# EDGAR Filing Document

**Accession Number:** 0000906013
**File Stem:** 0001410368-25-031097
**Filing Date:** 2025-11
**Character Count:** 674919
**Document Hash:** d092e28ad852cf3ac7117bed469b4e42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-031097.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-031097

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLIANCEBERNSTEIN GLOBAL HIGH INCOME FUND INC
- **CENTRAL INDEX KEY:** 0000906013

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07732
- **FILM NUMBER:** 251522248

**BUSINESS ADDRESS:**
- **STREET 1:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE WORLD DOLLAR GOVERNMENT FUND II INC
- **DATE OF NAME CHANGE:** 19930714

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** AllianceBernstein Global High Income Fund Inc

- **b. Investment Company Act file number:** 811-07732

- **c. CIK number of Registrant:** 0000906013

- **d. LEI of Registrant:** AE2ZT9UGMEIJ7T4R5734

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

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

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

- **a. Name of Series:** AllianceBernstein Global High Income Fund Inc

- **c. LEI of Series:** AE2ZT9UGMEIJ7T4R5734

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1393526553.28

**Total Liabilities:** $400365661.15

**Net Assets:** $993160892.13

**Delayed Delivery Securities:** $14371256.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -395.86000000 | **1-Year:** -5743.90000000 | **5-Year:** -24150.22000000 | **10-Year:** -17712.51000000 | **30-Year:** -4333.35000000

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

- **3-Month:** -3127.36000000 | **1-Year:** -75132.87000000 | **5-Year:** -198800.88000000 | **10-Year:** -39348.18000000 | **30-Year:** -5674.34000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.42%                | 2.03%                | -0.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2671485.11             | $2827547.70                                |
| Month 2  | $-3464231.06             | $8387594.49                                |
| Month 3  | $-870675.08              | $1188924.81                                |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays Global High Yield Hedged in USD

