                            | Virtusa Corporation First Lien Term Loan B                                                     | CUSIP: 92828KAK8<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |        1864 | PA      | $1787.06      | 0.00%             | 2028-02-11      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| CHINA GOVERNMENT BOND                          | China Government Bond                                                                          | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    55990000 | PA      | $7970878.81   | 0.79%             | 2030-11-19      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                                                                   | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              |  | US        |      200000 | PA      | $188924.00    | 0.02%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                           | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $327800.00    | 0.03%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                                       | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      650000 | PA      | $646821.50    | 0.06%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                                           | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      240000 | PA      | $231052.80    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Triumph Group Inc                              | Triumph Group Inc                                                                              | CUSIP: 896818AP6<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |      615000 | PA      | $466508.25    | 0.05%             | 2025-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                    | Asurion LLC 2018 Term Loan B7                                                                  | CUSIP: 04649VAW0<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1482000 | PA      | $1396518.24   | 0.14%             | 2024-11-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Republic of Peru                               | Peruvian Government International Bond                                                         | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     4561000 | PA      | $1064855.54   | 0.11%             | 2028-08-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                | United Group BV                                                                                | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      870000 | PA      | $613709.00    | 0.06%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                       | LCM Investments Holdings II LLC                                                                | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      663000 | PA      | $561156.57    | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                                         | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      984000 | PA      | $721579.50    | 0.07%             | 2032-03-27      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CASTLE US HOLDING CORP                         | Castle US Holding Corp                                                                         | CUSIP: 14852LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      750000 | PA      | $340080.00    | 0.03%             | 2028-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                   | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      521000 | PA      | $467587.08    | 0.05%             | 2029-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      974000 | PA      | $851928.58    | 0.08%             | 2030-10-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                       | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                             | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |      616000 | PA      | $520698.64    | 0.05%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                      | Diamond Sports Group, LLC 2022 2nd Lien Term Loan                                              | CUSIP: 25277BAG3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | LON              | CORP              | US        |     1266534 | PA      | $245707.50    | 0.02%             | 2026-08-24      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| DANA INC                                       | Dana Inc                                                                                       | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      266000 | PA      | $240658.18    | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      460000 | PA      | $366100.20    | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                                            | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      260000 | PA      | $239759.00    | 0.02%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                 | Sinclair Television Group Inc. Term Loan B2B                                                   | CUSIP: 82925BAE5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |       15977 | PA      | $15046.03     | 0.00%             | 2026-09-30      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Republic of Colombia                           | Colombia Government International Bond                                                         | CUSIP: 195325DL6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      486000 | PA      | $404686.13    | 0.04%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                               | SkyMiles IP Ltd. 2020 Skymiles Term Loan B                                                     | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     1125000 | PA      | $1134146.25   | 0.11%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                                          | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |     1254000 | PA      | $1179901.14   | 0.12%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RegionalCare Hospital Partners Holdings, Inc.  | RegionalCare Hospital Partners Holdings, Inc. 2018 Term Loan B                                 | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     1776556 | PA      | $1565589.95   | 0.16%             | 2025-11-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                                  | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      615000 | PA      | $547577.55    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                                   | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      365000 | PA      | $317082.80    | 0.03%             | 2025-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners, Inc.                     | Broadstreet Partners, Inc. 2021 Term Loan B2                                                   | CUSIP: 11132VAR0<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |      487538 | PA      | $467124.48    | 0.05%             | 2027-01-27      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                        | Hungary Government Bond                                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    94750000 | PA      | $109340.72    | 0.01%             | 2038-10-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQ/RAPTOR CO-ISS                       | Raptor Acquisition Corp / Raptor Co-Issuer LLC                                                 | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      670000 | PA      | $593532.90    | 0.06%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                     | Tronox Inc                                                                                     | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      593000 | PA      | $460256.95    | 0.05%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                       | Telesat Canada / Telesat LLC                                                                   | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      188000 | PA      | $65683.44     | 0.01%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                           | Teva Pharmaceutical Finance Netherlands II BV                                                  | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      810000 | PA      | $644484.28    | 0.06%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                           | CITGO Petroleum Corp                                                                           | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147651.00    | 0.01%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FLYNN CANADA                                   | Flynn Canada Term Loan B                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      248418 | PA      | $209912.97    | 0.02%             | 2028-07-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| COINBASE GLOBAL INC                            | Coinbase Global Inc                                                                            | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      945000 | PA      | $625627.80    | 0.06%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance S.A.        | Mallinckrodt International Finance S.A. 2022 USD Term Loan                                     | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |      957512 | PA      | $774991.16    | 0.08%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                            | SoftBank Group Corp                                                                            | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     1144000 | PA      | $827703.88    | 0.08%             | 2029-07-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                  | CommScope Inc                                                                                  | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      965000 | PA      | $818310.35    | 0.08%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC            | PURCHASED USD / SOLD MYR                                                                       | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $66546.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                       | Altice France Holding SA                                                                       | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     1172000 | PA      | $912577.80    | 0.09%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GRIFFON CORPORATION                            | Griffon Corp                                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1030668.75   | 0.10%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Sri Lanka                          | Sri Lanka Government International Bond                                                        | CUSIP: 000000000<br>LEI: 254900HXCCIOHM74FA02 | Long             | DBT              | NUSS              | LK        |     2236000 | PA      | $491640.50    | 0.05%             | 2028-04-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vertical US Newco Inc                          | Vertical US Newco Inc Term Loan B                                                              | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |       53068 | PA      | $50314.93     | 0.00%             | 2027-07-30      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Covetrus, Inc.                                 | Covetrus, Inc. Term Loan                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      625000 | PA      | $587500.00    | 0.06%             | 2029-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                               | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      498000 | PA      | $460530.48    | 0.05%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                         | Republic of Poland Government Bond                                                             | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    18803000 | PA      | $3183248.92   | 0.32%             | 2026-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IQOR EQUITY                                    | IQOR EQUITY                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5606 | NS      | $22424.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CP ATLAS BUYER INC                             | CP Atlas Buyer Inc                                                                             | CUSIP: 12597YAA7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      676000 | PA      | $487294.60    | 0.05%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    11300000 | PA      | $2355218.27   | 0.23%             | 2027-11-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                        | Philippine Government International Bond                                                       | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     4274000 | PA      | $3227340.14   | 0.32%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                       | Hazine Mustesarligi Varlik Kiralama AS                                                         | CUSIP: 421790AH9<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     2031000 | PA      | $1873343.63   | 0.19%             | 2027-02-24      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                        | Global Aircraft Leasing Co Ltd                                                                 | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     2112194 | PA      | $1693472.66   | 0.17%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                                 | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      579000 | PA      | $454792.92    | 0.05%             | 2050-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                  | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-388.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                 | PURCHASED USD / SOLD CNH                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $1866.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UTZ Quality Foods, LLC                         | UTZ Quality Foods, LLC 2021 Term Loan B                                                        | CUSIP: 91809EAE1<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |        9005 | PA      | $8820.30      | 0.00%             | 2028-01-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED MYR / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |           1 | NC      | $-134287.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                           | Abu Dhabi Government International Bond                                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      808000 | PA      | $682659.00    | 0.07%             | 2028-06-02      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| LOXAM SAS                                      | Loxam SAS                                                                                      | CUSIP: 000000000<br>LEI: 969500BNA2YRNE1R5K91 | Long             | DBT              | CORP              | FR        |      450000 | PA      | $349748.49    | 0.03%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell, Inc.                          | Cincinnati Bell, Inc. 2021 Term Loan B2                                                        | CUSIP: 17187MAS9<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |      264667 | PA      | $259042.49    | 0.03%             | 2028-11-22      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                 | Transocean Inc                                                                                 | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      480000 | PA      | $313862.40    | 0.03%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     1123000 | PA      | $762446.81    | 0.08%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CDK Global, Inc.                               | CDK Global, Inc. 2022 USD Term Loan B                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      775000 | PA      | $757725.25    | 0.08%             | 2029-07-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Albertsons LP                              | New Albertsons LP                                                                              | CUSIP: 013104AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | PA      | $443860.95    | 0.04%             | 2031-05-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                                    | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     1142000 | PA      | $802312.10    | 0.08%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | PA      | $388937.85    | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                              | Citgo Holding Inc                                                                              | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |      395000 | PA      | $395549.05    | 0.04%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED COP / SOLD USD                                                                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |           1 | NC      | $-100755.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PTC Inc                                        | PTC Inc                                                                                        | CUSIP: 69370CAC4<br>LEI: 54930050SSMU8SKDJ030 | Long             | DBT              | CORP              | US        |      351000 | PA      | $320185.71    | 0.03%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                       | Ferrellgas LP / Ferrellgas Finance Corp                                                        | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1688024.40   | 0.17%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Envision Healthcare Corp                       | Envision Healthcare Corp                                                                       | CUSIP: 29373TAA2<br>LEI: 549300OL60X0LPKY8N60 | Long             | DBT              | CORP              | US        |      835000 | PA      | $254725.10    | 0.03%             | 2026-10-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                         | Open Text Holdings Inc                                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $298552.50    | 0.03%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                | Madison IAQ LLC Term Loan                                                                      | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |      148496 | PA      | $133976.28    | 0.01%             | 2028-06-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| DIAMOND SPORTS GR/DIAMON                       | Diamond Sports Group LLC / Diamond Sports Finance Co                                           | CUSIP: 25277LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1274000 | PA      | $64986.74     | 0.01%             | 2027-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Republic of Ghana                              | Ghana Government International Bond                                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      959000 | PA      | $263725.00    | 0.03%             | 2029-05-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Par Pharmaceutical Inc                         | Par Pharmaceutical Inc                                                                         | CUSIP: 69888XAA7<br>LEI: 549300KK5WR4MGN4YT97 | Long             | DBT              | CORP              | US        |      344000 | PA      | $255220.48    | 0.03%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Team Health Holdings, Inc.                     | Team Health Holdings, Inc. 1st Lien Term Loan                                                  | CUSIP: 87817JAE8<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      612726 | PA      | $556392.02    | 0.06%             | 2024-02-06      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                                           | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     8108000 | PA      | $1735087.77   | 0.17%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                              | MDGH GMTN RSC Ltd                                                                              | CUSIP: 55285GAB0<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |      821000 | PA      | $816238.20    | 0.08%             | 2033-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                          | Freedom Mortgage Corp                                                                          | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1355000 | PA      | $1194080.20   | 0.12%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                             | PBF Holding Co LLC / PBF Finance Corp                                                          | CUSIP: 69318FAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      305000 | PA      | $301754.80    | 0.03%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings, Inc                     | Triton Water Holdings, Inc Term Loan                                                           | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |      650259 | PA      | $576376.88    | 0.06%             | 2028-03-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FIELDWOOD TR 2 WARRANTS                        | FIELDWOOD TR 2 WARRANTS                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        4402 | NS      | $22010.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIFEPT/LEGACY LIFEPT                           | RegionalCare Hospital Partners Holdings Inc / LifePoint Health Inc                             | CUSIP: 53219LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      520000 | PA      | $415324.00    | 0.04%             | 2026-12-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| FIELDWOOD TR 1 WARRANTS                        | FIELDWOOD TR 1 WARRANTS                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |        2285 | NS      | $18280.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      923000 | PA      | $586206.53    | 0.06%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Applied Systems, Inc.                          | Applied Systems, Inc. 2021 2nd Lien Term Loan                                                  | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     1000000 | PA      | $979170.00    | 0.10%             | 2025-09-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED USD / SOLD EUR                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-19302.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                           | Indonesia Treasury Bond                                                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 51781000000 | PA      | $3054240.74   | 0.30%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                               | Proofpoint, Inc. 1st Lien Term Loan                                                            | CUSIP: 74345HAB7<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |      327603 | PA      | $311222.78    | 0.03%             | 2028-08-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| SPANISH BROADCASTING SYS                       | Spanish Broadcasting System Inc                                                                | CUSIP: 846425AQ9<br>LEI: 5493005DKYB1X4C9LH64 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $689875.20    | 0.07%             | 2026-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| GRUPO-ANTOLIN IRAUSA SA                        | Grupo Antolin-Irausa SA                                                                        | CUSIP: 000000000<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |      450000 | PA      | $342561.94    | 0.03%             | 2026-04-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                       | EQM Midstream Partners LP                                                                      | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     1504000 | PA      | $1487816.96   | 0.15%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                           | Colombian TES                                                                                  | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8545200000 | PA      | $1229384.15   | 0.12%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                                             | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      205000 | PA      | $185598.80    | 0.02%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| McAfee, LLC                                    | McAfee, LLC 2018 USD Term Loan B                                                               | CUSIP: 57906PAG4<br>LEI: 549300713UKUTLV9T378 | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2024-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                            | Malaysia Government Bond                                                                       | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    17838000 | PA      | $3641736.36   | 0.36%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Finance US, Inc.                         | Crown Finance US, Inc. 2022 DIP Term Loan                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      859092 | PA      | $857485.95    | 0.09%             | 2023-09-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DITECH HOLDING CORPORATION                     | Ditech Holding Corporation 2013 Term Loan                                                      | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |      213611 | PA      | $24565.24     | 0.00%             | 2023-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| TELECOM ITALIA CAPITAL                         | Telecom Italia Capital SA                                                                      | CUSIP: 87927VAM0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      376000 | PA      | $274058.88    | 0.03%             | 2034-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quorum Health Corporation                      | Quorum Health Corporation 2020 Term Loan                                                       | CUSIP: 74909HAE9<br>LEI: 549300PO3E4YREFT1I57 | Long             | LON              | CORP              | US        |       61892 | PA      | $41274.86     | 0.00%             | 2025-04-29      | Floating      | 12.03%                | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                       | Pattern Energy Operations LP / Pattern Energy Operations Inc                                   | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $2695.86      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| G-III APPAREL GROUP LTD                        | G-III Apparel Group Ltd                                                                        | CUSIP: 36237HAA9<br>LEI: 529900O5KABM3R3SFM87 | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1082136.36   | 0.11%             | 2025-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corporation                   | Filtration Group Corporation 2018 1st Lien Term Loan                                           | CUSIP: 31732FAM8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |      997283 | PA      | $974704.99    | 0.10%             | 2025-03-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Herman Miller, Inc                             | Herman Miller, Inc Term Loan B                                                                 | CUSIP: 427430AP8<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | LON              | CORP              | US        |      493136 | PA      | $466279.80    | 0.05%             | 2028-07-19      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                               | Movida Europe SA                                                                               | CUSIP: 62459LAA7<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |     1299000 | PA      | $949413.12    | 0.09%             | 2031-02-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     2007000 | PA      | $564468.75    | 0.06%             | 2034-04-07      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                        | Frontier Communications Holdings LLC                                                           | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $102185.20    | 0.01%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                            | Petroleos Mexicanos                                                                            | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      623000 | PA      | $363832.00    | 0.04%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-24

**Name of Applicant:** Goldman Sachs Trust II

**Signature:** Peter Fortner

**Name of Signer:** Peter Fortner

**Title:** Vice President