- **Index Identifier:** LG30TRUU:IND

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OAKTREE SPECIALTY LEND                                                        | Oaktree Specialty Lending Corp                                                                                                                       | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90432.38     | 0.01%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1466000 | PA      | $1421525.06   | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                       | Jane Street Group / JSG Finance Inc                                                                                                                  | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1367000 | PA      | $1420513.62   | 0.14%             | 2033-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1910440.14   | 0.19%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET FINANCE PLC                                                       | Avis Budget Finance Plc                                                                                                                              | CUSIP: 000000000<br>LEI: 549300W3BJJPGKCIOI13 | Long             | DBT              | CORP              | JE        |      952000 | PA      | $1152786.05   | 0.12%             | 2030-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      846000 | PA      | $751673.83    | 0.08%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | Barclays PLC                                                                                                                                         | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      361000 | PA      | $404190.27    | 0.04%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      974000 | PA      | $974460.86    | 0.10%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3193000 | PA      | $3070351.60   | 0.31%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     1127000 | PA      | $1175513.68   | 0.12%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CAB                                                                           | CAB SELAS                                                                                                                                            | CUSIP: 000000000<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |     1533000 | PA      | $1683075.12   | 0.17%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      721000 | PA      | $713148.24    | 0.07%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                       | GCI LLC                                                                                                                                              | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |      405000 | PA      | $393772.07    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clear Street LLC                                                              | REV RC CLEAR 3.750% 07/29/27                                                                                                                         | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Short            | RA               | CORP              | US        |     -629280 | PA      | $-629280.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                                                            | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                                                     | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |    17360112 | NS      | $17360112.10  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     1087000 | PA      | $1145834.07   | 0.12%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                            | Turkiye Ihracat Kredi Bankasi AS                                                                                                                     | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      502000 | PA      | $512040.00    | 0.05%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10810700 | PA      | $10605465.35  | 1.07%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                           | Station Casinos LLC                                                                                                                                  | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |      516000 | PA      | $507318.42    | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust                                        | Residential Asset Securitization Trust 2006-A8                                                                                                       | CUSIP: 761119AS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126229 | PA      | $52778.82     | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                          | Neptune Bidco US Inc                                                                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |      545000 | PA      | $535035.32    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                                           | Lightning Power LLC                                                                                                                                  | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |      225000 | PA      | $238327.31    | 0.02%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      677000 | PA      | $662447.52    | 0.07%             | 2035-02-15      | Fixed         | 7.25%                 | 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              | XX        |      555000 | PA      | $534827.48    | 0.05%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                      | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      186000 | PA      | $226320.64    | 0.02%             | 2030-05-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      313359 | PA      | $277805.41    | 0.03%             | 2030-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1227000 | PA      | $1190312.70   | 0.12%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                                              | Armor Holdco Inc                                                                                                                                     | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |     1967000 | PA      | $1955777.32   | 0.20%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                                                         | Crown Americas LLC / Crown Americas Capital Corp V                                                                                                   | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      207000 | PA      | $206255.95    | 0.02%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      541000 | PA      | $534001.39    | 0.05%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                            | Advance Auto Parts Inc                                                                                                                               | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     3924000 | PA      | $4041467.29   | 0.41%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                                                        | Nassau Cos of New York/The                                                                                                                           | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      396000 | PA      | $404839.26    | 0.04%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      255000 | PA      | $296435.69    | 0.03%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                                           | Allegiant Travel Co                                                                                                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      986000 | PA      | $998308.74    | 0.10%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      412000 | PA      | $397432.28    | 0.04%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC Group Inc                                                                                                                                        | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       83000 | PA      | $86432.00     | 0.01%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                                        | Ritchie Bros Holdings Inc                                                                                                                            | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |      452000 | PA      | $462329.54    | 0.05%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $693184.23    | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                  | Calpine Corp                                                                                                                                         | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      206000 | PA      | $204076.57    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE LLC                                                        | Shutterfly Finance LLC                                                                                                                               | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6983 | PA      | $7029.05      | 0.00%             | 2027-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                                       | Rfna LP                                                                                                                                              | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |      354000 | PA      | $363136.38    | 0.04%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                             | Chariot Buyer LLC Refinancing Term Loan (First Lien)                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      154014 | PA      | $154078.69    | 0.02%             | 2032-09-08      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                             | INEOS FINANCE PLC /EUR/ REGD 144A P/P                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      527000 | PA      | $617856.67    | 0.06%             | 2031-03-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                                                                                                  | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      218000 | PA      | $219744.00    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                                                 | Nordstrom Inc                                                                                                                                        | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      741000 | PA      | $547183.35    | 0.06%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                             | DISH Network Corp                                                                                                                                    | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       69000 | PA      | $73032.19     | 0.01%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                                                                                                  | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      403000 | PA      | $443011.94    | 0.04%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      495000 | PA      | $512034.24    | 0.05%             | 2033-01-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $414.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      894000 | PA      | $924427.12    | 0.09%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                                      | Saks Global Enterprises LLC                                                                                                                          | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      433950 | PA      | $224981.00    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                      | Discovery Communications LLC                                                                                                                         | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      910000 | PA      | $843008.42    | 0.08%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1786000 | PA      | $1712787.29   | 0.17%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      342000 | PA      | $341881.96    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                                      | Clear Channel Outdoor Holdings Inc                                                                                                                   | CUSIP: 18453HAG1<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |      982000 | PA      | $1016338.45   | 0.10%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $201282.80    | 0.02%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |     1885000 | PA      | $2056583.26   | 0.21%             | 2030-08-23      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                         | CUSIP: 32053LAF9<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |       70374 | PA      | $5923.99      | 0.00%             | 2037-04-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3159000 | PA      | $3439772.90   | 0.35%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CHAMP ACQUISITION CORP                                                        | Champ Acquisition Corp                                                                                                                               | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $399356.66    | 0.04%             | 2031-12-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      460000 | PA      | $342672.74    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                                              | AmWINS Group Inc                                                                                                                                     | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      479000 | PA      | $488442.18    | 0.05%             | 2029-02-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                             | EUSHI Finance Inc                                                                                                                                    | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      361000 | PA      | $378871.44    | 0.04%             | 2054-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      849000 | PA      | $838438.52    | 0.08%             | 2030-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                           | Turkiye Government International Bond                                                                                                                | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      580000 | PA      | $583841.28    | 0.06%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                                                     | Arko Corp                                                                                                                                            | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1035000 | PA      | $878392.01    | 0.09%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                                        | Calderys Financing LLC                                                                                                                               | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1792255.41   | 0.18%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      383000 | PA      | $383718.13    | 0.04%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                    | Tronox Inc                                                                                                                                           | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      700000 | PA      | $685810.54    | 0.07%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                | NCR Voyix Corp                                                                                                                                       | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      105000 | PA      | $103435.13    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      493000 | PA      | $426031.89    | 0.04%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      352000 | PA      | $347245.82    | 0.03%             | 2026-06-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                    | Phinia Inc                                                                                                                                           | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1021306.22   | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VELOCITY VEHICLE GROUP                                                        | Velocity Vehicle Group LLC                                                                                                                           | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      682000 | PA      | $683871.49    | 0.07%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AG TTMT ESCROW ISSUER                                                         | AG TTMT Escrow Issuer LLC                                                                                                                            | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      784000 | PA      | $800903.04    | 0.08%             | 2027-09-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                | TransDigm Inc. New Tranche J Term Loan                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      287550 | PA      | $287363.04    | 0.03%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                             | Motion Finco Sarl                                                                                                                                    | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      268000 | PA      | $231290.50    | 0.02%             | 2032-01-27      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                     | Forvia SE                                                                                                                                            | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |     2949000 | PA      | $2989211.33   | 0.30%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $158024.33    | 0.02%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                                                      | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                                                                                                     | CUSIP: 84859BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      407061 | PA      | $172586.05    | 0.02%             | 2030-03-12      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                          | Vermilion Energy Inc                                                                                                                                 | CUSIP: 923725AD7<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      178000 | PA      | $173942.83    | 0.02%             | 2030-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                      | Summit Midstream Holdings LLC                                                                                                                        | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1045090.55   | 0.11%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan Trust                                           | CitiMortgage Alternative Loan Trust Series 2007-A3                                                                                                   | CUSIP: 12567AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      334112 | PA      | $293201.99    | 0.03%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                                   | Tenneco Inc                                                                                                                                          | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     2795000 | PA      | $2798679.59   | 0.28%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GREENKO WIND PROJECTS MU                                                      | Greenko Wind Projects Mauritius Ltd                                                                                                                  | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |      697000 | PA      | $709894.50    | 0.07%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 3.000% 08/19/27                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -526048 | PA      | $-526048.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| VF CORP                                                                       | VF Corp                                                                                                                                              | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     1880000 | PA      | $1654464.15   | 0.17%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                 | Tidewater Inc                                                                                                                                        | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |      395000 | PA      | $423371.78    | 0.04%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                      | HPS Corporate Lending Fund                                                                                                                           | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |       84000 | PA      | $86735.62     | 0.01%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MEDCO MAPLE TREE PTE LTD                                                      | Medco Maple Tree Pte Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |      565000 | PA      | $590425.00    | 0.06%             | 2029-04-27      | Fixed         | 8.96%                 | No            |                  2 | On Loan: No      |
| ModivCare, Inc.                                                               | ModivCare, Inc. Amendment No. 5 Incremental Term Loan                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      188328 | PA      | $80039.38     | 0.01%             | 2026-01-12      | Floating      | 13.78%                | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                     | Aegon Ltd                                                                                                                                            | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |      329000 | PA      | $331832.03    | 0.03%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                            | Rithm Capital Corp                                                                                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |      345000 | PA      | $353092.63    | 0.04%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INTERNATIONA                                                      | Weatherford International Ltd                                                                                                                        | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |     1212000 | PA      | $1213095.51   | 0.12%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUENENTHAL GMBH                                                              | Gruenenthal GmbH                                                                                                                                     | CUSIP: 000000000<br>LEI: 529900SH895E31PGLA72 | Long             | DBT              | CORP              | DE        |     1067000 | PA      | $1318046.30   | 0.13%             | 2030-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $159.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      835000 | PA      | $847262.60    | 0.09%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      131000 | PA      | $122537.40    | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | UNITED GROUP BV /EUR/ REGD V/R 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      539000 | PA      | $634465.67    | 0.06%             | 2029-02-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      716000 | PA      | $664046.32    | 0.07%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                        | XPLR Infrastructure Operating Partners LP                                                                                                            | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      320000 | PA      | $328401.26    | 0.03%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       86000 | PA      | $88105.16     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                      | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                                   | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |      284000 | PA      | $278939.28    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                                      | Cougar JV Subsidiary LLC                                                                                                                             | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2172000 | PA      | $2311354.89   | 0.23%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                      | Lindblad Expeditions LLC                                                                                                                             | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |      925000 | PA      | $942902.62    | 0.09%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1463774 | PA      | $1556377.80   | 0.16%             | 2029-01-25      | Floating      | 14.72%                | No            |                  2 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                       | Acu Petroleo Luxembourg Sarl                                                                                                                         | CUSIP: 00110RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      485423 | PA      | $494524.74    | 0.05%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                                                      | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL                                                                     | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |      119000 | PA      | $119003.15    | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                       | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                                                            | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |       19000 | PA      | $19774.06     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS36UO7   CDX 2I667KMH8 05.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS36UO7   CDX 2I667KMH8 05.000 SP 12/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | XX        |    46230000 | OU      | $5849650.77   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                            | Voyager Parent LLC                                                                                                                                   | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     2094000 | PA      | $2214408.39   | 0.22%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                                            | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      739000 | PA      | $729182.58    | 0.07%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                                             | Vibrantz Technologies Inc                                                                                                                            | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |     1073000 | PA      | $611897.70    | 0.06%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STYROLUTION                                                                   | INEOS Styrolution Ludwigshafen GmbH                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |      104000 | PA      | $119639.39    | 0.01%             | 2027-01-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REVERSE REPO CONTRACT U S_____ THE BANK                                                                                                              | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -248188 | PA      | $-248187.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                          | Dycom Industries Inc                                                                                                                                 | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      415000 | PA      | $405255.06    | 0.04%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | Adani Electricity Mumbai Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      361000 | PA      | $339340.00    | 0.03%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                      | SLM Corp                                                                                                                                             | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      188000 | PA      | $184610.79    | 0.02%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | Buckeye Partners LP                                                                                                                                  | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1493000 | PA      | $1546688.50   | 0.16%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 000000000<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      305909 | PA      | $375913.38    | 0.04%             | 2028-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1633000 | PA      | $1690868.36   | 0.17%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                      | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                                                                                     | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      218902 | PA      | $232517.84    | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CWT TRAVEL GROUP INC                                                          | CWT TRAVEL GROUP INC                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3766 | NS      | $15064.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7456.02      | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                                                 | CommScope LLC                                                                                                                                        | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      628000 | PA      | $650081.93    | 0.07%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      310000 | PA      | $308371.21    | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                         | Mexico Government International Bond                                                                                                                 | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      555000 | PA      | $554445.00    | 0.06%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                          | Beacon Mobility Corp                                                                                                                                 | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1348385.34   | 0.14%             | 2030-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                                                        | Cushman & Wakefield US Borrower LLC                                                                                                                  | CUSIP: 23166MAC7<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |      544000 | PA      | $582580.23    | 0.06%             | 2031-09-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                                    | Air Canada                                                                                                                                           | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      845000 | PA      | $837210.01    | 0.08%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                                                            | SunCoke Energy Inc                                                                                                                                   | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |      414000 | PA      | $387083.14    | 0.04%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                             | Clean Harbors Inc                                                                                                                                    | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      497000 | PA      | $496150.38    | 0.05%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jefferies LLC                                                                 | REV RC JEFFER 3.250% 09/30/27                                                                                                                        | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Short            | RA               | CORP              | US        |     -206550 | PA      | $-206550.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $15721.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | Las Vegas Sands Corp                                                                                                                                 | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      702000 | PA      | $731065.72    | 0.07%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      438000 | PA      | $464408.52    | 0.05%             | 2029-02-21      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1250499.71   | 0.13%             | 2033-03-05      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RENO DE MEDICI SPA                                                            | Reno de Medici SpA                                                                                                                                   | CUSIP: 000000000<br>LEI: 815600D6907FE7116F38 | Long             | DBT              | CORP              | IT        |      960000 | PA      | $869178.32    | 0.09%             | 2029-04-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority                                                      | PUBLIC FIN AUTH WI REVENUE                                                                                                                           | CUSIP: 74442PSF3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |     1435000 | PA      | $1323779.46   | 0.13%             | 2041-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD SEK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-15.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      782000 | PA      | $801315.40    | 0.08%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      206000 | PA      | $203981.12    | 0.02%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                      | PM General Purchaser LLC                                                                                                                             | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2604000 | PA      | $2262171.80   | 0.23%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| KAPLA HOLDING SAS                                                             | KAPLA HOLDING SAS /EUR/ REGD 144A P/P                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1406000 | PA      | $1667765.58   | 0.17%             | 2031-04-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CNH / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CN        |           1 | NC      | $-79.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOAT HOLDCO LLC                                                               | Goat Holdco LLC                                                                                                                                      | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      647000 | PA      | $664904.20    | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                        | DIRECTV Financing, LLC 2024 Refinancing Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1485843 | PA      | $1486927.70   | 0.15%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                           | Minejesa Capital BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |      819169 | PA      | $815072.96    | 0.08%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                                          | Cascades Inc/Cascades USA Inc                                                                                                                        | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      426000 | PA      | $433391.10    | 0.04%             | 2030-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                           | PACHELBEL BIDCO SPA /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      734000 | PA      | $926640.12    | 0.09%             | 2031-05-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                          | GrubHub Holdings Inc                                                                                                                                 | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      111635 | PA      | $111021.08    | 0.01%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                       | Howard Midstream Energy Partners LLC                                                                                                                 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $52908.58     | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                         | Transocean Aquila Ltd                                                                                                                                | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      778754 | PA      | $801269.44    | 0.08%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colossus Acquireco LLC                                                        | Colossus Acquireco LLC Term Loan B                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700000 | PA      | $695513.00    | 0.07%             | 2032-07-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                           | Inversiones CMPC SA                                                                                                                                  | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |      453000 | PA      | $471167.62    | 0.05%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XEJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1543780 | PA      | $1650957.22   | 0.17%             | 2029-05-25      | Floating      | 13.97%                | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                          | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      990000 | PA      | $1064091.60   | 0.11%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XBQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      668069 | PA      | $694042.62    | 0.07%             | 2028-08-25      | Floating      | 16.22%                | No            |                  2 | On Loan: No      |
| TURKIYE VAKIFLAR BANKASI                                                      | Turkiye Vakiflar Bankasi TAO                                                                                                                         | CUSIP: 90015WAM5<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      465000 | PA      | $500772.45    | 0.05%             | 2028-10-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                         | Transnet/South Africa                                                                                                                                | CUSIP: 000000000<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |      570000 | PA      | $600848.40    | 0.06%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $790007.96    | 0.08%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      247000 | PA      | $251549.49    | 0.03%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                      | Israel Electric Corp Ltd                                                                                                                             | CUSIP: 000000000<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |      871000 | PA      | $856645.92    | 0.09%             | 2028-08-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 000000000<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      709000 | PA      | $723412.86    | 0.07%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                      | Main Street Capital Corp                                                                                                                             | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |       58000 | PA      | $59293.62     | 0.01%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CNH                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-233.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                           | Altice Financing SA                                                                                                                                  | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      516000 | PA      | $403231.51    | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1328000 | PA      | $1056038.42   | 0.11%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | Energy Transfer LP                                                                                                                                   | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1494000 | PA      | $1597720.56   | 0.16%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                        | Radiology Partners Inc                                                                                                                               | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      471000 | PA      | $489900.00    | 0.05%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO Distribution Inc                                                                                                                               | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      441000 | PA      | $457102.61    | 0.05%             | 2033-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARAMARK INTL FINANCE                                                          | Aramark International Finance Sarl                                                                                                                   | CUSIP: 000000000<br>LEI: 5493006HLPNGDDC12P30 | Long             | DBT              | CORP              | LU        |      438000 | PA      | $514608.37    | 0.05%             | 2033-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSTED INDUSTRIES                                                             | Amsted Industries Inc                                                                                                                                | CUSIP: 032177AK3<br>LEI: N2VLGYMEEBIU3PFSUY86 | Long             | DBT              | CORP              | US        |      206000 | PA      | $211621.21    | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-HY12                                                                                                                     | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      367426 | PA      | $343908.82    | 0.03%             | 2036-08-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CURO SVP LLC REGD                                                             | CURO SVP LLC REGD                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2518190 | PA      | $2493008.28   | 0.25%             | 2027-08-02      | Fixed         | 18.00%                | No            |                  3 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | MILLER HOMES GROUP FIN /EUR/ REGD V/R 144A P/P                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      306000 | PA      | $364560.80    | 0.04%             | 2030-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      582000 | PA      | $590342.81    | 0.06%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      405000 | PA      | $404875.84    | 0.04%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHC Group LLC                                                                 | CHC Group LLC                                                                                                                                        | CUSIP: 12550E405<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       21009 | NS      | $4.20         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO Distribution Inc                                                                                                                               | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      579000 | PA      | $602399.91    | 0.06%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      983000 | PA      | $1020445.41   | 0.10%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     1027000 | PA      | $1068243.68   | 0.11%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1954000 | PA      | $1924864.67   | 0.19%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $-26258.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                            | Advance Auto Parts Inc                                                                                                                               | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      967000 | PA      | $997295.77    | 0.10%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | FLUTTER TREASURY DAC /GBP/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      463000 | PA      | $626898.09    | 0.06%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JSW INFRASTRUCTURE                                                            | JSW Infrastructure Ltd                                                                                                                               | CUSIP: 46654XAA7<br>LEI: 3358003E3YFK92C9WX80 | Long             | DBT              | CORP              | IN        |      204000 | PA      | $204765.00    | 0.02%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                                       | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC                                                                              | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1083000 | PA      | $1136845.32   | 0.11%             | 2031-03-18      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      468000 | PA      | $502615.47    | 0.05%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Q-PARK HOLDING I BV                                                           | Q-PARK HOLDING I BV /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      556000 | PA      | $674457.58    | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                                              | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                                          | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      327000 | PA      | $321530.66    | 0.03%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALTA EQUIPMENT GROUP                                                          | Alta Equipment Group Inc                                                                                                                             | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37378.61     | 0.00%             | 2029-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | Nabors Industries Inc                                                                                                                                | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      839000 | PA      | $851899.92    | 0.09%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                                             | Clean Harbors Inc                                                                                                                                    | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     1751000 | PA      | $1766722.67   | 0.18%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     1706000 | PA      | $1674842.55   | 0.17%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PT SORIK MAR GEO POW                                                          | Sorik Marapi Geothermal Power PT                                                                                                                     | CUSIP: 74390TAA7<br>LEI: 254900OW9VKG09S8C597 | Long             | DBT              | CORP              | ID        |      403326 | PA      | $413005.82    | 0.04%             | 2031-08-05      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      841000 | PA      | $812684.78    | 0.08%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 000000000<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      209000 | PA      | $218448.80    | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       90000 | PA      | $85926.84     | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      230000 | PA      | $230402.50    | 0.02%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                           | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104307.70    | 0.01%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-9 Trust                                                                       | CUSIP: 93935WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1178332 | PA      | $315381.86    | 0.03%             | 2036-10-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| LABL INC                                                                      | LABL Inc                                                                                                                                             | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |      547000 | PA      | $424013.85    | 0.04%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      423000 | PA      | $323510.40    | 0.03%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROLLER BEARING CO OF AME                                                      | Roller Bearing Co of America Inc                                                                                                                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |      143000 | PA      | $139039.98    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AQ4<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      400000 | PA      | $435500.00    | 0.04%             | 2028-10-16      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                                      | Connect Finco SARL / Connect US Finco LLC                                                                                                            | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      312000 | PA      | $328099.20    | 0.03%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                                           | Jazz Securities DAC                                                                                                                                  | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     1835000 | PA      | $1787081.91   | 0.18%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                      | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                                      | CUSIP: 000000000<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      192000 | PA      | $200668.80    | 0.02%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                          | Cleveland-Cliffs Inc                                                                                                                                 | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      700000 | PA      | $721308.98    | 0.07%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                    | Weber-Stephen Products LLC Initial Term B Loan                                                                                                       | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      505121 | PA      | $499438.07    | 0.05%             | 2027-10-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                                      | AmeriTex HoldCo Intermediate LLC                                                                                                                     | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1261000 | PA      | $1313569.44   | 0.13%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-42                                                                                                                       | CUSIP: 02148YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      428769 | PA      | $233385.25    | 0.02%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                                             | Seagate Data Storage Technology Pte Ltd                                                                                                              | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      632000 | PA      | $611460.00    | 0.06%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US ULTRA BOND CBT DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           1 | NC      | $968.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Atlas Buyer, Inc.                                                          | CP Atlas Buyer, Inc. 2025 Term B Loan                                                                                                                | CUSIP: 000000000<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |      420000 | PA      | $410550.00    | 0.04%             | 2030-07-08      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1803000 | PA      | $1712157.27   | 0.17%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNG HOLDINGS INC                                                              | CNG Holdings Inc                                                                                                                                     | CUSIP: 12612DAK2<br>LEI: 5493007UWN8DW8ZWF476 | Long             | DBT              | CORP              | US        |      794000 | PA      | $714610.80    | 0.07%             | 2026-06-30      | Fixed         | 14.50%                | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                               | ZF Finance GmbH                                                                                                                                      | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1034609.63   | 0.10%             | 2027-05-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      258000 | PA      | $259032.00    | 0.03%             | 2027-02-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      622000 | PA      | $657800.55    | 0.07%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Modivcare, Inc.                                                               | Modivcare, Inc. Term Loan                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1311670 | PA      | $590251.39    | 0.06%             | 2031-07-01      | Floating      | 13.05%                | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO VERWALTUNGS GMBH /EUR/ REGD 144A P/P                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      511000 | PA      | $635267.68    | 0.06%             | 2029-10-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 000000000<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      215000 | PA      | $213333.75    | 0.02%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1263910.46   | 0.13%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                | 1261229 BC Ltd                                                                                                                                       | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1728000 | PA      | $1774571.02   | 0.18%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                                                       | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285000 | PA      | $289749.44    | 0.03%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                           | JP Morgan Madison Avenue Securities Trust Series 2015-1                                                                                              | CUSIP: 46645DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      316645 | PA      | $328116.55    | 0.03%             | 2025-10-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2060606 | PA      | $2267210.87   | 0.23%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      314000 | PA      | $307281.88    | 0.03%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                          | OneMain Finance Corp                                                                                                                                 | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      700000 | PA      | $701091.69    | 0.07%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                                                 | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      878000 | PA      | $735508.77    | 0.07%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                                       | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      267000 | PA      | $258571.24    | 0.03%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                   | Rad CLO 11 Ltd                                                                                                                                       | CUSIP: 48662PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      354788 | PA      | $355123.63    | 0.04%             | 2034-04-15      | Floating      | 10.83%                | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                                                         | Investment Energy Resources Ltd                                                                                                                      | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |      403000 | PA      | $399876.75    | 0.04%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS37288   CDX 2I65BRAD5 05.000 SP 12/20/2030 MSNYUS33XXX FIXED / Short: IS37288   CDX 2I65BRAD5 05.000 SP 12/20/2030 MSNYUS33XXX FLOAT         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    67140000 | OU      | $5268004.48   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      274000 | PA      | $289770.66    | 0.03%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAD8<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      263000 | PA      | $273052.16    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      827000 | PA      | $794316.04    | 0.08%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XBF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      657778 | PA      | $660238.41    | 0.07%             | 2028-04-25      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                            | Osaic Holdings Inc                                                                                                                                   | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      179000 | PA      | $185585.20    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CZK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $192.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      290000 | PA      | $284080.26    | 0.03%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD AUD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-571.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2140000 | PA      | $2270411.60   | 0.23%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                                       | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                                                         | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $74354.16     | 0.01%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $72.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                         | Nickel Industries Ltd                                                                                                                                | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |      269000 | PA      | $272537.22    | 0.03%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                         | McGraw-Hill Education Inc                                                                                                                            | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |      639000 | PA      | $638327.73    | 0.06%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                                                        | Sable International Finance Ltd                                                                                                                      | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      688000 | PA      | $697693.38    | 0.07%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                         | Panama Government International Bonds                                                                                                                | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      447000 | PA      | $493264.50    | 0.05%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 000000000<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1223000 | PA      | $1437924.00   | 0.14%             | 2031-06-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD AUD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-323.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      555000 | PA      | $576645.00    | 0.06%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                            | Aegea Finance Sarl                                                                                                                                   | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |      600000 | PA      | $598015.43    | 0.06%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TITANIUM 2L BONDCO SARL                                                       | Titanium 2l Bondco Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 636700S4QMU2DWYOSF67 | Long             | DBT              | CORP              | LU        |      218400 | PA      | $66638.38     | 0.01%             | 2031-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                             | INEOS Finance PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1160000 | PA      | $1346765.79   | 0.14%             | 2029-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |      651000 | PA      | $693947.49    | 0.07%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                        | Clydesdale Acquisition Holdings Inc                                                                                                                  | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      502000 | PA      | $515697.52    | 0.05%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                      | Service Properties Trust                                                                                                                             | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     1187000 | PA      | $1205191.69   | 0.12%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                      | Service Properties Trust                                                                                                                             | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      700000 | PA      | $617094.47    | 0.06%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      366000 | PA      | $361247.88    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      575000 | PA      | $527826.78    | 0.05%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIVION INVESTMENTS                                                            | Vivion Investments Sarl                                                                                                                              | CUSIP: 000000000<br>LEI: 529900SJ7X71ESJK9N76 | Long             | DBT              |  | LU        |        2861 | PA      | $3331.06      | 0.00%             | 2029-02-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                         | Neptune BidCo US Inc. Dollar Term B Loan (First Lien)                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2058937 | PA      | $1957801.75   | 0.20%             | 2029-04-11      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                                               | Nexus Buyer LLC Amendment No.3 Incremental Term Loan                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1450000 | PA      | $1446737.50   | 0.15%             | 2032-02-16      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                 | FirstCash Inc                                                                                                                                        | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      257000 | PA      | $256942.59    | 0.03%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                       | K Hovnanian Enterprises Inc                                                                                                                          | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      700000 | PA      | $717804.17    | 0.07%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      581000 | PA      | $490240.01    | 0.05%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                                      | Burford Capital Global Finance LLC                                                                                                                   | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      424000 | PA      | $432086.47    | 0.04%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      464000 | PA      | $498452.00    | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                               | Gen Digital Inc                                                                                                                                      | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1082708.49   | 0.11%             | 2033-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       87000 | PA      | $88051.61     | 0.01%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                          | Michaels Cos Inc/The                                                                                                                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      975000 | PA      | $897732.69    | 0.09%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                                     | Crown Subsea Communications Holding, Inc. 2025 Term Loan                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1415700 | PA      | $1423132.43   | 0.14%             | 2031-01-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      808000 | PA      | $837059.18    | 0.08%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      575000 | PA      | $584082.82    | 0.06%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                        | Millicom International Cellular SA                                                                                                                   | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |      343000 | PA      | $358506.89    | 0.04%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                               | Masterbrand Inc                                                                                                                                      | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |     1031000 | PA      | $1066987.42   | 0.11%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                                      | Industrias Penoles SAB de CV                                                                                                                         | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |      386000 | PA      | $364770.00    | 0.04%             | 2049-09-12      | Fixed         | 5.65%                 | No            |                  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        |      214000 | PA      | $213788.24    | 0.02%             | 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        |     1330000 | PA      | $1275337.48   | 0.13%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                        | Group 1 Automotive Inc                                                                                                                               | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      352000 | PA      | $360173.64    | 0.04%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      947000 | PA      | $946526.50    | 0.10%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                 | EW Scripps Co/The                                                                                                                                    | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      840000 | PA      | $788371.53    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-13422.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      357000 | PA      | $344503.82    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      162000 | PA      | $153059.78    | 0.02%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOTTOMATICA GROUP SPA                                                         | Lottomatica Group Spa                                                                                                                                | CUSIP: 000000000<br>LEI: 549300R72LKEGT4EX026 | Long             | DBT              | CORP              | IT        |      493000 | PA      | $595729.89    | 0.06%             | 2031-01-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                         | Belron UK Finance PLC                                                                                                                                | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     1137000 | PA      | $1153204.00   | 0.12%             | 2029-10-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      367000 | PA      | $379203.14    | 0.04%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                               | Nissan Motor Co Ltd                                                                                                                                  | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      233000 | PA      | $219447.90    | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      540000 | PA      | $540000.00    | 0.05%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80218.09     | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                                                         | Six Flags Entertainment Corp                                                                                                                         | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |     2378000 | PA      | $2378091.10   | 0.24%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                       | Algonquin Power & Utilities Corp                                                                                                                     | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |      422000 | PA      | $413927.10    | 0.04%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $667528.45    | 0.07%             | 2028-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK REGD                                                    | ZORLU ENERJI ELEKTRIK REGD REG S                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      608000 | PA      | $556320.00    | 0.06%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities                                 | First Horizon Alternative Mortgage Securities Trust 2007-FA2                                                                                         | CUSIP: 32053LAK8<br>LEI: 549300PO80CHJL6XUB79 | Long             | ABS-MBS          | CORP              | US        |      208072 | PA      | $46985.95     | 0.00%             | 2037-04-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                              | WFRBS Commercial Mortgage Trust 2014-C25                                                                                                             | CUSIP: 92939LAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1101137 | PA      | $1060109.06   | 0.11%             | 2047-11-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     1204000 | PA      | $1235970.88   | 0.12%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-20020.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                      | Empresas Publicas de Medellin ESP                                                                                                                    | CUSIP: 000000000<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     1640000 | PA      | $1558000.00   | 0.16%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      842000 | PA      | $919269.70    | 0.09%             | 2028-03-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| KINGPIN INTERMEDIATE HO                                                       | Kingpin Intermediate Holdings LLC                                                                                                                    | CUSIP: 49579RAB4<br>LEI: 549300HRZOJTMNZCST05 | Long             | DBT              | CORP              | US        |      700000 | PA      | $666915.13    | 0.07%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                   | Rad CLO 10 Ltd                                                                                                                                       | CUSIP: 48662MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750050 | PA      | $746836.04    | 0.08%             | 2034-04-23      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     5214000 | PA      | $1985794.92   | 0.20%             | 2030-01-15      | Fixed         | 5.75%                 | 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              | CORP              | US        |       77000 | PA      | $76147.75     | 0.01%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| K2016470260 SA LTD                                                            | K2016470260 SA LTD 25% PIK 31/12/2022 USD1'A1'                                                                                                       | CUSIP: 000000000<br>LEI: 3789003E1C22310B3356 | Long             | ABS-O            | CORP              | ZA        |      770975 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 25.00%                | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NZD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $454.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |           1 | NC      | $-6.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                                                      | Hazine Mustesarligi Varlik Kiralama AS                                                                                                               | CUSIP: 421790AN6<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     1269000 | PA      | $1312372.20   | 0.13%             | 2030-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-3                                                                                                                        | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58828 | PA      | $52876.10     | 0.01%             | 2047-05-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                              | AMC Networks Inc                                                                                                                                     | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     2108000 | PA      | $2222133.99   | 0.22%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      773000 | PA      | $754212.30    | 0.08%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2212000 | PA      | $2327584.63   | 0.23%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G-1 PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        3071 | NS      | $69865.25     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Liberty Mutual Group Inc                                                      | Liberty Mutual Group Inc                                                                                                                             | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     2187000 | PA      | $2503852.49   | 0.25%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                      | Focus Financial Partners LLC                                                                                                                         | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |      850000 | PA      | $871004.04    | 0.09%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                         | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                                                             | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1503000 | PA      | $1503646.08   | 0.15%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                                                            | Saavi Energia Sarl                                                                                                                                   | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |      490000 | PA      | $527558.30    | 0.05%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2006-QS18 Trust                                                                                                                          | CUSIP: 74922RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1389315 | PA      | $172924.03    | 0.02%             | 2036-12-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                         | Mineral Resources Ltd                                                                                                                                | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $506052.36    | 0.05%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       82000 | PA      | $83565.27     | 0.01%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                              | ITT Holdings LLC                                                                                                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     2335000 | PA      | $2295551.60   | 0.23%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 302ESCAD0<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |     2940060 | PA      | $0.03         | 0.00%             | 2025-12-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                                                      | Jaguar Land Rover Automotive PLC                                                                                                                     | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |      780000 | PA      | $769577.45    | 0.08%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                      | Occidental Petroleum Corp                                                                                                                            | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |        4000 | PA      | $4487.41      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                                                         | QXO Building Products Inc                                                                                                                            | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     1602000 | PA      | $1663392.44   | 0.17%             | 2032-04-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1623000 | PA      | $1599701.54   | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $182160.47    | 0.02%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1430510.09   | 0.14%             | 2062-03-30      | Fixed         | 6.38%                 | 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        |      761000 | PA      | $760401.47    | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                                                        | Planet Financial Group LLC                                                                                                                           | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $278527.81    | 0.03%             | 2029-12-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| RealTruck Group, Inc.                                                         | RealTruck Group, Inc. Second Amendment Incremental Term Loan                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1022217 | PA      | $949383.69    | 0.10%             | 2028-01-31      | Floating      | 9.28%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                       | Light & Wonder International Inc                                                                                                                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      700000 | PA      | $701100.32    | 0.07%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust, LLC                                             | Wachovia Mortgage Loan Trust Series 2006-ALT1                                                                                                        | CUSIP: 92978GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4568450 | PA      | $1555628.56   | 0.16%             | 2037-01-25      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      710000 | PA      | $650380.16    | 0.07%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1215055.46   | 0.12%             | 2031-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                                        | Delek Logistics Partners LP / Delek Logistics Finance Corp                                                                                           | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1358816.55   | 0.14%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BBFI LIQUIDATING TRUST                                                        | BBFI Liquidating Trust                                                                                                                               | CUSIP: 07335VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      779899 | PA      | $0.01         | 0.00%             | 2099-12-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NEWELL BRANDS INC                                                             | Newell Brands Inc                                                                                                                                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1092256.15   | 0.11%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       17369 | PA      | $9092.67      | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS36GY9   CDS US91087BAC46 01.000 BP 12/20/2030 MSNYUS33XXX FLOAT / Short: IS36GY9   CDS US91087BAC46 01.000 BP 12/20/2030 MSNYUS33XXX FIXED   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2440000 | OU      | $-10412.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                         | Rackspace Finance LLC                                                                                                                                | CUSIP: 75008WAA1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     3030300 | PA      | $1274178.76   | 0.13%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       93000 | PA      | $89094.25     | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      291000 | PA      | $289285.40    | 0.03%             | 2032-03-19      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |           1 | NC      | $1047.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAJ0<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      940000 | PA      | $971054.89    | 0.10%             | 2028-06-03      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                         | Guatemala Government Bond                                                                                                                            | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      420000 | PA      | $436800.00    | 0.04%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                  | MPH Acquisition Holdings LLC Exchange First Out Term Loan                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      342573 | PA      | $341116.59    | 0.03%             | 2030-12-31      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |      320000 | PA      | $270539.76    | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                                                                                                    | CUSIP: 000000000<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1595000 | PA      | $1881741.54   | 0.19%             | 2029-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                                       | Starwood Property Trust Inc                                                                                                                          | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      700000 | PA      | $698042.91    | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                            | Bausch + Lomb Corp                                                                                                                                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     3238000 | PA      | $3379097.15   | 0.34%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                       | Great Canadian Gaming Corp/Raptor LLC                                                                                                                | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |     1195000 | PA      | $1181376.87   | 0.12%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                 | CoreWeave Inc                                                                                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      259000 | PA      | $267481.15    | 0.03%             | 2030-05-19      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                        | Gran Tierra Energy Inc                                                                                                                               | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      806000 | PA      | $679055.00    | 0.07%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                       | VZ Secured Financing BV                                                                                                                              | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     1438000 | PA      | $1305636.20   | 0.13%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1656000 | PA      | $1454388.57   | 0.15%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD SEK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-149.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     2802000 | PA      | $1187907.90   | 0.12%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      448000 | PA      | $423982.32    | 0.04%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                        | Turkiye Government International Bonds                                                                                                               | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |      377000 | PA      | $367763.50    | 0.04%             | 2030-03-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                        | Group 1 Automotive Inc                                                                                                                               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1632478.01   | 0.16%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA, National Association                                           | PURCHASED USD / SOLD IDR                                                                                                                             | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |           1 | NC      | $761.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      439000 | PA      | $445279.71    | 0.04%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                                                                                                  | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      331000 | PA      | $297039.40    | 0.03%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                          | Boots Group Finco LP                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |      697000 | PA      | $840500.44    | 0.08%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     1784000 | PA      | $1722888.30   | 0.17%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       79000 | PA      | $81413.76     | 0.01%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CT INVESTMENT GMBH                                                            | CT Investment GmbH                                                                                                                                   | CUSIP: 000000000<br>LEI: 529900VYBTC7HKBCNB72 | Long             | DBT              | CORP              | DE        |      516000 | PA      | $628763.52    | 0.06%             | 2030-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                   | Freddie Mac REMICS                                                                                                                                   | CUSIP: 3137FERY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6468597 | PA      | $1203551.71   | 0.12%             | 2048-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $940909.56    | 0.09%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      951674 | PA      | $992079.69    | 0.10%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                           | Churchill Downs Inc                                                                                                                                  | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      491000 | PA      | $484870.41    | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIKA INTI ENERGI PT                                                         | Indika Energy Tbk PT                                                                                                                                 | CUSIP: 69369KAA3<br>LEI: 254900YVKE6BJ1I4V036 | Long             | DBT              | CORP              | ID        |      476000 | PA      | $476280.84    | 0.05%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PANAMA NOTAS DEL TESORO                                                       | Panama Notas del Tesoro                                                                                                                              | CUSIP: 000000000<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      468000 | PA      | $464592.96    | 0.05%             | 2026-04-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      303000 | PA      | $275801.70    | 0.03%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      145000 | PA      | $140979.07    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      444332 | PA      | $465336.68    | 0.05%             | 2028-09-25      | Floating      | 16.72%                | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                        | XPLR Infrastructure Operating Partners LP                                                                                                            | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      279000 | PA      | $274941.04    | 0.03%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                                      | Compass Minerals International Inc                                                                                                                   | CUSIP: 20451NAJ0<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      406000 | PA      | $424811.40    | 0.04%             | 2030-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                           | Cosan Luxembourg SA                                                                                                                                  | CUSIP: 22113AAB1<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |      461000 | PA      | $455237.50    | 0.05%             | 2029-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Veritas US Inc.                                                               | Veritas US Inc. Dollar Term Loan B                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      346743 | PA      | $349923.02    | 0.04%             | 2029-12-09      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      930000 | PA      | $703061.40    | 0.07%             | 2046-01-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CHF / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CH        |           1 | NC      | $-144.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                    | Akbank TAS                                                                                                                                           | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |      263000 | PA      | $275492.50    | 0.03%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1998000 | PA      | $1809938.25   | 0.18%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                      | Viridien                                                                                                                                             | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      452000 | PA      | $463408.09    | 0.05%             | 2030-09-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1060514 | PA      | $853591.95    | 0.09%             | 2030-01-15      | Fixed         | 12.75%                | 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        |      373000 | PA      | $366663.35    | 0.04%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINUUM GRN SPV CO-ISS                                                      | Continuum Green Energy India Pvt / Co-Issuers                                                                                                        | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      266202 | PA      | $281921.23    | 0.03%             | 2033-06-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NOK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NO        |           1 | NC      | $-19.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      549000 | PA      | $514942.07    | 0.05%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA A      SHARES                                         | K201640219 SOUTH AFRICA A      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    12695187 | NS      | $12.70        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED IDR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |           1 | NC      | $-736.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1187000 | PA      | $1177060.17   | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                 | Telecomunicaciones Digitales SA                                                                                                                      | CUSIP: 000000000<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |      246000 | PA      | $234843.90    | 0.02%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                       | KeyCorp                                                                                                                                              | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |       19000 | PA      | $20615.37     | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                          | M&T Bank Corp                                                                                                                                        | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165402.48    | 0.02%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                                                      | Kingston Airport Revenue Finance Ltd                                                                                                                 | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |      495000 | PA      | $510345.00    | 0.05%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1048000 | PA      | $1093986.68   | 0.11%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                                        | Clydesdale Acquisition Holdings Inc                                                                                                                  | CUSIP: 18972EAC9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |       85000 | PA      | $87360.48     | 0.01%             | 2030-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD SGD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $898.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                       | United Rentals North America Inc                                                                                                                     | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      819000 | PA      | $806579.44    | 0.08%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                   | Balboa Bay Loan Funding 2021-2 Ltd                                                                                                                   | CUSIP: 05766LAA4<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $996195.00    | 0.10%             | 2035-01-20      | Floating      | 11.19%                | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      586000 | PA      | $581263.46    | 0.06%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                            | Crown Americas LLC                                                                                                                                   | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     1036000 | PA      | $1049419.40   | 0.11%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      310000 | PA      | $326103.00    | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1559000 | PA      | $1583102.22   | 0.16%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                        | Telecom Italia Capital SA                                                                                                                            | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |      509000 | PA      | $562274.29    | 0.06%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 10YR ULTRA FUT DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          93 | NC      | $101859.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Newco, LLC                                                            | Polaris Newco, LLC Dollar Term Loan (First Lien)                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2121387 | PA      | $2042132.13   | 0.21%             | 2028-06-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| State of California                                                           | CALIFORNIA ST                                                                                                                                        | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      750000 | PA      | $922378.95    | 0.09%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| INPOST SA                                                                     | INPOST NA /EUR/ REGD 144A P/P                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      796000 | PA      | $935821.75    | 0.09%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                      | APA Corp                                                                                                                                             | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1539.29      | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                  | US Foods Inc                                                                                                                                         | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      658000 | PA      | $648936.32    | 0.07%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                       | US Acute Care Solutions LLC                                                                                                                          | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      267000 | PA      | $273418.76    | 0.03%             | 2029-05-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      619000 | PA      | $582255.19    | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                           | Synchrony Financial                                                                                                                                  | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     1896000 | PA      | $2023436.38   | 0.20%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1350000 | PA      | $1231373.03   | 0.12%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| American Tire Distributors, Inc.                                              | American Tire Distributors, Inc. Term Loan B                                                                                                         | CUSIP: 000000000<br>LEI: HZ8T88YVE2JVXJ0BTQ24 | Long             | LON              | CORP              | US        |      824421 | PA      | $164884.20    | 0.02%             | 2028-10-20      | Floating      | 14.50%                | No            |                  3 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Notes                                                                                                                                  | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      606200 | PA      | $593815.52    | 0.06%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BRIGHTLINE EAST LLC                                                           | Brightline East LLC                                                                                                                                  | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      473000 | PA      | $193922.47    | 0.02%             | 2030-01-31      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD AUD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-129.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TRINITY INDUSTRIES INC                                                        | Trinity Industries Inc                                                                                                                               | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     1388000 | PA      | $1436671.26   | 0.14%             | 2028-07-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                        | EA5HS53 K201640219 SOUTH AFRICA LTD TRANCHE D REGD/ZAR                                                                                               | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | NUSS              | ZA        |       44921 | PA      | $0.00         | 0.00%             | 2025-12-25      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |     1648000 | PA      | $1642057.64   | 0.17%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4845000 | PA      | $1700293.30   | 0.17%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                      | Medline Borrower LP/Medline Co-Issuer Inc                                                                                                            | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      189000 | PA      | $193985.40    | 0.02%             | 2029-03-19      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                                          | CITGO Petroleum Corp                                                                                                                                 | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      844000 | PA      | $880544.28    | 0.09%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| DEEPOCEAN LTD                                                                 | DEEPOCEAN LTD /EUR/ REGD 144A P/P                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      402000 | PA      | $478429.39    | 0.05%             | 2031-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Icon Parent I Inc.                                                            | Icon Parent I Inc. 2025 Term Loan (First Lien)                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1269818 | PA      | $1267633.41   | 0.13%             | 2031-11-13      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |      767000 | PA      | $787079.62    | 0.08%             | 2035-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MAXIM CRANE WORKS LLC                                                         | Maxim Crane Works Holdings Capital LLC                                                                                                               | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      377000 | PA      | $399930.24    | 0.04%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                                                       | Regatta XIX Funding Ltd                                                                                                                              | CUSIP: 75888CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      348513 | PA      | $350229.08    | 0.04%             | 2035-04-20      | Floating      | 11.21%                | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      922000 | PA      | $806719.02    | 0.08%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                      | Hess Midstream Operations LP                                                                                                                         | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $341386.73    | 0.03%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      925000 | PA      | $931736.57    | 0.09%             | 2027-04-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                                                       | Alcoa Nederland Holding BV                                                                                                                           | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $193581.52    | 0.02%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      353000 | PA      | $390021.42    | 0.04%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      958000 | PA      | $921566.54    | 0.09%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                               | Lehman XS Trust 2007-10H                                                                                                                             | CUSIP: 525237AV5<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |       87538 | PA      | $11627.83     | 0.00%             | 2037-07-25      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1492000 | PA      | $1458136.18   | 0.15%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                                                      | Wyndham Hotels & Resorts Inc                                                                                                                         | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      544000 | PA      | $531417.65    | 0.05%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260687.32    | 0.03%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NZD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |           1 | NC      | $-806.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO IIA CREDIT BACKED LOANS LTD CLASS B VARIABLE REGD P/P                     | CCO IIA CREDIT BACKED LOANS LTD CLASS B VARIABLE REGD P/P                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      162534 | PA      | $162521.86    | 0.02%             | 2036-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SM ENERGY CO                                                                  | SM Energy Co                                                                                                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      329000 | PA      | $330891.82    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                      | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                                                                                 | CUSIP: 983133AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      599000 | PA      | $599807.24    | 0.06%             | 2029-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CAD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $485.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      725000 | PA      | $735705.50    | 0.07%             | 2027-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCP V MODULAR SERVICES                                                        | BCP V Modular Services Finance PLC                                                                                                                   | CUSIP: 000000000<br>LEI: 213800K8U94KVZL98H64 | Long             | DBT              | CORP              | GB        |     1214000 | PA      | $1068158.60   | 0.11%             | 2029-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                 | JSW Steel Ltd                                                                                                                                        | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      658000 | PA      | $639248.65    | 0.06%             | 2032-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NZD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-176.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                     | Boxer Parent Company Inc. 2031 Replacement Dollar Term Loan                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1456332 | PA      | $1453142.13   | 0.15%             | 2031-07-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                           | Altice Financing SA                                                                                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     1561000 | PA      | $1172758.60   | 0.12%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      980000 | PA      | $907914.29    | 0.09%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                                       | K Hovnanian Enterprises Inc                                                                                                                          | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      592000 | PA      | $606949.50    | 0.06%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      256000 | PA      | $235739.10    | 0.02%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED MXN / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | MX        |           1 | NC      | $928.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAM3<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      812000 | PA      | $830850.58    | 0.08%             | 2030-02-04      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                                                      | Telecommunications co Telekom Srbija AD Belgrade                                                                                                     | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |      275000 | PA      | $278822.50    | 0.03%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      581000 | PA      | $499420.22    | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3772000 | PA      | $3225561.15   | 0.32%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2871516.96   | 0.29%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                                                  | Pagaya AI Debt Grantor Trust 2024-S1                                                                                                                 | CUSIP: 694963AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1204007 | PA      | $1213789.36   | 0.12%             | 2031-09-15      | Variable      | 7.29%                 | No            |                  3 | On Loan: No      |
| NATURA &CO LUX HLD SARL                                                       | Natura &Co Luxembourg Holdings Sarl                                                                                                                  | CUSIP: 000000000<br>LEI: 54930074AZRQQPMINM11 | Long             | DBT              | CORP              | LU        |     1066000 | PA      | $1021168.83   | 0.10%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                                       | ILFC E-Capital Trust II                                                                                                                              | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |     2000000 | PA      | $1705418.88   | 0.17%             | 2065-12-21      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1173000 | PA      | $1154390.41   | 0.12%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                           | Artera Services LLC                                                                                                                                  | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |      392000 | PA      | $347177.80    | 0.03%             | 2031-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                         | Nabors Industries Ltd                                                                                                                                | CUSIP: 629571AB6<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |     1042000 | PA      | $1041012.23   | 0.10%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                     | Ball Corp                                                                                                                                            | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61413.24     | 0.01%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                                       | Crescent Energy Finance LLC                                                                                                                          | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      160000 | PA      | $155793.51    | 0.02%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                | Air Lease Corp                                                                                                                                       | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1229000 | PA      | $1215099.08   | 0.12%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2651000 | PA      | $2739837.87   | 0.28%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                               | ENGINEERING SPA /EUR/ REGD 144A P/P                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      258000 | PA      | $326096.59    | 0.03%             | 2030-01-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      380000 | PA      | $402254.52    | 0.04%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                       | MPT Operating Partnership LP / MPT Finance Corp                                                                                                      | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |      555000 | PA      | $590839.41    | 0.06%             | 2032-01-29      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OT MIDCO LTD                                                                  | OT Midco Ltd                                                                                                                                         | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      451000 | PA      | $305940.15    | 0.03%             | 2030-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                   | Bear Stearns ARM Trust 2007-4                                                                                                                        | CUSIP: 07401CAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      265470 | PA      | $233364.29    | 0.02%             | 2047-06-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| ANGI GROUP LLC                                                                | ANGI Group LLC                                                                                                                                       | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2282547.22   | 0.23%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     4150000 | PA      | $4329645.08   | 0.44%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IRB Holding Corp.                                                             | IRB Holding Corp. TLB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      156414 | PA      | $156421.70    | 0.02%             | 2027-12-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| TGS ASA                                                                       | TGS ASA                                                                                                                                              | CUSIP: 87243KAA7<br>LEI: 549300NUPLAXPB0WYH90 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $205181.38    | 0.02%             | 2030-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                          | Woodside Finance Ltd                                                                                                                                 | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     1608000 | PA      | $1680930.41   | 0.17%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                              | Societe Generale SA                                                                                                                                  | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     4167000 | PA      | $4287218.28   | 0.43%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Inizio Group Limited                                                          | Inizio Group Limited Initial Dollar Term Loan (First Lien)                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |     1276000 | PA      | $1266430.00   | 0.13%             | 2028-08-19      | Floating      | 8.35%                 | No            |                  3 | On Loan: No      |
| APCOA GROUP GMBH                                                              | APCOA GROUP GMBH /EUR/ REGD 144A P/P                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      990000 | PA      | $1177000.20   | 0.12%             | 2031-03-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CURO GROUP HLDGS LLC                                                          | CURO GROUP HLDGS LLC                                                                                                                                 | CUSIP: 23132H105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      161756 | NS      | $1253609.00   | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| NEW GOLD INC                                                                  | New Gold Inc                                                                                                                                         | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      606000 | PA      | $635342.36    | 0.06%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                               | Nordea Bank Abp                                                                                                                                      | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     3065000 | PA      | $3084360.38   | 0.31%             | 2026-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      183000 | PA      | $182251.91    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                           | United Airlines Inc                                                                                                                                  | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      223000 | PA      | $219688.45    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      756000 | PA      | $808164.00    | 0.08%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                          | BCP V Modular Services Finance II PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      450000 | PA      | $504837.97    | 0.05%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                            | Iceland Bondco PLC                                                                                                                                   | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      156000 | PA      | $221887.42    | 0.02%             | 2027-12-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                      | Almaviva-The Italian Innovation Co SpA                                                                                                               | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     1162000 | PA      | $1385561.01   | 0.14%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | Las Vegas Sands Corp                                                                                                                                 | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     1381000 | PA      | $1411938.97   | 0.14%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                      | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      313000 | PA      | $311826.25    | 0.03%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                        | Blackstone Private Credit Fund                                                                                                                       | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      117000 | PA      | $114295.66    | 0.01%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                       | American Electric Power Co Inc                                                                                                                       | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      594000 | PA      | $643719.45    | 0.06%             | 2054-12-15      | Fixed         | 6.95%                 | 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        |    17785000 | PA      | $2734394.67   | 0.28%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 200447AL4<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      650000 | PA      | $640328.00    | 0.06%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC                                                           | Axon Enterprise Inc                                                                                                                                  | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     1931000 | PA      | $1985144.08   | 0.20%             | 2030-03-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                   | Enviri Corp                                                                                                                                          | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |      327000 | PA      | $324081.73    | 0.03%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                      | SGUS LLC                                                                                                                                             | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      215181 | PA      | $203685.38    | 0.02%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                      | ASP Unifrax Holdings Inc                                                                                                                             | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     2675484 | PA      | $1068308.35   | 0.11%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      584000 | PA      | $611971.61    | 0.06%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1731000 | PA      | $1691100.45   | 0.17%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REV RC THE BA 1.000% 07/22/27                                                                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |     -575812 | PA      | $-575812.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ACU PETROLEO LUXEMBOURG                                                       | Acu Petroleo Luxembourg Sarl                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      464202 | PA      | $472906.17    | 0.05%             | 2032-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                                       | Five Point Operating Co LP                                                                                                                           | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              |  | US        |     1194000 | PA      | $1211800.21   | 0.12%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                              | RALI Series 2005-QS14 Trust                                                                                                                          | CUSIP: 761118JJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      140012 | PA      | $123325.66    | 0.01%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US LONG BOND(CBT) DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -61 | NC      | $-146421.87   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM INC                                                                 | Nordstrom Inc                                                                                                                                        | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |      549000 | PA      | $516586.23    | 0.05%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                               | Madison IAQ LLC                                                                                                                                      | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     1999000 | PA      | $1974956.35   | 0.20%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials, Inc.                                           | Foundation Building Materials, Inc. Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2140000 | PA      | $2148410.20   | 0.22%             | 2031-01-29      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CNH                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-219.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                         | Encompass Health Corp                                                                                                                                | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |      204000 | PA      | $202246.05    | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO PA PACIFICO                                                       | Fideicomiso PA Pacifico Tres                                                                                                                         | CUSIP: 31574EAB6<br>LEI: 549300HPHEJ3B6YD5H05 | Long             | DBT              | CORP              | CO        | 11256000336 | PA      | $2684470.78   | 0.27%             | 2035-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     5149000 | PA      | $4720655.26   | 0.48%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $904772.82    | 0.09%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      203000 | PA      | $199099.38    | 0.02%             | 2028-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                           | Sirius XM Radio LLC                                                                                                                                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2607000 | PA      | $2520420.51   | 0.25%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                       | American Axle & Manufacturing Inc                                                                                                                    | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      350000 | PA      | $352750.83    | 0.04%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MAGNETATION LLC/FIN CORP                                                      | Magnetation LLC / Mag Finance Corp                                                                                                                   | CUSIP: 559417AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2857000 | PA      | $0.03         | 0.00%             | 2018-05-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| NEWMARK GROUP INC                                                             | Newmark Group Inc                                                                                                                                    | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     2324000 | PA      | $2496851.89   | 0.25%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1744000 | PA      | $1746162.80   | 0.18%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                      | ADANI ELECTRICITY MUMBAI REGD REG S                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |      430000 | PA      | $395542.29    | 0.04%             | 2031-07-22      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     1366000 | PA      | $819136.04    | 0.08%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      503000 | PA      | $190234.60    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                            | Braskem Idesa SAPI                                                                                                                                   | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      439000 | PA      | $259010.00    | 0.03%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DB2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      232000 | PA      | $184902.05    | 0.02%             | 2029-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMTAR CORP                                                                   | Domtar Corp                                                                                                                                          | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |      423000 | PA      | $364222.19    | 0.04%             | 2028-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                                             | NFE Financing LLC                                                                                                                                    | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6611131 | PA      | $1939350.16   | 0.20%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1289904.65   | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VERMILION ENERGY INC                                                          | Vermilion Energy Inc                                                                                                                                 | CUSIP: 923725AE5<br>LEI: 8945009D1HGCJC8M8A68 | Long             | DBT              | CORP              | CA        |      282000 | PA      | $267806.42    | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1341000 | PA      | $1389194.61   | 0.14%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                                     | TEGNA Inc                                                                                                                                            | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      333000 | PA      | $331405.19    | 0.03%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                              | GGAM Finance Ltd                                                                                                                                     | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     1069000 | PA      | $1133529.23   | 0.11%             | 2028-05-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                       | Kodiak Gas Services LLC                                                                                                                              | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      141000 | PA      | $143530.07    | 0.01%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                                                | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      454000 | PA      | $480279.30    | 0.05%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      350000 | PA      | $360249.94    | 0.04%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PAYSAFE LTD                                                                   | PAYSAFE LTD /RESTRICTED                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       10709 | NS      | $138360.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                                       | Dealer Tire LLC / DT Issuer LLC                                                                                                                      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1116000 | PA      | $1107088.97   | 0.11%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                               | Yum! Brands Inc                                                                                                                                      | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      174000 | PA      | $162615.70    | 0.02%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                                                   | Clover Holdings SPV III LLC Dollar Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      152205 | PA      | $155630.05    | 0.02%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| AZURE POWER ENERGY LTD                                                        | Azure Power Energy Ltd                                                                                                                               | CUSIP: 000000000<br>LEI: 54930051LQDFHGQMHF47 | Long             | DBT              | CORP              | MU        |      489613 | PA      | $479821.08    | 0.05%             | 2026-08-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                                                      | Baiterek National Managing Holding JSC                                                                                                               | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |      521000 | PA      | $529909.10    | 0.05%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commscope, LLC                                                                | Commscope, LLC Initial Term Loan                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2177623 | PA      | $2202121.03   | 0.22%             | 2029-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD CHF                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $153.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      178000 | PA      | $177672.67    | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1538000 | PA      | $1407289.96   | 0.14%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      303000 | PA      | $279708.44    | 0.03%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      578000 | PA      | $580863.83    | 0.06%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      845000 | PA      | $850553.97    | 0.09%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                        | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                         | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $29322.93     | 0.00%             | 2030-05-20      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                      | USA Compression Partners LP / USA Compression Finance Corp                                                                                           | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        4000 | PA      | $4001.58      | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                                                | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1440649.42   | 0.15%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1010000 | PA      | $976485.11    | 0.10%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      200000 | PA      | $200390.00    | 0.02%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                                       | CD&R Smokey Buyer Inc / Radio Systems Corp                                                                                                           | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      449000 | PA      | $353757.11    | 0.04%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                      | Allwyn Entertainment Financing UK PLC                                                                                                                | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      305000 | PA      | $347892.93    | 0.04%             | 2031-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                  | UPL Corp Ltd                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      336000 | PA      | $325164.00    | 0.03%             | 2028-03-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                | PURCHASED USD / SOLD TWD                                                                                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $461.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                   | JetBlue Airways Corporation Initial Term Loan                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1330560 | PA      | $1274011.20   | 0.13%             | 2029-08-27      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                             | CLARIOS GLOBAL LP/US FIN /EUR/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      711000 | PA      | $849898.90    | 0.09%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      827000 | PA      | $911638.28    | 0.09%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD AUD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-1014.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC Holdings PLC                                                                                                                                    | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      225000 | PA      | $263959.55    | 0.03%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2836000 | PA      | $2786759.52   | 0.28%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NOK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-97.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                                            | Niagara Energy SAC                                                                                                                                   | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |      492000 | PA      | $504240.96    | 0.05%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORAZUL ENERGY PERU SA                                                         | Orazul Energy Peru SA                                                                                                                                | CUSIP: 685948AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |      249000 | PA      | $251821.17    | 0.03%             | 2032-09-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                      | Virgin Media Secured Finance PLC                                                                                                                     | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      508000 | PA      | $479021.01    | 0.05%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1216726.35   | 0.12%             | 2027-10-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LTR Intermediate Holdings, Inc.                                               | LTR Intermediate Holdings, Inc. Initial Term Loan                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1538295 | PA      | $1530603.11   | 0.15%             | 2028-05-05      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $433305.47    | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                                      | Watco Cos LLC / Watco Finance Corp                                                                                                                   | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $724637.15    | 0.07%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP Paribas SA                                                                                                                                       | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1574000 | PA      | $1434545.21   | 0.14%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                      | Camelot Return Merger Sub Inc                                                                                                                        | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      446000 | PA      | $431262.65    | 0.04%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODU                                                      | Specialty Building Products Holdings LLC / SBP Finance Corp                                                                                          | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1173019.64   | 0.12%             | 2029-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                         | Qnity Electronics Inc                                                                                                                                | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      580000 | PA      | $592922.36    | 0.06%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      336000 | PA      | $340391.25    | 0.03%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                                      | Aston Martin Capital Holdings Ltd                                                                                                                    | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     1925000 | PA      | $1887318.88   | 0.19%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GLOBO COMMUNICACOES PART                                                      | Globo Comunicacao e Participacoes S/A                                                                                                                | CUSIP: 000000000<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |      637000 | PA      | $614902.47    | 0.06%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                        | AmeriGas Partners LP / AmeriGas Finance Corp                                                                                                         | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $442156.31    | 0.04%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                                | LSB Industries Inc                                                                                                                                   | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     1348000 | PA      | $1330346.90   | 0.13%             | 2028-10-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                      | Midcap Financial Issuer Trust                                                                                                                        | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      431000 | PA      | $428086.48    | 0.04%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                                                               | ZF Finance GmbH                                                                                                                                      | CUSIP: 000000000<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $228352.72    | 0.02%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                                       | Sotera Health Holdings LLC                                                                                                                           | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     1245000 | PA      | $1306830.88   | 0.13%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751AL5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1518000 | PA      | $1681790.29   | 0.17%             | 2034-05-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                      | Allison Transmission Inc                                                                                                                             | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      845000 | PA      | $780563.85    | 0.08%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      394000 | PA      | $391134.20    | 0.04%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED KRW / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-824.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |      319000 | PA      | $315172.00    | 0.03%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                      | Enterprise Products Operating LLC                                                                                                                    | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      369000 | PA      | $368377.95    | 0.04%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                        | Millennium Escrow Corp                                                                                                                               | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3760081.09   | 0.38%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL, INC                                                | MONITRONICS INTERNATIONAL, INC                                                                                                                       | CUSIP: 609ESCAB4<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | DBT              | CORP              | US        |      958000 | PA      | $0.01         | 0.00%             | 2025-04-01      | Fixed         | 9.12%                 | No            |                  3 | On Loan: No      |
| GRAY MEDIA INC                                                                | Gray Media Inc                                                                                                                                       | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      671000 | PA      | $503972.16    | 0.05%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      822000 | PA      | $825082.50    | 0.08%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                           | LIMAK YENILENEBILIR REGD                                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |      232000 | PA      | $231143.13    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Industries Holdings Ltd                                                       | Industries Holdings Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 549300L6O0HBD3F72080 | Long             | EC               | CORP              | US        |      838296 | NS      | $0.84         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| STUDIO CITY CO LTD                                                            | Studio City Co Ltd                                                                                                                                   | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      289000 | PA      | $290895.84    | 0.03%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRUENOORD CAPITAL DAC                                                         | TrueNoord Capital DAC                                                                                                                                | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      265000 | PA      | $281749.14    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PACHELBEL BIDCO SPA                                                           | Pachelbel Bidco SpA                                                                                                                                  | CUSIP: 000000000<br>LEI: 8156005DA07CDD50CC46 | Long             | DBT              | CORP              | IT        |      208000 | PA      | $246033.91    | 0.02%             | 2031-05-17      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                                  | Luna 2 5SARL                                                                                                                                         | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      249000 | PA      | $297258.33    | 0.03%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ineos Quattro Holdings UK Limited                                             | Ineos Quattro Holdings UK Limited 2030 Tranche B Dollar Term Loan                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |       20946 | PA      | $18341.32     | 0.00%             | 2030-03-14      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Corp                                                                                                                                          | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1003000 | PA      | $1026036.38   | 0.10%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE CORP                                                         | Freedom Mortgage Corp                                                                                                                                | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      140000 | PA      | $156134.24    | 0.02%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1553010.02   | 0.16%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK                                                         | Zorlu Enerji Elektrik Uretim AS                                                                                                                      | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |      490000 | PA      | $448350.00    | 0.05%             | 2030-04-23      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TRANSNET/SOUTH AFRICA                                                         | Transnet/South Africa                                                                                                                                | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     1300000 | PA      | $1370356.00   | 0.14%             | 2028-02-06      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA                                                                                                                                              | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1232000 | PA      | $1309910.81   | 0.13%             | 2035-01-18      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                                                      | CVR Partners LP / CVR Nitrogen Finance Corp                                                                                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      360000 | PA      | $359729.28    | 0.04%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                           | Buckeye Partners LP                                                                                                                                  | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      227000 | PA      | $224181.39    | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NOK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NO        |           1 | NC      | $-372.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD PLN                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $19.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     2299000 | PA      | $2281971.61   | 0.23%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                            | HARBOUR ENERGY PLC                                                                                                                                   | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     1749000 | PA      | $1798481.87   | 0.18%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                                                | US Radiology Specialists, Inc. TLB                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1896861 | PA      | $1901944.59   | 0.19%             | 2027-12-15      | Floating      | 8.75%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                                                           | MEGlobal Canada ULC                                                                                                                                  | CUSIP: 58518N2A9<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |      343000 | PA      | $359292.50    | 0.04%             | 2030-05-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                      | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                                         | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1733000 | PA      | $1726556.36   | 0.17%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      500000 | PA      | $521613.62    | 0.05%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                                                        | Mueller Water Products Inc                                                                                                                           | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      435000 | PA      | $419109.98    | 0.04%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASPHALT ATD HOLDCO (AMERICAN TIRE)                                            | ASPHALT ATD HOLDCO (AMERICAN TIRE)                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4984 | NS      | $123653.04    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      581000 | PA      | $618490.61    | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                             | Owens & Minor Inc                                                                                                                                    | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      275000 | PA      | $226739.58    | 0.02%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                                                    | goeasy Ltd                                                                                                                                           | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      618000 | PA      | $623426.48    | 0.06%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      799000 | PA      | $878045.62    | 0.09%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                                                                                          | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      589000 | PA      | $790608.86    | 0.08%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     2775174 | PA      | $1454191.18   | 0.15%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      339000 | PA      | $336210.88    | 0.03%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JSW STEEL LTD                                                                 | JSW Steel Ltd                                                                                                                                        | CUSIP: 000000000<br>LEI: 335800EK6HZSC4CVAJ09 | Long             | DBT              | CORP              | IN        |      409000 | PA      | $401638.00    | 0.04%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                      | Live Nation Entertainment Inc                                                                                                                        | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36122.37     | 0.00%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      659000 | PA      | $692608.42    | 0.07%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                              | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     3639000 | PA      | $3421883.76   | 0.34%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARADIGM PRNT/CO-ISSUER                                                       | Paradigm Parent LLC and Paradigm Parent CO-Issuer Inc                                                                                                | CUSIP: 69902PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | PA      | $416720.47    | 0.04%             | 2032-04-17      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                       | Asbury Automotive Group Inc                                                                                                                          | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     1373000 | PA      | $1331793.99   | 0.13%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                                        | PURCHASED PEN / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | PE        |           1 | NC      | $294.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      286000 | PA      | $346848.94    | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                                                           | Muthoot Finance Ltd                                                                                                                                  | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |      488000 | PA      | $494246.40    | 0.05%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                      | Sociedad Quimica y Minera de Chile SA                                                                                                                | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |      406000 | PA      | $438268.88    | 0.04%             | 2033-11-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      422000 | PA      | $406919.45    | 0.04%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1285618.93   | 0.13%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NOK                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-205.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                       | Global Medical Response Inc                                                                                                                          | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      562000 | PA      | $578578.34    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE CO INC                                                      | Acadia Healthcare Co Inc                                                                                                                             | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |     1256000 | PA      | $1305125.01   | 0.13%             | 2033-03-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                      | JH North America Holdings Inc                                                                                                                        | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $1025667.43   | 0.10%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                                           | Somnigroup International Inc                                                                                                                         | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      207000 | PA      | $198664.94    | 0.02%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1125000 | PA      | $1096721.74   | 0.11%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD PLN                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $376.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                             | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                                                                                         | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $706465.96    | 0.07%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD MXN                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-902.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                                                  | Virtusa Corp                                                                                                                                         | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |      717000 | PA      | $701281.90    | 0.07%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EDGE FINCO PLC                                                                | EDGE FINCO PLC /GBP/ REGD 144A P/P                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      479000 | PA      | $686763.33    | 0.07%             | 2031-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                                                          | Amkor Technology Inc                                                                                                                                 | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      765000 | PA      | $772799.92    | 0.08%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      700000 | PA      | $719532.11    | 0.07%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |     2738000 | PA      | $2658570.84   | 0.27%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                       | Kodiak Gas Services LLC                                                                                                                              | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      350000 | PA      | $359340.58    | 0.04%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Orbit Private Holdings I Ltd                                                  | Orbit Private Holdings I Ltd 2025 Incremental Term Loan (First Lien)                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      231066 | PA      | $230834.93    | 0.02%             | 2028-12-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| MITER BRAND / MIWD BORR                                                       | Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                                                                                              | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      361000 | PA      | $370838.33    | 0.04%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-70742.05    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                      | Omega Healthcare Investors Inc                                                                                                                       | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |      577000 | PA      | $585661.34    | 0.06%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -6 | NC      | $3507.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                                         | Hightower Holding LLC                                                                                                                                | CUSIP: 43118DAA8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |     2936000 | PA      | $2892212.17   | 0.29%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) | Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.) 2024 Term Loan                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1255512 | PA      | $1253553.90   | 0.13%             | 2031-07-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                                        | XPLR Infrastructure Operating Partners LP                                                                                                            | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17659.46     | 0.00%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEOGEN FOOD SAFE CORP                                                         | Neogen Food Safety Corp                                                                                                                              | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      883000 | PA      | $925346.33    | 0.09%             | 2030-07-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1244000 | PA      | $1285138.64   | 0.13%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                      | Warnermedia Holdings Inc                                                                                                                             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     5730000 | PA      | $4571444.77   | 0.46%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-13                                                                                                              | CUSIP: 17025JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      280282 | PA      | $97034.69     | 0.01%             | 2037-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                      | JH North America Holdings Inc                                                                                                                        | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      219000 | PA      | $222598.94    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                                          | Sonic Automotive Inc                                                                                                                                 | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      255000 | PA      | $243930.77    | 0.02%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities Trust                                  | Wells Fargo Mortgage Backed Securities 2007-AR7 Trust                                                                                                | CUSIP: 94986KAA4<br>LEI: 549300EZH20KSD9JD814 | Long             | ABS-MBS          | CORP              | US        |      204785 | PA      | $185924.59    | 0.02%             | 2037-12-28      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1678000 | PA      | $1677720.39   | 0.17%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                       | AS Mileage Plan IP Ltd. Initial Term Loan (2025)                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      704675 | PA      | $705555.84    | 0.07%             | 2031-10-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                             | Argentina Republic Government International Bonds                                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      754434 | PA      | $509619.90    | 0.05%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      481000 | PA      | $561455.46    | 0.06%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                      | Olympus Water US Holding Corp                                                                                                                        | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      700000 | PA      | $700405.69    | 0.07%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                      | Compass Group Diversified Holdings LLC                                                                                                               | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     2049245 | PA      | $1896198.94   | 0.19%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                        | WESCO Distribution Inc                                                                                                                               | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27801.54     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | Intesa Sanpaolo SpA                                                                                                                                  | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      845000 | PA      | $798980.51    | 0.08%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                              | Ziggo Bond Co BV                                                                                                                                     | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |      862000 | PA      | $782188.17    | 0.08%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAP3<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      845000 | PA      | $953626.06    | 0.10%             | 2031-03-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED AUD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |           1 | NC      | $964.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAA3<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      700160 | PA      | $567307.73    | 0.06%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                          | Six Flags Entertainment Corp / Canada's Wonderland Co / Magnum Management Corp                                                                       | CUSIP: 150190AE6<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |       85000 | PA      | $82241.89     | 0.01%             | 2029-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEDAS HOMES OPCO SL                                                           | Aedas Homes Opco SL                                                                                                                                  | CUSIP: 000000000<br>LEI: 959800NRD7BJBYEDBG71 | Long             | DBT              |  | ES        |     1580000 | PA      | $1854666.96   | 0.19%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                                                                                                  | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      262000 | PA      | $247917.50    | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      700000 | PA      | $699146.42    | 0.07%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                      | Univision Communications Inc                                                                                                                         | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $1200011.76   | 0.12%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                            | Osaic Holdings Inc                                                                                                                                   | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      101000 | PA      | $104191.27    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      555000 | PA      | $552523.57    | 0.06%             | 2033-03-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      685000 | PA      | $590394.52    | 0.06%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      391000 | PA      | $333704.85    | 0.03%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      425000 | PA      | $435531.96    | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                           | Suzano Austria GmbH                                                                                                                                  | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      900000 | PA      | $932778.00    | 0.09%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                                            | Ardonagh Finco Ltd                                                                                                                                   | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      739000 | PA      | $773411.93    | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 30607FAA8<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |      290000 | PA      | $259735.60    | 0.03%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                             | Vedanta Resources Finance II PLC                                                                                                                     | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      344000 | PA      | $349712.58    | 0.04%             | 2033-04-24      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                                      | Phoenix Aviation Capital Ltd                                                                                                                         | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      397000 | PA      | $422123.09    | 0.04%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED INR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |           1 | NC      | $-410.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                                        | Medco Cypress Tree Pte Ltd                                                                                                                           | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |      411000 | PA      | $433605.00    | 0.04%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SIERRACOL ENRGY ANDINA                                                        | SierraCol Energy Andina LLC                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      319000 | PA      | $309529.69    | 0.03%             | 2028-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                     | IQVIA Inc                                                                                                                                            | CUSIP: 000000000<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      862000 | PA      | $978198.81    | 0.10%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                                                       | Champions Financing Inc                                                                                                                              | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |      386000 | PA      | $372438.53    | 0.04%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      130000 | PA      | $130284.70    | 0.01%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                      | Science Applications International Corp                                                                                                              | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104070.73    | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                      | Electricite de France SA                                                                                                                             | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      427000 | PA      | $495053.13    | 0.05%             | 2033-03-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      519000 | PA      | $539573.29    | 0.05%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                      | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3322812 | PA      | $3336132.82   | 0.34%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                                                        | MGM China Holdings Ltd                                                                                                                               | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     1122000 | PA      | $1118073.00   | 0.11%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                         | GFL Environmental Inc                                                                                                                                | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      207000 | PA      | $201951.15    | 0.02%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     1153000 | PA      | $1184240.39   | 0.12%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER                                                       | Inversion Escrow Issuer LLC                                                                                                                          | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1277483.11   | 0.13%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1844000 | PA      | $1807774.86   | 0.18%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RESOURCES HLD                                                      | Moss Creek Resources Holdings Inc                                                                                                                    | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      513000 | PA      | $502489.79    | 0.05%             | 2031-09-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                      | Albion Financing 1 SARL / Aggreko Holdings Inc                                                                                                       | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      373000 | PA      | $386863.48    | 0.04%             | 2030-05-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                      | Performance Food Group Inc                                                                                                                           | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |       88000 | PA      | $85516.71     | 0.01%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                 | LGI Homes Inc                                                                                                                                        | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      703000 | PA      | $686664.68    | 0.07%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                           | Avianca Midco 2 PLC                                                                                                                                  | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      449000 | PA      | $444675.77    | 0.04%             | 2030-02-14      | Fixed         | 9.62%                 | 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        |      781000 | PA      | $780408.72    | 0.08%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                                                      | Yapi ve Kredi Bankasi AS                                                                                                                             | CUSIP: 984848AU5<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      990000 | PA      | $1015987.50   | 0.10%             | 2030-03-03      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $-57.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                            | AMN Healthcare Inc                                                                                                                                   | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3998.63      | 0.00%             | 2027-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      851000 | PA      | $804194.56    | 0.08%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                                            | Viking Cruises Ltd                                                                                                                                   | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1787000 | PA      | $1785403.37   | 0.18%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1048515.60   | 0.11%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                            | Rithm Capital Corp                                                                                                                                   | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |       95000 | PA      | $97335.78     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1231000 | PA      | $1196162.70   | 0.12%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                           | Resideo Funding Inc                                                                                                                                  | CUSIP: 76119LAB7<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |      177000 | PA      | $169008.62    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRB INFRASTRUCTURE DEVE                                                       | IRB Infrastructure Developers Ltd                                                                                                                    | CUSIP: 000000000<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | IN        |      475000 | PA      | $492218.75    | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                           | LBM Acquisition LLC                                                                                                                                  | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      467000 | PA      | $492431.43    | 0.05%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      439000 | PA      | $445914.25    | 0.04%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                              | AMC Networks Inc                                                                                                                                     | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       26000 | PA      | $22709.48     | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF Holding Co LLC / PBF Finance Corp                                                                                                                | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      426000 | PA      | $423709.01    | 0.04%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                            | Ford Motor Co                                                                                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     4123000 | PA      | $3600849.39   | 0.36%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                                                       | Summer BC Holdco B SARL                                                                                                                              | CUSIP: 000000000<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |      199000 | PA      | $228195.46    | 0.02%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                                    | El Salvador Government International Bonds                                                                                                           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      175000 | PA      | $190575.00    | 0.02%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                       | INEOS Quattro Finance 2 Plc                                                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |     1188000 | PA      | $1393246.27   | 0.14%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                                         | Ellucian Holdings Inc                                                                                                                                | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      448000 | PA      | $456390.93    | 0.05%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      464000 | PA      | $450056.57    | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      575000 | PA      | $589725.97    | 0.06%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | REVERSE RC THE BA 2.750% 09/24/27                                                                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -1042500 | PA      | $-1042500.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                                         | Playtika Holding Corp                                                                                                                                | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     1379000 | PA      | $1267652.58   | 0.13%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACURIS FIN US/ACURIS FIN                                                      | Acuris Finance US Inc / Acuris Finance SARL                                                                                                          | CUSIP: 00511BAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      403000 | PA      | $421065.20    | 0.04%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED CHF / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |           1 | NC      | $144.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED IDR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |           1 | NC      | $-1594.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXIDE TECHNOLOGIES                                                            | EXIDE TECHNOLOGIES                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300KITCGPNNNXQP63 | Long             | DBT              | CORP              | US        |     1206673 | PA      | $0.01         | 0.00%             | 2049-01-31      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1142000 | PA      | $1177642.82   | 0.12%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                               | Rand Parent LLC                                                                                                                                      | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      372000 | PA      | $386567.84    | 0.04%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                              | MGM Resorts International                                                                                                                            | CUSIP: 552953CD1<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4988.67      | 0.00%             | 2026-09-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      824000 | PA      | $762458.32    | 0.08%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                     | Sotheby's                                                                                                                                            | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      413000 | PA      | $412822.29    | 0.04%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                                                        | MIWD Holdco II LLC / MIWD Finance Corp                                                                                                               | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2768000 | PA      | $2704430.14   | 0.27%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     1011564 | PA      | $687863.52    | 0.07%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                      | Ford Motor Credit Co LLC                                                                                                                             | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      764000 | PA      | $795391.57    | 0.08%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      358000 | PA      | $377782.58    | 0.04%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                  | Novelis Corp                                                                                                                                         | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      345000 | PA      | $348575.12    | 0.04%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                             | Citigroup Mortgage Loan Trust 2007-AR4                                                                                                               | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       39678 | PA      | $33171.35     | 0.00%             | 2037-03-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| DCLI BIDCO LLC                                                                | Dcli Bidco LLC                                                                                                                                       | CUSIP: 233104AA6<br>LEI: 2549007UUVJTHHNK9T70 | Long             | DBT              | CORP              | US        |      617000 | PA      | $641248.08    | 0.06%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SENEGAL                                                                       | REPUBLIC OF SENEGAL REGD REG S SER 7Y                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | SN        |     4446000 | PA      | $3585965.76   | 0.36%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ESC SOUTHEASTERN GROCE                                                        | ESC SOUTHEASTERN GROCE                                                                                                                               | CUSIP: 841ESC015<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      105865 | NS      | $4234.60      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                      | Champion Iron Canada Inc                                                                                                                             | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      556000 | PA      | $581117.22    | 0.06%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Milano Acquisition Corp.                                                      | Milano Acquisition Corp. Term Loan B                                                                                                                 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      461100 | PA      | $453146.03    | 0.05%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                      | Sinclair Television Group Inc                                                                                                                        | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1049000 | PA      | $1079747.50   | 0.11%             | 2033-01-27      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                                               | Nissan Motor Co Ltd                                                                                                                                  | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     2439000 | PA      | $2616671.05   | 0.26%             | 2035-07-17      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                          | Gates Corp/DE                                                                                                                                        | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      721000 | PA      | $748025.88    | 0.08%             | 2029-05-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE                                                        | Ardonagh Group Finance Ltd                                                                                                                           | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     1007000 | PA      | $1060617.49   | 0.11%             | 2032-02-15      | Fixed         | 8.88%                 | 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        |     4665000 | PA      | $4406214.21   | 0.44%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KONTOOR BRANDS INC                                                            | Kontoor Brands Inc                                                                                                                                   | CUSIP: 50050NAA1<br>LEI: 549300M0CPXV65RFF271 | Long             | DBT              | CORP              | US        |      901000 | PA      | $855083.08    | 0.09%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1393000 | PA      | $1302146.73   | 0.13%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1175000 | PA      | $1147093.75   | 0.12%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                           | Braskem Netherlands Finance BV                                                                                                                       | CUSIP: 000000000<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      463000 | PA      | $175106.60    | 0.02%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TC ZIRAAT BANKASI AS                                                          | TC Ziraat Bankasi AS                                                                                                                                 | CUSIP: 90014TAK7<br>LEI: 213800K5KTZFSUS8MR51 | Long             | DBT              | CORP              | TR        |      354000 | PA      | $371199.57    | 0.04%             | 2029-01-16      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GTCR W DUT/W-2 MERGER SU                                                      | GTCR W DUT/W-2 MERGER SU /GBP/ REGD 144A P/P                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      163000 | PA      | $235112.05    | 0.02%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                        | Match Group Holdings II LLC                                                                                                                          | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      207000 | PA      | $203419.06    | 0.02%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                      | Rogers Communications Inc                                                                                                                            | CUSIP: 775109BS9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      565000 | PA      | $560683.68    | 0.06%             | 2082-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                        | Northern Oil & Gas Inc                                                                                                                               | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      500000 | PA      | $498008.28    | 0.05%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Asurion, LLC                                                                  | Asurion, LLC New B-11 Term Loan                                                                                                                      | CUSIP: 000000000<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     1618500 | PA      | $1623112.73   | 0.16%             | 2028-08-19      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1286000 | PA      | $1335934.21   | 0.13%             | 2032-10-29      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2048659.10   | 0.21%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                           | PURCHASED CLP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CL        |           1 | NC      | $-411.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      845000 | PA      | $815499.61    | 0.08%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | Edison International                                                                                                                                 | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      396000 | PA      | $404335.44    | 0.04%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1112000 | PA      | $1042499.79   | 0.10%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/AQUARIAN                                                        | APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves                                                                     | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      418000 | PA      | $436143.41    | 0.04%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FALABELLA SA                                                                  | Falabella SA                                                                                                                                         | CUSIP: 000000000<br>LEI: 5493004CKJQ7H391LM41 | Long             | DBT              | CORP              | CL        |      293000 | PA      | $262422.52    | 0.03%             | 2032-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                            | Dominican Republic International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3812667 | PA      | $3965173.53   | 0.40%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                        | Republic of Uzbekistan International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      260000 | PA      | $260812.50    | 0.03%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                        | Orbia Advance Corp SAB de CV                                                                                                                         | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1379000 | PA      | $1450708.00   | 0.15%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                         | NGL Energy Operating LLC / NGL Energy Finance Corp                                                                                                   | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1615089.03   | 0.16%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED GBP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |           1 | NC      | $-120.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 000000000<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2127482.72   | 0.21%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      350000 | PA      | $346996.93    | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      485000 | PA      | $461085.24    | 0.05%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                                                  | Magnera Corp                                                                                                                                         | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      430000 | PA      | $404763.34    | 0.04%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                                                         | Banijay Entertainment SAS                                                                                                                            | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |      805000 | PA      | $835097.81    | 0.08%             | 2029-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      585000 | PA      | $582739.97    | 0.06%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                      | British Telecommunications PLC                                                                                                                       | CUSIP: 11102AAF8<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      412000 | PA      | $408110.22    | 0.04%             | 2081-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                                           | Wells Fargo Credit Risk Transfer Securities Trust 2015                                                                                               | CUSIP: 949771AG4<br>LEI: 549300T6W1U156OOG754 | Long             | ABS-MBS          | CORP              | US        |      100087 | PA      | $104955.10    | 0.01%             | 2025-11-25      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED ZAR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | ZA        |           1 | NC      | $933.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                             | Trinidad & Tobago Government International Bond                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      240000 | PA      | $239040.00    | 0.02%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $-18.81       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                            | Angolan Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     2578000 | PA      | $2578000.00   | 0.26%             | 2025-11-12      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                                                      | Brookfield Residential Properties Inc / Brookfield Residential US LLC                                                                                | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1795000 | PA      | $1684264.78   | 0.17%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3691000 | PA      | $3731934.00   | 0.38%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                                      | Project Alpha Intermediate Holding, Inc. Incremental 2nd Lien TL                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1240000 | PA      | $1230700.00   | 0.12%             | 2033-05-09      | Floating      | 9.00%                 | No            |                  3 | On Loan: No      |
| MINERAL RESOURCES LTD                                                         | Mineral Resources Ltd                                                                                                                                | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      394000 | PA      | $409901.38    | 0.04%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED BRL / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $155.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                                                      | Volcan Cia Minera SAA                                                                                                                                | CUSIP: 92863UAC0<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |      663000 | PA      | $687729.90    | 0.07%             | 2030-01-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      655000 | PA      | $637272.60    | 0.06%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                      | Comision Ejecutiva Hidroelectrica del Rio Lempa                                                                                                      | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |      495000 | PA      | $517349.25    | 0.05%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                                                       | Biocon Biologics Global PLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $772489.73    | 0.08%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                           | Medline Borrower LP                                                                                                                                  | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2280921.04   | 0.23%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                                                         | Bread Financial Holdings Inc                                                                                                                         | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     2435000 | PA      | $2599446.04   | 0.26%             | 2029-03-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1268562 | PA      | $1359557.53   | 0.14%             | 2029-04-25      | Floating      | 13.72%                | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       45000 | PA      | $41896.68     | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA/US LLC                                                       | Efesto Bidco SpA Efesto US LLC                                                                                                                       | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     2133000 | PA      | $2172412.83   | 0.22%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                   | Opal US LLC USD Term Loan                                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      847000 | PA      | $848694.00    | 0.09%             | 2032-04-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ATLANTICUS HOLDINGS CORP                                                      | Atlanticus Holdings Corp                                                                                                                             | CUSIP: 04914AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $696389.72    | 0.07%             | 2030-09-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                           | Charles Schwab Corp/The                                                                                                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1251000 | PA      | $1236082.11   | 0.12%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                      | Standard Building Solutions Inc                                                                                                                      | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      312000 | PA      | $320324.76    | 0.03%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                                         | Bausch Health Cos Inc                                                                                                                                | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1181000 | PA      | $1057807.59   | 0.11%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                             | Corp. Nacional del Cobre de Chile                                                                                                                    | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      512000 | PA      | $535936.00    | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                         | Ahead DB Holdings LLC                                                                                                                                | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |      725000 | PA      | $725621.99    | 0.07%             | 2028-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      129000 | PA      | $139642.50    | 0.01%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                                       | Howard Midstream Energy Partners LLC                                                                                                                 | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1028000 | PA      | $1048826.39   | 0.11%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                                      | First Quantum Minerals Ltd                                                                                                                           | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1055000 | PA      | $1113642.82   | 0.11%             | 2033-02-19      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      128000 | PA      | $127756.46    | 0.01%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                       | JetBlue Airways Corp / JetBlue Loyalty LP                                                                                                            | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1837000 | PA      | $1862258.75   | 0.19%             | 2031-08-12      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                                | Hertz Corp/The                                                                                                                                       | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     1361000 | PA      | $1442469.01   | 0.15%             | 2029-07-15      | Fixed         | 12.62%                | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD HUF                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $107.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                           | Century Communities Inc                                                                                                                              | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25000.00     | 0.00%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                      | Comision Federal de Electricidad                                                                                                                     | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      953000 | PA      | $938819.36    | 0.09%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                  | Fibercop SpA                                                                                                                                         | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      259000 | PA      | $262149.66    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Radiate Holdco, LLC                                                           | Radiate Holdco, LLC First Out Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1297727 | PA      | $1045072.55   | 0.11%             | 2029-09-25      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      550000 | PA      | $540944.61    | 0.05%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1928000 | PA      | $1696639.69   | 0.17%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                        | CHL Mortgage Pass-Through Trust 2007-HY4                                                                                                             | CUSIP: 17025RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72223 | PA      | $64724.40     | 0.01%             | 2047-09-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                                            | Murphy Oil USA Inc                                                                                                                                   | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |      206000 | PA      | $191621.78    | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                           | Ecuador Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     2377979 | PA      | $1772190.75   | 0.18%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                                                      | SCIL IV LLC / SCIL USA Holdings LLC                                                                                                                  | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1039000 | PA      | $1036309.00   | 0.10%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B Loan (First Lien)                                                                                                               | CUSIP: 000000000<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     1778505 | PA      | $1496842.91   | 0.15%             | 2028-02-01      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                       | SBA Communications Corp                                                                                                                              | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      473000 | PA      | $442851.68    | 0.04%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 10YR NOTE (CBT)DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -258 | NC      | $-121773.44   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                                      | Standard Industries Inc/NY                                                                                                                           | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15385.47     | 0.00%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      237000 | PA      | $274017.99    | 0.03%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SHEA HOMES LP/FNDG CP                                                         | Shea Homes LP / Shea Homes Funding Corp                                                                                                              | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      911000 | PA      | $893261.70    | 0.09%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                     | Block Inc                                                                                                                                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      961000 | PA      | $984508.36    | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      188000 | PA      | $173362.93    | 0.02%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                      | PetSmart LLC / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      726000 | PA      | $727927.06    | 0.07%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       92094 | PA      | $48211.21     | 0.00%             | 2030-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $98710.72     | 0.01%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                       | Millrose Properties Inc                                                                                                                              | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |      700000 | PA      | $701872.72    | 0.07%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICE                                                      | Brand Industrial Services Inc                                                                                                                        | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |      436000 | PA      | $434875.73    | 0.04%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| TITAN INTERNATIONAL INC                                                       | Titan International Inc                                                                                                                              | CUSIP: 88830MAM4<br>LEI: 254900CXRGBE7C4B5A06 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1424350.08   | 0.14%             | 2028-04-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                          | Fortrea Holdings Inc                                                                                                                                 | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      406000 | PA      | $381504.13    | 0.04%             | 2030-06-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                          | Cleveland-Cliffs Inc                                                                                                                                 | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1482000 | PA      | $1527196.11   | 0.15%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACProducts Holdings, Inc.                                                     | ACProducts Holdings, Inc. Initial Term Loan                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1892978 | PA      | $1575903.77   | 0.16%             | 2028-05-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                                      | Standard Building Solutions Inc                                                                                                                      | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1768000 | PA      | $1792566.01   | 0.18%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                      | Graham Packaging Co Inc                                                                                                                              | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |      297000 | PA      | $297363.80    | 0.03%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MILLER HOMES GROUP FIN                                                        | Miller Homes Group Finco PLC                                                                                                                         | CUSIP: 000000000<br>LEI: 98450057058CDE2E9650 | Long             | DBT              | CORP              | GB        |      679000 | PA      | $916595.45    | 0.09%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                          | Garda World Security Corp                                                                                                                            | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      838000 | PA      | $869352.61    | 0.09%             | 2032-07-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MEHILAINEN YHTIOT OY                                                          | Mehilainen Yhtiot Oy                                                                                                                                 | CUSIP: 000000000<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |      562000 | PA      | $673325.00    | 0.07%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      469000 | PA      | $538338.88    | 0.05%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      544000 | PA      | $560139.73    | 0.06%             | 2034-08-10      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                                                      | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc                                                                            | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      595000 | PA      | $604075.32    | 0.06%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                                               | Thor Industries Inc                                                                                                                                  | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |     1713000 | PA      | $1625518.79   | 0.16%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1300000 | PA      | $1608343.77   | 0.16%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                      | Marriott Ownership Resorts Inc                                                                                                                       | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91623.64     | 0.01%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                   | MetLife Inc                                                                                                                                          | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      105000 | PA      | $125651.92    | 0.01%             | 2038-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1475000 | PA      | $1601407.50   | 0.16%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                 | LFS Topco LLC                                                                                                                                        | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      409000 | PA      | $411019.58    | 0.04%             | 2030-07-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ESC CONTRA CONTRA CB14                                                        | ESC CONTRA CONTRA CB14                                                                                                                               | CUSIP: 701ESCAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      496000 | PA      | $0.00         | 0.00%             | 2027-07-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| EXCELERATE ENERGY LP                                                          | Excelerate Energy LP                                                                                                                                 | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1533254.49   | 0.15%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                                                           | Clarivate Science Holdings Corp                                                                                                                      | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1436000 | PA      | $1383588.97   | 0.14%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AF9<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      415000 | PA      | $407722.79    | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP PHRG Borrower, LLC                                                         | HP PHRG Borrower, LLC Closing Date Term Loan                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      820000 | PA      | $816925.00    | 0.08%             | 2032-02-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAE9<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     1255000 | PA      | $1254372.50   | 0.13%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                  | Centene Corp                                                                                                                                         | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1008868.44   | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL                                                               | SERIES G PREFERRED STOCK OF COHESITY GLOBAL /PREFERRED                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4445 | NS      | $101123.75    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                      | Live Nation Entertainment Inc                                                                                                                        | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38396.15     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     3640000 | PA      | $2639725.34   | 0.27%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                                                               | ChaseFlex Trust Series 2007-1                                                                                                                        | CUSIP: 16165VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      392464 | PA      | $129142.51    | 0.01%             | 2037-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                 | ZF North America Capital Inc                                                                                                                         | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      504000 | PA      | $499097.98    | 0.05%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                                        | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      339000 | PA      | $356060.08    | 0.04%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                      | Clarios Global LP / Clarios US Finance Co                                                                                                            | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1652000 | PA      | $1688608.32   | 0.17%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                      | Vistra Operations Co LLC                                                                                                                             | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80029.94     | 0.01%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                             | PURCHASED USD / SOLD BRL                                                                                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-181.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      609000 | PA      | $593827.32    | 0.06%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                          | Woodside Finance Ltd                                                                                                                                 | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      616000 | PA      | $633179.49    | 0.06%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                        | Global Atlantic Fin Co                                                                                                                               | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42473.66     | 0.00%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                                                          | Bidvest Group UK PLC/The                                                                                                                             | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $201330.12    | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                             | Nexstar Media Inc                                                                                                                                    | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      343000 | PA      | $334819.33    | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3290000 | PA      | $3189845.85   | 0.32%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                        | Egypt Government International Bond                                                                                                                  | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      310000 | PA      | $305195.00    | 0.03%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP                                                        | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      508000 | PA      | $502412.00    | 0.05%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      717000 | PA      | $715573.17    | 0.07%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                      | California Resources Corp                                                                                                                            | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      397000 | PA      | $414206.24    | 0.04%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                      | Altice France Holding SA                                                                                                                             | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      359000 | PA      | $127391.48    | 0.01%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED USD / SOLD KRW                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $513.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      355000 | PA      | $361035.00    | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD NZD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $521.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                                                          | RLJ Lodging Trust LP                                                                                                                                 | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |      406000 | PA      | $383370.58    | 0.04%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                | Trust Fibra Uno                                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |     1498000 | PA      | $1469942.46   | 0.15%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                    | TELUS Corp                                                                                                                                           | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      802000 | PA      | $826229.53    | 0.08%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                          | Taylor Morrison Communities Inc                                                                                                                      | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74804.81     | 0.01%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                    | DaVita Inc                                                                                                                                           | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     4729000 | PA      | $4529725.90   | 0.46%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                      | Solstice Advanced Materials Inc                                                                                                                      | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      817000 | PA      | $819266.15    | 0.08%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                      | Snap Inc                                                                                                                                             | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1521000 | PA      | $1556132.62   | 0.16%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEXA RESOURCES SA                                                             | Nexa Resources SA                                                                                                                                    | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      961000 | PA      | $1019307.55   | 0.10%             | 2034-04-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BCP MODULAR SERVICES                                                          | BCP V Modular Services Finance II PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800227GGD6UI7PI97 | Long             | DBT              | CORP              | GB        |      132000 | PA      | $148085.80    | 0.01%             | 2028-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     2001475 | PA      | $2094091.85   | 0.21%             | 2030-06-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                             | Post Holdings Inc                                                                                                                                    | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1184000 | PA      | $1181373.04   | 0.12%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1010000 | PA      | $1325101.39   | 0.13%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                           | Travel + Leisure Co                                                                                                                                  | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2328976.47   | 0.23%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NCL FINANCE LTD                                                               | NCL Finance Ltd                                                                                                                                      | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      115000 | PA      | $117407.27    | 0.01%             | 2028-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                           | Nigeria Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     3772000 | PA      | $3704168.12   | 0.37%             | 2028-09-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | XX        |           1 | NC      | $-28.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP                                                            | MPT OPER PARTNERSP/FINL /EUR/ REGD 144A P/P                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      149000 | PA      | $182855.35    | 0.02%             | 2032-01-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                         | Freeport Indonesia PT                                                                                                                                | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      281000 | PA      | $281562.00    | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |     1151000 | PA      | $1065969.31   | 0.11%             | 2030-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                      | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                                                      | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      367429 | PA      | $367612.23    | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2448000 | PA      | $2497545.39   | 0.25%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                | Transocean International Ltd                                                                                                                         | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      624750 | PA      | $656960.09    | 0.07%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                       | Park River Holdings Inc                                                                                                                              | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      368000 | PA      | $372842.34    | 0.04%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                | Wynn Macau Ltd                                                                                                                                       | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      625000 | PA      | $633174.07    | 0.06%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |           1 | NC      | $-7062.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       33796 | PA      | $16306.57     | 0.00%             | 2035-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERFLEX LTD                                                                  | Enerflex Ltd                                                                                                                                         | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |      371000 | PA      | $379865.42    | 0.04%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                      | Western Alliance Bancorp                                                                                                                             | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      388000 | PA      | $377251.28    | 0.04%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                                      | Raven Acquisition Holdings LLC                                                                                                                       | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1631000 | PA      | $1676500.40   | 0.17%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      206000 | PA      | $193787.12    | 0.02%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED KRW / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |           1 | NC      | $-476.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.)           | iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.) Initial Term Loan                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1178594 | PA      | $1027215.17   | 0.10%             | 2029-05-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                      | Hess Midstream Operations LP                                                                                                                         | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      792000 | PA      | $768418.30    | 0.08%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                                                           | Star Leasing Co LLC                                                                                                                                  | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |      271000 | PA      | $263282.70    | 0.03%             | 2030-02-05      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT LLC                                                             | OneSky Flight LLC                                                                                                                                    | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      268000 | PA      | $283469.20    | 0.03%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NZD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NZ        |           1 | NC      | $-1320.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                   | Vistra Operations Co LLC                                                                                                                             | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      807000 | PA      | $806821.64    | 0.08%             | 2026-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                                                | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      834000 | PA      | $829526.19    | 0.08%             | 2027-01-15      | Fixed         | 4.62%                 | 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        |     2762000 | PA      | $2544609.53   | 0.26%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                             | ILLINOIS ST                                                                                                                                          | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     1367857 | PA      | $1491316.36   | 0.15%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1702333.91   | 0.17%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                             | Herc Holdings Inc                                                                                                                                    | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      426000 | PA      | $445090.76    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group, LLC                                                     | Great Outdoors Group, LLC Term B-3 Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      463669 | PA      | $463088.94    | 0.05%             | 2032-01-23      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| INDIA CLEAN ENERGY HLDG                                                       | India Clean Energy Holdings                                                                                                                          | CUSIP: 45409MAA1<br>LEI: 254900XQFJ9593DCY022 | Long             | DBT              | CORP              | MU        |      511000 | PA      | $499502.50    | 0.05%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                              | Deutsche Bank AG/New York NY                                                                                                                         | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     1435000 | PA      | $1345885.93   | 0.14%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CCO IIA CREDIT BACKED LOANS LTD CLASS A VARIABLE REGD P/P                     | CCO IIA CREDIT BACKED LOANS LTD CLASS A VARIABLE REGD P/P                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      460511 | PA      | $460515.58    | 0.05%             | 2036-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                      | Allwyn Entertainment Financing UK PLC                                                                                                                | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207500.00    | 0.02%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                       | Adani Ports & Special Economic Zone Ltd                                                                                                              | CUSIP: 000000000<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      486000 | PA      | $432783.00    | 0.04%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                       | Enova International Inc                                                                                                                              | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1916000 | PA      | $2007089.48   | 0.20%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                                       | TransMontaigne Partners LLC                                                                                                                          | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      606000 | PA      | $631916.88    | 0.06%             | 2030-05-05      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1672000 | PA      | $1655400.45   | 0.17%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      326000 | PA      | $319675.90    | 0.03%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CH3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79800.46     | 0.01%             | 2029-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                               | Alumina Pty Ltd                                                                                                                                      | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      912000 | PA      | $932929.00    | 0.09%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED NOK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | NO        |           1 | NC      | $-452.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                                      | Jefferson Capital Holdings LLC                                                                                                                       | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      412000 | PA      | $432117.15    | 0.04%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CFAMC III CO LTD                                                              | CFAMC III Co Ltd                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493006V07LYI3HE6G83 | Long             | DBT              | CORP              | VG        |      400000 | PA      | $400488.00    | 0.04%             | 2027-04-27      | Fixed         | 4.75%                 | 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        |     1987000 | PA      | $1920798.51   | 0.19%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXIDE COMMON STOCK                                                            | EXIDE COMMON STOCK                                                                                                                                   | CUSIP: 000000000<br>LEI: 335800X6SNGIZCBA9V34 | Long             | EC               | CORP              | US        |         643 | NS      | $217334.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED AUD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | AU        |           1 | NC      | $-117.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                      | CHS/Community Health Systems Inc                                                                                                                     | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |       62000 | PA      | $65691.21     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                       | Frontier Communications Holdings LLC                                                                                                                 | CUSIP: 35906ABG2<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      300000 | PA      | $303019.67    | 0.03%             | 2029-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                             | Lithia Motors Inc                                                                                                                                    | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      113000 | PA      | $107942.92    | 0.01%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      206000 | PA      | $193982.00    | 0.02%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5207.25      | 0.00%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                | PURCHASED EUR / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $1640.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED USD / SOLD COP                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $5380.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                                           | CIRSA FINANCE INTER /EUR/ REGD 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      559000 | PA      | $682782.87    | 0.07%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1824000 | PA      | $1954743.77   | 0.20%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                      | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2247000 | PA      | $2171059.42   | 0.22%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | Sunoco LP                                                                                                                                            | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      745000 | PA      | $739712.61    | 0.07%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ARIS WATER HOLDINGS LLC                                                       | Aris Water Holdings LLC                                                                                                                              | CUSIP: 04041NAA0<br>LEI: 5493007AWQW8ZKCHVV46 | Long             | DBT              | CORP              | US        |     1163000 | PA      | $1228035.12   | 0.12%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                  | Novelis Corp                                                                                                                                         | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      267000 | PA      | $276584.39    | 0.03%             | 2030-01-08      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      506000 | PA      | $578566.23    | 0.06%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1299000 | PA      | $1363584.10   | 0.14%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      190000 | PA      | $188798.10    | 0.02%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLPL Capital Pte Ltd                                                          | LLPL Capital Pte Ltd                                                                                                                                 | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |      245805 | PA      | $255422.12    | 0.03%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      454000 | PA      | $473839.21    | 0.05%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                          | Flutter Treasury DAC                                                                                                                                 | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      368000 | PA      | $374512.70    | 0.04%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/AAG FH UK                                                      | Global Auto Holdings Ltd/AAG FH UK Ltd                                                                                                               | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2245000 | PA      | $2192924.22   | 0.22%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                       | Nissan Motor Acceptance Co LLC                                                                                                                       | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      449000 | PA      | $449312.67    | 0.05%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                       | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                                      | CUSIP: 11952AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      467608 | PA      | $503964.77    | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                      | Prime Security Services Borrower LLC / Prime Finance Inc                                                                                             | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1474000 | PA      | $1432606.20   | 0.14%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENGINEERING SPA                                                               | ENGINEERING SPA /EUR/ REGD V/R 144A P/P                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      384000 | PA      | $459113.89    | 0.05%             | 2030-01-31      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED TWD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |           1 | NC      | $-1640.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                                  | Embecta Corp                                                                                                                                         | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     2006000 | PA      | $1898561.57   | 0.19%             | 2030-02-15      | Fixed         | 5.00%                 | 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        |     1760000 | PA      | $1785550.15   | 0.18%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                | Sabre GLBL Inc                                                                                                                                       | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     2486000 | PA      | $2413312.54   | 0.24%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                              | Organon & Co / Organon Foreign Debt Co-Issuer BV                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      885000 | PA      | $1011911.78   | 0.10%             | 2028-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      404000 | PA      | $413241.51    | 0.04%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TURK TELEKOMUNIKASYON AS                                                      | Turk Telekomunikasyon AS                                                                                                                             | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |      481000 | PA      | $496690.22    | 0.05%             | 2029-05-20      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                                                      | BKV Upstream Midstream LLC                                                                                                                           | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |      700000 | PA      | $699492.00    | 0.07%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                         | Melco Resorts Finance Ltd                                                                                                                            | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      965000 | PA      | $964758.75    | 0.10%             | 2027-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LIMA METRO LINE 2 FIN LT                                                      | Lima Metro Line 2 Finance Ltd                                                                                                                        | CUSIP: 000000000<br>LEI: 5493009BVQNQT1UKQ352 | Long             | DBT              | CORP              | KY        |      341997 | PA      | $329647.59    | 0.03%             | 2036-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                       | Macy's Retail Holdings LLC                                                                                                                           | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      509000 | PA      | $509599.40    | 0.05%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      414000 | PA      | $431475.06    | 0.04%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                  | ADT Security Corp/The                                                                                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |      959000 | PA      | $927602.77    | 0.09%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HLDGS INC                                                         | ASP UNIFRAX HLDGS INC                                                                                                                                | CUSIP: 00218LAG6<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |     2936252 | PA      | $2703718.05   | 0.27%             | 2029-09-30      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     1826000 | PA      | $1577915.90   | 0.16%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                         | Element Solutions Inc                                                                                                                                | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2149634.31   | 0.22%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | Banco Santander SA                                                                                                                                   | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2600000 | PA      | $2893312.40   | 0.29%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                                                             | American Builders & Contractors Supply Co Inc                                                                                                        | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30345.35     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                        | Adient Global Holdings Ltd                                                                                                                           | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      555000 | PA      | $568994.37    | 0.06%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                                            | PBF HOLDING CO LLC                                                                                                                                   | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $99544.93     | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                           | CSN Inova Ventures                                                                                                                                   | CUSIP: 000000000<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |     1694000 | PA      | $1647415.00   | 0.17%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                       | Sensata Technologies BV                                                                                                                              | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      602000 | PA      | $578071.95    | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-24CB                                                                                                                     | CUSIP: 02146TAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      455105 | PA      | $221265.61    | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                      | Altice France Holding SA                                                                                                                             | CUSIP: 000000000<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |      332000 | PA      | $138369.52    | 0.01%             | 2028-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                        | DIRECTV Financing, LLC 2025 Incremental Term B Loan                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      318500 | PA      | $310935.63    | 0.03%             | 2031-02-17      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                                                         | Emergent BioSolutions Inc                                                                                                                            | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |     1516000 | PA      | $1257949.21   | 0.13%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |      215749 | PA      | $175667.45    | 0.02%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATTHEWS INTERNATIONAL C                                                      | Matthews International Corp                                                                                                                          | CUSIP: 577128AC5<br>LEI: 549300ZVC5O0ATML6U61 | Long             | DBT              | CORP              | US        |      413000 | PA      | $427309.69    | 0.04%             | 2027-10-01      | Fixed         | 8.62%                 | 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        |      963000 | PA      | $946274.90    | 0.10%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                                          | Amentum Holdings Inc                                                                                                                                 | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $2228619.44   | 0.22%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                                                         | Pagaya US Holdings Co LLC                                                                                                                            | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      408000 | PA      | $381672.06    | 0.04%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                                                        | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                                                                                   | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      542000 | PA      | $515466.25    | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                         | Nabors Industries Inc                                                                                                                                | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      128000 | PA      | $133154.79    | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                 | DISH DBS Corp                                                                                                                                        | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1002374.72   | 0.10%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                      | PetSmart LLC / PetSmart Finance Corp                                                                                                                 | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      939000 | PA      | $949713.54    | 0.10%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                      | Hilcorp Energy I LP / Hilcorp Finance Co                                                                                                             | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       89000 | PA      | $85723.20     | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl                                                                         | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1930000 | PA      | $1894491.40   | 0.19%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                        | Match Group Holdings II LLC                                                                                                                          | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      378000 | PA      | $376875.66    | 0.04%             | 2027-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIRACILIK VE MALT SANAYII A                                      | ANADOLU EFES BIR REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |      550000 | PA      | $509161.46    | 0.05%             | 2028-06-29      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & CO                                                             | Levi Strauss & Co                                                                                                                                    | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |      230000 | PA      | $213656.26    | 0.02%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |           1 | NC      | $-298.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Gray Television, Inc.                                                         | Gray Television, Inc. Term D Loan                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1214638 | PA      | $1213751.63   | 0.12%             | 2028-12-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                         | Mineral Resources Ltd                                                                                                                                | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      174000 | PA      | $174000.00    | 0.02%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                               | Murphy Oil Corp                                                                                                                                      | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |      749000 | PA      | $738809.09    | 0.07%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                      | Tengizchevroil Finance Co International Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     1107000 | PA      | $1014288.75   | 0.10%             | 2030-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                           | Limak Yenilenebilir Enerji AS                                                                                                                        | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |      240000 | PA      | $239113.58    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                                | GoTo Group Inc                                                                                                                                       | CUSIP: 38349YAB1<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |      702948 | PA      | $229312.17    | 0.02%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                           | Freddie Mac STACR Debt Notes 2015-DNA3                                                                                                               | CUSIP: 3137G0GZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1010109 | PA      | $1015057.46   | 0.10%             | 2028-04-25      | Floating      | 13.82%                | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                                      | Amneal Pharmaceuticals LLC                                                                                                                           | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      536000 | PA      | $554800.77    | 0.06%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                              | MDC Holdings Inc                                                                                                                                     | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1787518.78   | 0.18%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                       | Global Partners LP / GLP Finance Corp                                                                                                                | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      448000 | PA      | $459695.85    | 0.05%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Peraton Corp.                                                                 | Peraton Corp. Term B-1 Loan (Second Lien)                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1648684 | PA      | $974784.38    | 0.10%             | 2029-02-01      | Floating      | 12.05%                | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP                                                       | Penske Automotive Group Inc                                                                                                                          | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      139000 | PA      | $132474.12    | 0.01%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                          | Talos Production Inc                                                                                                                                 | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |      655000 | PA      | $679506.84    | 0.07%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                             | Chord Energy Corp                                                                                                                                    | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1237106.68   | 0.12%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                    | Grifols SA                                                                                                                                           | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     1337000 | PA      | $1534667.56   | 0.15%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                      | 1011778 BC ULC / New Red Finance Inc                                                                                                                 | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1168000 | PA      | $1100904.43   | 0.11%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                     | Prosus NV                                                                                                                                            | CUSIP: 74365PAD0<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      331000 | PA      | $231908.53    | 0.02%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                      | Windstream Services LLC / Windstream Escrow Finance Corp                                                                                             | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1648000 | PA      | $1708441.06   | 0.17%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                                      | Brandywine Operating Partnership LP                                                                                                                  | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |      253000 | PA      | $275099.34    | 0.03%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                      | Elanco Animal Health Inc                                                                                                                             | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     1374000 | PA      | $1431567.36   | 0.14%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc                                                       | New Fortress Energy Inc                                                                                                                              | CUSIP: 644393100<br>LEI: 254900EICTYTCHA5X705 | Long             | EC               | CORP              | US        |       49249 | NS      | $108841.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1116000 | PA      | $858092.40    | 0.09%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                          | Kioxia Holdings Corp                                                                                                                                 | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     1639000 | PA      | $1674887.77   | 0.17%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CFAMC II CO LTD                                                               | CFAMC II Co Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 549300BHVD63HE2GHX17 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $199850.00    | 0.02%             | 2026-06-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1286000 | PA      | $1312208.38   | 0.13%             | 2029-03-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                                       | American Axle & Manufacturing Inc                                                                                                                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      500000 | PA      | $475065.50    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                              | FirstEnergy Corp                                                                                                                                     | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6195.35      | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | Citigroup Inc                                                                                                                                        | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      413000 | PA      | $410963.52    | 0.04%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      320000 | PA      | $336300.00    | 0.03%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                                      | SeaWorld Parks & Entertainment Inc                                                                                                                   | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |      517000 | PA      | $509034.49    | 0.05%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                                                      | MPH Acquisition Holdings LLC                                                                                                                         | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     1289399 | PA      | $1125421.27   | 0.11%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                       | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      864000 | PA      | $1058026.25   | 0.11%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRUNDAGE-BONE CONCRETE                                                        | Brundage-Bone Concrete Pumping Holdings Inc                                                                                                          | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $267773.81    | 0.03%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                 | TransDigm Inc                                                                                                                                        | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1667000 | PA      | $1727553.98   | 0.17%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OWENS & MINOR INC                                                             | Owens & Minor Inc                                                                                                                                    | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2412.80      | 0.00%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      229000 | PA      | $236855.42    | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                                                | TeamSystem SpA                                                                                                                                       | CUSIP: 000000000<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      956000 | PA      | $1137480.27   | 0.11%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                                      | iHeartCommunications Inc                                                                                                                             | CUSIP: 45174HBJ5<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |      473423 | PA      | $428582.25    | 0.04%             | 2029-05-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| IPD 3 BV                                                                      | IPD 3 BV                                                                                                                                             | CUSIP: 000000000<br>LEI: 724500RBP2J59JMQB629 | Long             | DBT              | CORP              | NL        |      819000 | PA      | $975140.41    | 0.10%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      862000 | PA      | $913761.29    | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UniCredit SpA                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      845000 | PA      | $858271.69    | 0.09%             | 2032-06-19      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                | Whirlpool Corp                                                                                                                                       | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      189000 | PA      | $190640.67    | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                         | Bath & Body Works Inc                                                                                                                                | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       98000 | PA      | $100969.43    | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AG TRACKER                                                                    | AG TRACKER                                                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       57354 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| DIRECTV FINANCING LLC                                                         | Directv Financing LLC                                                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $691287.11    | 0.07%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BOELS TOPHOLDING BV                                                           | Boels Topholding BV                                                                                                                                  | CUSIP: 000000000<br>LEI: 724500V913SEHSEW2O75 | Long             | DBT              | CORP              | NL        |      432000 | PA      | $524126.30    | 0.05%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | Lloyds Banking Group PLC                                                                                                                             | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      207000 | PA      | $217671.01    | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      197000 | PA      | $196289.06    | 0.02%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                        | Goodyear Tire & Rubber Co/The                                                                                                                        | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     1916000 | PA      | $1943991.36   | 0.20%             | 2030-05-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1492000 | PA      | $1436609.50   | 0.14%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                       | Zayo Group Holdings Inc                                                                                                                              | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      342147 | PA      | $326618.42    | 0.03%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                       | INEOS Quattro Finance 2 Plc                                                                                                                          | CUSIP: 000000000<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |      369000 | PA      | $432750.74    | 0.04%             | 2029-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                           | Rocket Software Inc                                                                                                                                  | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     1421000 | PA      | $1464839.84   | 0.15%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                          | Raizen Fuels Finance SA                                                                                                                              | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      926000 | PA      | $846147.71    | 0.09%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                            | Vodafone Group PLC                                                                                                                                   | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |       33000 | PA      | $34846.70     | 0.00%             | 2079-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                                         | Freedom Mortgage Holdings LLC                                                                                                                        | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      243000 | PA      | $256259.94    | 0.03%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED COP / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |           1 | NC      | $-54.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSSGATES MALL GENERAL COMPANY NEWCO LLC                                     | CROSSGATES MALL GENERAL COMPANY NEWCO LLC PROMISSORY NOTE A-1-4                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2022547 | PA      | $1985309.49   | 0.20%             | 2026-07-24      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $1286.93      | 0.00%             |  |  |  | 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        |     1225000 | PA      | $1225264.05   | 0.12%             | 2028-01-15      | Fixed         | 6.25%                 | 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        |     1000000 | PA      | $1199538.61   | 0.12%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                               | IHS Holding Ltd                                                                                                                                      | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      306000 | PA      | $316496.76    | 0.03%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                          | LifePoint Health Inc                                                                                                                                 | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |     1734000 | PA      | $1847819.15   | 0.19%             | 2032-01-14      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                   | Wayfair LLC                                                                                                                                          | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      455000 | PA      | $477813.07    | 0.05%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                      | Fortescue Treasury Pty Ltd                                                                                                                           | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     2089000 | PA      | $1993776.53   | 0.20%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                      | Service Properties Trust                                                                                                                             | CUSIP: 81761LAC6<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      991000 | PA      | $1055154.28   | 0.11%             | 2031-11-08      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                       | Beach Acquisition Bidco LLC                                                                                                                          | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      757000 | PA      | $910974.73    | 0.09%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                         | Tenet Healthcare Corp                                                                                                                                | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      307000 | PA      | $298670.15    | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       42122 | PA      | $42980.42     | 0.00%             | 2028-08-25      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1536365 | PA      | $1658121.93   | 0.17%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                                                       | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                                                                                              | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              |  | US        |      480000 | PA      | $523711.64    | 0.05%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | Ecopetrol SA                                                                                                                                         | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      278000 | PA      | $287035.00    | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CCO IIA CREDIT BACKED LOANS LTD SUB NOTES VARIABLE REGD P/P                   | CCO IIA CREDIT BACKED LOANS LTD SUB NOTES VARIABLE REGD P/P                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |      226460 | PA      | $258649.11    | 0.03%             | 2036-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NCL CORPORATION LTD                                                           | NCL Corp Ltd                                                                                                                                         | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      752000 | PA      | $755908.19    | 0.08%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure, LLC                                               | Third Coast Infrastructure, LLC 2025 Refinancing Term Loan                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1668258 | PA      | $1672428.45   | 0.17%             | 2030-09-25      | Floating      | 7.91%                 | No            |                  3 | On Loan: No      |
| UWM HOLDINGS LLC                                                              | UWM Holdings LLC                                                                                                                                     | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $696790.08    | 0.07%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                       | Colombia Government International Bonds                                                                                                              | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      619000 | PA      | $684304.50    | 0.07%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                            | AMN Healthcare Inc                                                                                                                                   | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |      697000 | PA      | $696542.02    | 0.07%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                              | Hawaiian Electric Co Inc                                                                                                                             | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1695246.37   | 0.17%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Cotai Participation Corp                                                  | New Cotai Participation Corp CLASS B RESTRICTED                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           3 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                      | Capital One Financial Corp                                                                                                                           | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      275000 | PA      | $324842.56    | 0.03%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                                         | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $68259.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                        | Blackstone Private Credit Fund                                                                                                                       | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |       88000 | PA      | $88311.55     | 0.01%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                             | Iron Mountain Inc                                                                                                                                    | CUSIP: 000000000<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |      800000 | PA      | $942741.68    | 0.09%             | 2034-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOC Escrow Ltd                                                                | VOC Escrow Ltd                                                                                                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1749000 | PA      | $1744773.49   | 0.18%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                                           | Insulet Corp                                                                                                                                         | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      238000 | PA      | $247402.73    | 0.02%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                                       | El Salvador Government International Bond                                                                                                            | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1181000 | PA      | $1259536.50   | 0.13%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      111000 | PA      | $111443.19    | 0.01%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED CAD / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | CA        |           1 | NC      | $-242.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                 | Parkland Corp                                                                                                                                        | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |      362000 | PA      | $352729.21    | 0.04%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                                            | Mattamy Group Corp                                                                                                                                   | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $53169.21     | 0.01%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                           | Century Communities Inc                                                                                                                              | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      700000 | PA      | $706052.79    | 0.07%             | 2033-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                                      | Permian Resources Operating LLC                                                                                                                      | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      949000 | PA      | $966940.58    | 0.10%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                                         | Fortress Intermediate 3 Inc                                                                                                                          | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1091569.86   | 0.11%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                 | CoreWeave Inc                                                                                                                                        | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      364000 | PA      | $373081.21    | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                                               | MV24 Capital BV                                                                                                                                      | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      406438 | PA      | $404283.48    | 0.04%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J5                                                                                                                       | CUSIP: 12668EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      453027 | PA      | $231847.59    | 0.02%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUFFALO ENERGY MX HLDGS                                                       | Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      444725 | PA      | $479302.66    | 0.05%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                                                  | ADT Security Corp/The                                                                                                                                | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $978898.43    | 0.10%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                               | Sands China Ltd                                                                                                                                      | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |      285000 | PA      | $261843.75    | 0.03%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                        | Acrisure LLC / Acrisure Finance Inc                                                                                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      326000 | PA      | $322907.66    | 0.03%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                                        | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC                                                                          | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1156000 | PA      | $1153832.50   | 0.12%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                | Opal Bidco SAS                                                                                                                                       | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      972000 | PA      | $1181436.47   | 0.12%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                              | CSC Holdings LLC                                                                                                                                     | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      823000 | PA      | $596536.16    | 0.06%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                      | Venture Global Calcasieu Pass LLC                                                                                                                    | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1162913.92   | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                     | SUNOCO LP                                                                                                                                            | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      654000 | PA      | $665600.76    | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOLDINGS                                                        | Digicel Group Holdings Ltd                                                                                                                           | CUSIP: 25381HAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       96417 | PA      | $964.17       | 0.00%             | 2030-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| VFH PARENT / VALOR CO                                                         | VFH Parent LLC / Valor Co-Issuer Inc                                                                                                                 | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1089000 | PA      | $1126315.00   | 0.11%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                             | PROG Holdings Inc                                                                                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     1572000 | PA      | $1544788.13   | 0.16%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                                                   | Long: IS31FM5   IRS R04.14PSOFR 12/30/34 MSNYUS33XXX FIXED / Short: IS31FM5   IRS PSOFRR04.14 12/30/34 MSNYUS33XXX FLOAT                             | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |       10000 | OU      | $382.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                                                    | Weber-Stephen Products LLC Term Loan B                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      750000 | PA      | $741562.50    | 0.07%             | 2032-09-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      206000 | PA      | $206451.42    | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                           | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $127491.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                                                      | Charles River Laboratories International Inc                                                                                                         | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1234266.82   | 0.12%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                      | OCP SA                                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      412000 | PA      | $448565.00    | 0.05%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REV RC BNY ME 3.750% 08/19/27                                                                                                                        | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -976500 | PA      | $-976500.00   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                        | FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC25                                                                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         436 | NC      | $128484.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO                                                                    | Carvana Co                                                                                                                                           | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     1201085 | PA      | $1360369.00   | 0.14%             | 2031-06-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                      | Aptiv Swiss Holdings Ltd                                                                                                                             | CUSIP: 03837AAD2<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |      387000 | PA      | $396073.78    | 0.04%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                                      | California Resources Corp                                                                                                                            | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      796000 | PA      | $790912.60    | 0.08%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                        | PURCHASED PEN / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | PE        |           1 | NC      | $0.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                                                | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1363837.93   | 0.14%             | 2028-06-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                                                           | Energuate Trust 2 0                                                                                                                                  | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |      229000 | PA      | $230506.06    | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | Gartner Inc                                                                                                                                          | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6704.18      | 0.00%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                     | Block Inc                                                                                                                                            | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1316771.25   | 0.13%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                  | CaixaBank SA                                                                                                                                         | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      975000 | PA      | $1087508.57   | 0.11%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| SATURN OIL & GAS INC                                                          | Saturn Oil & Gas Inc                                                                                                                                 | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |      397000 | PA      | $411203.17    | 0.04%             | 2029-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                | Var Energi ASA                                                                                                                                       | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |     1300000 | PA      | $1511164.90   | 0.15%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                        | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                                         | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      890000 | PA      | $823210.56    | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                          | IHO Verwaltungs GmbH                                                                                                                                 | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      695000 | PA      | $730182.67    | 0.07%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                          | Bank Leumi Le-Israel BM                                                                                                                              | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      450000 | PA      | $469432.65    | 0.05%             | 2033-07-18      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                  | Navient Corp                                                                                                                                         | CUSIP: 63938CAJ7<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      835000 | PA      | $844133.84    | 0.08%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                      | LCM Investments Holdings II LLC                                                                                                                      | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1422670.82   | 0.14%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1159271.99   | 0.12%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities                                                 | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1795853 | PA      | $1915559.85   | 0.19%             | 2029-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                      | Celanese US Holdings LLC                                                                                                                             | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      184000 | PA      | $185233.22    | 0.02%             | 2030-03-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                        | AthenaHealth Group Inc                                                                                                                               | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |     1181000 | PA      | $1171615.08   | 0.12%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zacapa S.a r.l.                                                               | Zacapa S.a r.l. Seventh Amendment Incremental Term Loan                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     2067055 | PA      | $2069121.61   | 0.21%             | 2029-03-22      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                      | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                                                   | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |       80000 | PA      | $79318.73     | 0.01%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                                                           | NuStar Logistics LP                                                                                                                                  | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       97000 | PA      | $100477.99    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      627552 | PA      | $664750.12    | 0.07%             | 2028-10-25      | Floating      | 17.22%                | No            |                  2 | On Loan: No      |
| UPL CORP LTD                                                                  | UPL Corp Ltd                                                                                                                                         | CUSIP: 000000000<br>LEI: 213800AQLATW4WEEH674 | Long             | DBT              | CORP              | MU        |      673000 | PA      | $626596.65    | 0.06%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                                            | CP Atlas Buyer Inc                                                                                                                                   | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      400000 | PA      | $420662.09    | 0.04%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     6037000 | PA      | $5208314.59   | 0.52%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                                                          | Stillwater Mining Co                                                                                                                                 | CUSIP: 000000000<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     1379000 | PA      | $1362452.00   | 0.14%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                | NRG Energy Inc                                                                                                                                       | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      445000 | PA      | $411360.41    | 0.04%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                      | Primo Water Holdings Inc / Triton Water Holdings Inc                                                                                                 | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      696000 | PA      | $697454.64    | 0.07%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                                        | Bausch Health Americas Inc                                                                                                                           | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      543000 | PA      | $538578.00    | 0.05%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                         | Long Ridge Energy LLC                                                                                                                                | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      270000 | PA      | $277531.57    | 0.03%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENGIE ENERGIA CHILE SA                                                        | Engie Energia Chile SA                                                                                                                               | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |      920000 | PA      | $979257.20    | 0.10%             | 2034-04-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                   | Viatris Inc                                                                                                                                          | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      744000 | PA      | $669821.73    | 0.07%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                      | Live Nation Entertainment Inc                                                                                                                        | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      468000 | PA      | $464768.21    | 0.05%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Bank Of New York Mellon                                                   | REVERSE CONTRACT U S BNY______ MELLON/NOMURA INT'L PLC                                                                                               | CUSIP: 000000000<br>LEI: WFLLPEPC7FZXENRZV188 | Short            | RA               | CORP              | US        |     -493763 | PA      | $-493763.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ZHONGSHENG GROUP HOLDINGS LTD                                                 | ZHONGSHENG GROUP REGD REG S                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      490000 | PA      | $495900.68    | 0.05%             | 2028-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAF8<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      722000 | PA      | $713960.39    | 0.07%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                                                              | Aretec Group Inc                                                                                                                                     | CUSIP: 040133AA8<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |      641000 | PA      | $644346.28    | 0.06%             | 2029-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                      | Hilton Domestic Operating Co Inc                                                                                                                     | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      738000 | PA      | $758405.43    | 0.08%             | 2032-03-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Spirit Aviation Holdings Inc                                                  | Spirit Aviation Holdings Inc                                                                                                                         | CUSIP: 84863V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       49562 | NS      | $18833.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITGO PETROLEUM CORP                                                          | CITGO Petroleum Corp                                                                                                                                 | CUSIP: 17302XAM8<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |      471000 | PA      | $471002.26    | 0.05%             | 2026-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clover Holding 2, LLC                                                         | Clover Holding 2, LLC (Fixed) Term Loan                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2126670 | PA      | $2138643.15   | 0.22%             | 2031-12-09      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| ALTICE FRANCE SA                                                              | Altice France SA                                                                                                                                     | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      885000 | PA      | $889733.81    | 0.09%             | 2028-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                                                            | Turkiye Ihracat Kredi Bankasi AS                                                                                                                     | CUSIP: 90015LAH0<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |      208000 | PA      | $218271.04    | 0.02%             | 2027-01-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                     | Olin Corp                                                                                                                                            | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      914000 | PA      | $919319.32    | 0.09%             | 2033-02-28      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                          | Oleoducto Central SA                                                                                                                                 | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |      424000 | PA      | $416219.60    | 0.04%             | 2027-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                                       | Nationwide Building Society                                                                                                                          | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      430000 | PA      | $441885.32    | 0.04%             | 2036-07-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                           | Diebold Nixdorf Inc                                                                                                                                  | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |      748000 | PA      | $792042.74    | 0.08%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                      | Altice France Holding SA                                                                                                                             | CUSIP: 02156TAB0<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     2710000 | PA      | $984056.80    | 0.10%             | 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      | $1124343.98   | 0.11%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                         | Qnity Electronics Inc                                                                                                                                | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      519000 | PA      | $523507.92    | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                      | Graphic Packaging International LLC                                                                                                                  | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     1662000 | PA      | $1689314.97   | 0.17%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VZ VENDOR FINANCING                                                           | VZ Vendor Financing II BV                                                                                                                            | CUSIP: 000000000<br>LEI: 724500DRKUUR3GFOSK76 | Long             | DBT              | CORP              | NL        |      149000 | PA      | $164468.73    | 0.02%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                                    | Arcosa Inc                                                                                                                                           | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |     1237000 | PA      | $1292080.95   | 0.13%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| K2016470219 SA LTD                                                            | K2016470219 South Africa Ltd                                                                                                                         | CUSIP: 000000000<br>LEI: 378900DECAC8CFA88345 | Long             | DBT              | CORP              | ZA        |     1100178 | PA      | $0.00         | 0.00%             | 2025-12-31      | Fixed         | 3.00%                 | No            |                  3 | On Loan: No      |
| CNX RESOURCES CORP                                                            | CNX Resources Corp                                                                                                                                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103444.32    | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| EREGLI DEMIR VE CELIK                                                         | Eregli Demir ve Celik Fabrikalari TAS                                                                                                                | CUSIP: 29482KAA9<br>LEI: 789000VYQF5IDGG49908 | Long             | DBT              | CORP              | TR        |      486000 | PA      | $508021.88    | 0.05%             | 2029-07-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                                         | Southern Gas Corridor CJSC                                                                                                                           | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     1045000 | PA      | $1053966.10   | 0.11%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                       | LCPR Senior Secured Financing DAC                                                                                                                    | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     3059000 | PA      | $1696653.95   | 0.17%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                        | Venture Global LNG Inc                                                                                                                               | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      569000 | PA      | $597523.15    | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                                             | INEOS Finance PLC                                                                                                                                    | CUSIP: 44984WAJ6<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |     1480000 | PA      | $1450803.18   | 0.15%             | 2029-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                                               | United Group BV                                                                                                                                      | CUSIP: 000000000<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |      616000 | PA      | $739315.51    | 0.07%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                                           | White Cap Buyer LLC                                                                                                                                  | CUSIP: 96350RAA2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |      161000 | PA      | $160998.58    | 0.02%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                               | Long: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FIXED / Short: IS2VFD7   CDS US428040DB25 05.000 NA 06/20/2029 MORGAN STANL FLOAT | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      140000 | OU      | $-33109.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                       | Sasol Financing USA LLC                                                                                                                              | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |      668000 | PA      | $693248.03    | 0.07%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                        | Vmed O2 UK Financing I PLC                                                                                                                           | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     2512000 | PA      | $2638662.30   | 0.27%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA ENERGY CORP                                                            | Vistra Energy Corp Exp 31Dec46                                                                                                                       | CUSIP: 92840M110<br>LEI: 549300KP43CPCUJOOG15 | N/A              | DE               |  | US        |       10721 | NS      | $13133.23     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       84798 | PA      | $46511.70     | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      369793 | PA      | $389325.42    | 0.04%             | 2028-10-25      | Floating      | 16.22%                | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                        | MGM China Holdings Ltd                                                                                                                               | CUSIP: 55300RAB7<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      414000 | PA      | $413743.32    | 0.04%             | 2026-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                       | Teva Pharmaceutical Finance Netherlands III BV                                                                                                       | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      517000 | PA      | $517537.68    | 0.05%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                    | Flagship Credit Auto Trust 2019-4                                                                                                                    | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      352057 | PA      | $351832.89    | 0.04%             | 2027-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc.                                                                | ModivCare Inc. Closing Date Term Loan (DIP)                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       94297 | PA      | $91468.48     | 0.01%             | 2026-02-22      | Floating      | 11.13%                | No            |                  3 | On Loan: No      |
| CODELCO INC                                                                   | Corp Nacional del Cobre de Chile                                                                                                                     | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      467000 | PA      | $488832.25    | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                           | Inversiones CMPC SA                                                                                                                                  | CUSIP: 46128MAU5<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |      497000 | PA      | $508669.56    | 0.05%             | 2057-12-09      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                                                   | Gap Inc/The                                                                                                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      298000 | PA      | $278777.68    | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                                       | Avis Budget Car Rental LLC / Avis Budget Finance Inc                                                                                                 | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      453000 | PA      | $474594.97    | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                                | SNF Group SACA                                                                                                                                       | CUSIP: 000000000<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      720000 | PA      | $866505.45    | 0.09%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD GBP                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $297.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIA DE MINAS BUENAVENTUR                                                      | Cia de Minas Buenaventura SAA                                                                                                                        | CUSIP: 204448AB0<br>LEI: 529900WQB1ZU9KB6EL71 | Long             | DBT              | CORP              | PE        |      492000 | PA      | $508432.80    | 0.05%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                                              | WFRBS Commercial Mortgage Trust 2011-C4                                                                                                              | CUSIP: 92936CAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      641418 | PA      | $620578.02    | 0.06%             | 2044-06-15      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                      | Liberty Mutual Group Inc                                                                                                                             | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      462000 | PA      | $453819.75    | 0.05%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Agiliti Health, Inc.                                                          | Agiliti Health, Inc. Term Loan                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1275980 | PA      | $1220155.68   | 0.12%             | 2030-05-01      | Floating      | 7.29%                 | No            |                  3 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      247000 | PA      | $251940.00    | 0.03%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                              | Paramount Global                                                                                                                                     | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      330000 | PA      | $325001.53    | 0.03%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                           | COMM 2013-LC6 Mortgage Trust                                                                                                                         | CUSIP: 20048EAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      291550 | PA      | $282075.04    | 0.03%             | 2046-01-10      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| K201640219 SOUTH AFRICA B      SHARES                                         | K201640219 SOUTH AFRICA B      SHARES                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     2009762 | NS      | $2.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| INGEVITY CORP                                                                 | Ingevity Corp                                                                                                                                        | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |      495000 | PA      | $475655.59    | 0.05%             | 2028-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GENM CAPITAL LABUAN                                                           | GENM Capital Labuan Ltd                                                                                                                              | CUSIP: 000000000<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |      891000 | PA      | $820661.61    | 0.08%             | 2031-04-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC / JFIN                                                      | Jefferies Finance LLC / JFIN Co-Issuer Corp                                                                                                          | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      395000 | PA      | $397806.13    | 0.04%             | 2031-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                                                               | Global Atlantic Fin Co                                                                                                                               | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      425000 | PA      | $419532.89    | 0.04%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAIXA ECONOMICA FEDERAL                                                       | Caixa Economica Federal                                                                                                                              | CUSIP: 12803Y2A6<br>LEI: 254900EX2KZ57WQ1PL07 | Long             | DBT              | CORP              | BR        |      655000 | PA      | $662474.93    | 0.07%             | 2030-05-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                              | Maxam Prill Sarl                                                                                                                                     | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |     1665000 | PA      | $1681650.00   | 0.17%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                 | Carnival Corp                                                                                                                                        | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      159000 | PA      | $162938.43    | 0.02%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                      | Builders FirstSource Inc                                                                                                                             | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1766000 | PA      | $1847088.27   | 0.19%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                      | Encore Capital Group Inc                                                                                                                             | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1289000 | PA      | $1359447.81   | 0.14%             | 2029-03-21      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                       | Romanian Government International Bond                                                                                                               | CUSIP: 77586RAY6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1434000 | PA      | $1460887.50   | 0.15%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                            | Ukraine Government International Bond                                                                                                                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      158992 | PA      | $86014.67     | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED USD / SOLD EUR                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |           1 | NC      | $5.15         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2006-J1                                                                                                                       | CUSIP: 12668BKG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      472836 | PA      | $317313.03    | 0.03%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      266000 | PA      | $303363.62    | 0.03%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                               | CVS Health Corp                                                                                                                                      | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      152000 | PA      | $156966.45    | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                             | Herc Holdings Inc                                                                                                                                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      776000 | PA      | $806127.91    | 0.08%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD                                                              | TOUCAN FINCO LTD/CAN/US /EUR/ REGD 144A P/P                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      154671 | PA      | $173467.02    | 0.02%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                        | U.S. Treasury Bonds                                                                                                                                  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2154000 | PA      | $1666236.82   | 0.17%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                      | USA Compression Partners LP / USA Compression Finance Corp                                                                                           | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $702686.89    | 0.07%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREDDIEMAC STRIP                                                              | Freddie Mac Strips                                                                                                                                   | CUSIP: 3128HUGR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2911331 | PA      | $507214.73    | 0.05%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                                 | PURCHASED SEK / SOLD USD                                                                                                                             | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | SE        |           1 | NC      | $186.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                            | Ally Financial Inc                                                                                                                                   | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       15000 | PA      | $17079.48     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TERRAFORM GLOBAL OPERATI                                                      | Terraform Global Operating LP                                                                                                                        | CUSIP: 88104UAC7<br>LEI: 549300LC7QMVR79H5O86 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43721.27     | 0.00%             | 2026-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                            | Leviathan Bond Ltd                                                                                                                                   | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1197408 | PA      | $1200030.32   | 0.12%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                               | MARB BondCo PLC                                                                                                                                      | CUSIP: 000000000<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     1261000 | PA      | $1154924.68   | 0.12%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRINIDAD GEN UNLTD                                                            | Trinidad Generation UnLtd                                                                                                                            | CUSIP: 89636DAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |      373000 | PA      | $393499.63    | 0.04%             | 2033-06-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TAV HAVALIMANLARI HOLDIN                                                      | TAV Havalimanlari Holding AS                                                                                                                         | CUSIP: 000000000<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |      470000 | PA      | $491737.50    | 0.05%             | 2028-12-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                           | COMM 2012-CCRE3 Mortgage Trust                                                                                                                       | CUSIP: 12624PAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43926 | PA      | $2561.32      | 0.00%             | 2045-10-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                              | PURCHASED USD / SOLD CLP                                                                                                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $133.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Loyalty Ventures Inc.                                                         | Loyalty Ventures Inc. TLB                                                                                                                            | CUSIP: 000000000<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | LON              | CORP              | US        |     1518415 | PA      | $11388.11     | 0.00%             | 2027-11-03      | Floating      | 14.00%                | No            |                  3 | On Loan: No      |
| Jane Street Group, LLC                                                        | Jane Street Group, LLC 1st Lien Term Loan                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1514104 | PA      | $1501491.39   | 0.15%             | 2031-12-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                                | Bombardier Inc                                                                                                                                       | CUSIP: 097751CA7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     1966000 | PA      | $2123109.92   | 0.21%             | 2030-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                              | Ambipar Lux Sarl                                                                                                                                     | CUSIP: 02319WAB7<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     1082000 | PA      | $178530.00    | 0.02%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                        | Match Group Holdings II LLC                                                                                                                          | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      189000 | PA      | $190782.53    | 0.02%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                | CVR Energy Inc                                                                                                                                       | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      425000 | PA      | $434778.26    | 0.04%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                            | Grupo Televisa SAB                                                                                                                                   | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      495000 | PA      | $491817.15    | 0.05%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                      | Petrobras Global Finance BV                                                                                                                          | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      491000 | PA      | $484925.38    | 0.05%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                             | Rivers Enterprise Borrower LLC / Rivers Enterprise Finance Corp                                                                                      | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1043947.81   | 0.11%             | 2033-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AG ISSUER LLC                                                                 | AG Issuer LLC                                                                                                                                        | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1052109.22   | 0.11%             | 2028-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                                                  | AES Andes SA                                                                                                                                         | CUSIP: 00111VAA5<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |      482000 | PA      | $500798.00    | 0.05%             | 2029-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                        | Sunoco LP / Sunoco Finance Corp                                                                                                                      | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      461000 | PA      | $461090.10    | 0.05%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS Group AG                                                                                                                                         | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      448000 | PA      | $492800.00    | 0.05%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                      | Petrobras Global Finance BV                                                                                                                          | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      552000 | PA      | $545481.08    | 0.05%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD/RWLV CAP                                                        | Resorts World Las Vegas LLC / RWLV Capital Inc                                                                                                       | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1085727.38   | 0.11%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                            | Alternative Loan Trust 2007-7T2                                                                                                                      | CUSIP: 02147BAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1926417 | PA      | $633934.59    | 0.06%             | 2037-04-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                            | Caturus Energy LLC                                                                                                                                   | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |      375000 | PA      | $390481.80    | 0.04%             | 2030-01-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                              | Fannie Mae Connecticut Avenue Securities                                                                                                             | CUSIP: 30711XCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       66989 | PA      | $67764.02     | 0.01%             | 2028-09-25      | Floating      | 10.47%                | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                         | Civitas Resources Inc                                                                                                                                | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      891000 | PA      | $913137.14    | 0.09%             | 2031-06-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                   | Staples Inc                                                                                                                                          | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     2506000 | PA      | $2482326.44   | 0.25%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                 | EchoStar Corp                                                                                                                                        | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     2790903 | PA      | $2876566.95   | 0.29%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS                                                       | Surgery Center Holdings Inc                                                                                                                          | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |      825000 | PA      | $848164.42    | 0.09%             | 2032-03-26      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                           | Petroleos Mexicanos                                                                                                                                  | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1292000 | PA      | $1051287.48   | 0.11%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                                            | Braskem Idesa SAPI                                                                                                                                   | CUSIP: 000000000<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |     1393000 | PA      | $849730.00    | 0.09%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                          | WR Grace Holdings LLC                                                                                                                                | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      924000 | PA      | $918483.44    | 0.09%             | 2027-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-22

**Name of Applicant:** AllianceBernstein Global High Income Fund Inc

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller