# EDGAR Filing Document

**Accession Number:** 0001287498
**File Stem:** 0001752724-25-150432
**Filing Date:** 2025-6
**Character Count:** 364460
**Document Hash:** cf74b9ff1b226046f37f8912fd7f16e6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-150432.hdr.sgml**: 20250623

**ACCESSION NUMBER**: 0001752724-25-150432

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250623

**DATE AS OF CHANGE**: 20250623

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eaton Vance Short Duration Diversified Income Fund
- **CENTRAL INDEX KEY:** 0001287498

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21563
- **FILM NUMBER:** 251063199

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUARE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** EATON VANCE LOW DURATION DIVERSIFIED INCOME FUND
- **DATE OF NAME CHANGE:** 20040416

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Eaton Vance Short Duration Diversified Income Fund

- **b. Investment Company Act file number:** 811-21563

- **c. CIK number of Registrant:** 0001287498

- **d. LEI of Registrant:** HAXBNTSIUT2SHF0XLJ46

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

  - **Street Address 1:** One Post Office Square

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Eaton Vance Short Duration Diversified Income Fund

- **c. LEI of Series:** HAXBNTSIUT2SHF0XLJ46

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $195942142.63

**Total Liabilities:** $46781962.00

**Net Assets:** $149160180.63

**Delayed Delivery Securities:** $11414086.55

**Cash Not Reported:** $6924634.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -38.72000000 | **1-Year:** -894.99000000 | **5-Year:** -9284.54000000 | **10-Year:** -3908.56000000 | **30-Year:** -2644.38000000

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

- **3-Month:** -218.48000000 | **1-Year:** -8557.75000000 | **5-Year:** -25023.24000000 | **10-Year:** -7834.48000000 | **30-Year:** -1906.35000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.02%                | -0.65%               | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $120285.68               | $871024.47                                 |
| Month 2  | $-69677.92               | $-1738798.71                               |
| Month 3  | $-395767.94              | $460962.89                                 |

**Designated Index Information**

- **Index Name:** 33.33% S&P/LSTA Leveraged Loan/ 33.33% ICE BofA US MBS/ 33.34% JP Morgan EMBI Global Divers Spread

- **Index Identifier:** JSPLLIUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sabre GLBL Inc                                          | Sabre GLBL Inc 2022 Term Loan B                                                                                              | CUSIP: 78571YBH2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     26461 | PA      | $24972.50     | 0.02%             | 2028-06-30      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR MIDCO GMBH                                  | TK Elevator Midco GmbH 2025 USD Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    314634 | PA      | $313789.24    | 0.21%             | 2030-04-30      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    620600 | PA      | $73541.10     | 0.05%             | 2027-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     30000 | PA      | $27748.16     | 0.02%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | IVORY COAST                                                                                                                  | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    373000 | PA      | $346558.27    | 0.23%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                       | Iron Mountain Inc 2023 Term Loan B                                                                                           | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              |  | US        |    116304 | PA      | $115955.27    | 0.08%             | 2031-01-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     34228 | PA      | $26025.06     | 0.02%             | 2030-01-03      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                 | Allied Universal Holdco LLC                                                                                                  | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102239.56    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                      | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $111198.50    | 0.07%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MONITRONICS INTERNATIONAL INC                           | MONITRONICS INTERNATIONAL INC                                                                                                | CUSIP: 937BQB903<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | EC               | CORP              | US        |      2596 | NS      | $39805.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2015-C31                                                                               | CUSIP: 94989WBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922000 | PA      | $805421.40    | 0.54%             | 2048-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    141000 | PA      | $70408.35     | 0.05%             | 2035-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384D3W5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1035461.10   | 0.69%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $140000.00    | 0.09%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    215400 | PA      | $25524.90     | 0.02%             | 2037-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                | Broadstreet Partners Inc 2024 Term Loan B4                                                                                   | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    148875 | PA      | $148360.64    | 0.10%             | 2031-06-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     11000 | PA      | $1895.70      | 0.00%             | 2027-11-29      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Flutter Financing BV                                    | Flutter Financing BV 2024 Term Loan B                                                                                        | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |    444375 | PA      | $438682.56    | 0.29%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $193257.28    | 0.13%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RITCHIE BROS HLDGS INC                                  | Ritchie Bros Holdings Inc                                                                                                    | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204171.40    | 0.14%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $338762.94    | 0.23%             | 2029-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                                       | Tunisian Republic                                                                                                            | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |    218000 | PA      | $239688.40    | 0.16%             | 2026-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $230647.00    | 0.15%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    355000 | PA      | $316432.76    | 0.21%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                              | Camelot US Acquisition LLC 2024 Term Loan B                                                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    320937 | PA      | $317326.36    | 0.21%             | 2031-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                          | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    170000 | PA      | $124100.00    | 0.08%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cloudera Inc                                            | Cloudera Inc 2021 Term Loan                                                                                                  | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |    534962 | PA      | $527943.08    | 0.35%             | 2028-10-08      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    183920 | PA      | $169905.16    | 0.11%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                                              | Ciena Corp                                                                                                                   | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92715.64     | 0.06%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $139747.37    | 0.09%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     35000 | PA      | $6077.10      | 0.00%             | 2037-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59943.35     | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC               | Oryx Midstream Services Permian Basin LLC 2025 Term Loan B                                                                   | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    144226 | PA      | $143121.87    | 0.10%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BEV4V9AX0 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9AX0 CDS USD P V 03MEVENT 1 SOVEREIGN                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |    688000 | OU      | $-27087.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                                | Raising Cane's Restaurants LLC                                                                                               | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |    167000 | PA      | $177187.67    | 0.12%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BMID0RX99 CDS USD R F  1.00000 BMID0RX99_FEE CORPORATE / Short: BMID0RX99 CDS USD P V 03MEVENT BMID0RX99_PRO CORPORATE | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | US        |    588000 | OU      | $-24586.48    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                  | NRZ Excess Spread-Collateralized Notes                                                                                       | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    239378 | PA      | $231601.89    | 0.16%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP                                | Renaissance Holding Corp 2024 1st Lien Term Loan                                                                             | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    147755 | PA      | $138211.95    | 0.09%             | 2030-04-05      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| CALDERYS FINANCING LLC                                  | Calderys Financing LLC                                                                                                       | CUSIP: 128786AA8<br>LEI: 254900ZIKDM74XNEFV84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211558.80    | 0.14%             | 2028-06-01      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $10112.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5300000 | PA      | $5376394.73   | 3.60%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31406C7A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54962 | PA      | $56090.74     | 0.04%             | 2032-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    357679 | PA      | $67987.23     | 0.05%             | 2044-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $180261.50    | 0.12%             | 2038-02-13      | Fixed         | 7.96%                 | Yes           |                  2 | On Loan: No      |
| INFORMATICA LLC                                         | Informatica LLC 2024 Term Loan B                                                                                             | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |    363750 | PA      | $363750.00    | 0.24%             | 2028-10-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                                | Genting New York LLC / GENNY Capital Inc                                                                                     | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $400030.30    | 0.27%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUKQ95 CDS USD R F  1.00000 Z92XUKQB0 CCPSOVEREIGN / Short: S92XUKQ95 CDS USD P V 03MEVENT Z92XUKQA2 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3000000 | OU      | $2985.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $206370.50    | 0.14%             | 2032-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| STAR HOLDING LLC                                        | Star Holding LLC 2024 1st Lien Term Loan B                                                                                   | CUSIP: 85512FAC2<br>LEI: 254900BDGPE9N1WAKD59 | Long             | LON              | CORP              | US        |     99500 | PA      | $94350.88     | 0.06%             | 2031-07-31      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| FREEPORT LNG INVESTMENTS LLLP                           | Freeport LNG Investments LLLP 2025 Term Loan B                                                                               | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |     92124 | PA      | $91019.01     | 0.06%             | 2028-12-21      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc 2025 Term Loan B                                                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |    175000 | PA      | $173031.25    | 0.12%             | 2032-02-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                                 | SolarWinds Holdings Inc 2025 Term Loan                                                                                       | CUSIP: 85554UAB0<br>LEI: 549300GUYI8M0E3S0X29 | Long             | LON              | CORP              | US        |    250000 | PA      | $241953.75    | 0.16%             | 2032-04-16      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Kenan Advantage Group, Inc.                             | Kenan Advantage Group Inc 2024 Term Loan B4                                                                                  | CUSIP: 48853UBQ2<br>LEI: 549300GVUXCXDWYPIY65 | Long             | LON              | CORP              | US        |    336111 | PA      | $330649.55    | 0.22%             | 2029-01-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIES8NP4 CDS USD R F  1.00000 BMIES8NQ2 CORPORATE / Short: BMIES8NP4 CDS USD P V 03MEVENT BMIES8NR0 CORPORATE         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | GB        |     88000 | OU      | $-3506.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENVISION PARENT INC                                     | ENVISION PARENT INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10840 | NS      | $133603.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                    | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110419.21    | 0.07%             | 2027-07-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HRT DNT / HRT DNT FIN                                   | Heartland Dental LLC / Heartland Dental Finance Corp                                                                         | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $210988.40    | 0.14%             | 2028-04-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company                  | 1011778 BC Unlimited Liability Company 2024 Term Loan B6                                                                     | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |    835947 | PA      | $829351.46    | 0.56%             | 2030-09-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                                    | CD&R Hydra Buyer Inc 2024 Term Loan B                                                                                        | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |    123750 | PA      | $119625.41    | 0.08%             | 2031-03-25      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                      | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    600000 | PA      | $531312.75    | 0.36%             | 2031-07-31      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                       | Amspec Parent LLC 2024 Term Loan                                                                                             | CUSIP: 03218AAB5<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    108333 | PA      | $108333.33    | 0.07%             | 2031-12-22      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    276000 | PA      | $230738.76    | 0.15%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC 2025 USD Term Loan B                                                                                | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    423938 | PA      | $423583.51    | 0.28%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC             | BBCMS MORTGAGE TRUST 2017-C1                                                                                                 | CUSIP: 07332VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $464953.93    | 0.31%             | 2050-02-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                              | KUEHG Corp 2024 Term Loan                                                                                                    | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    154401 | PA      | $154070.79    | 0.10%             | 2030-06-12      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197432.14    | 0.13%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $168839.96    | 0.11%             | 2050-04-21      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     75000 | PA      | $70500.00     | 0.05%             | 2020-10-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PG Investment Company 59 Sa rl                          | PG Investment Company 59 Sa rl Term Loan B                                                                                   | CUSIP: 91728NAB5<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |    149251 | PA      | $149027.06    | 0.10%             | 2031-03-26      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Teneo Holdings LLC                                      | Teneo Holdings LLC 2024 Term Loan B                                                                                          | CUSIP: 88033CAM1<br>LEI: 254900JYFK02V3OP5U96 | Long             | LON              | CORP              | US        |    148500 | PA      | $149056.88    | 0.10%             | 2031-03-13      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Creation Technologies Inc                               | Creation Technologies Inc 2021 Term Loan                                                                                     | CUSIP: 22526YAB0<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    145500 | PA      | $139134.38    | 0.09%             | 2028-10-05      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| MAVIS TIRE EXPRESS SERVI                                | Mavis Tire Express Services Topco Corp                                                                                       | CUSIP: 59155LAA0<br>LEI: 254900NVDM4GTLBL9E56 | Long             | DBT              | CORP              | US        |    241000 | PA      | $222596.83    | 0.15%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31401CYF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215478 | PA      | $222233.43    | 0.15%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE LLC                                              | McAfee LLC 2024 USD 1st Lien Term Loan B                                                                                     | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |    391037 | PA      | $368634.93    | 0.25%             | 2029-03-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149088.57    | 0.10%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Vue Entertainment International Limited                 | Vue Entertainment International Limited 2023 EUR Floating PIK Reinstated Term Loan B                                         | CUSIP: 000000000<br>LEI: 9845009F4EIBBC5BB612 | Long             | LON              | CORP              | GB        |     49665 | PA      | $32351.06     | 0.02%             | 2027-12-31      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| American Consolidated Natural Resources Inc             | American Consolidated Natural Resources Inc 2024 2nd Lien Term Loan                                                          | CUSIP: 02522YAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     63934 | PA      | $62735.40     | 0.04%             | 2029-12-11      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                     | Peer Holding III BV 2025 USD Term Loan B5B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    174562 | PA      | $174071.98    | 0.12%             | 2031-07-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                            | National Mentor Holdings Inc 2021 Term Loan                                                                                  | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |    313741 | PA      | $300080.25    | 0.20%             | 2028-03-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38383DB31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4074828 | PA      | $565281.74    | 0.38%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKORN HOLDING COMPANY LLC                               | AKORN HOLDING COMPANY LLC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6053 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384DFS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    675441 | PA      | $756818.18    | 0.51%             | 2053-10-20      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $135527.70    | 0.09%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                                | Korn Ferry                                                                                                                   | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |    286000 | PA      | $276994.06    | 0.19%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XV CLO Ltd                                                                                                            | CUSIP: 36319FAG1<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |   1440000 | PA      | $1427770.08   | 0.96%             | 2030-10-15      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $611068.48    | 0.41%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134817.80    | 0.09%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492783 | PA      | $503663.44    | 0.34%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31395NBF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    413765 | PA      | $36222.92     | 0.02%             | 2036-06-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                | TerraForm Power Operating LLC                                                                                                | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68242.74     | 0.05%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF THE BAHAMAS                             | Commonwealth of The Bahamas 2024 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | LON              | CORP              | BS        |    330000 | PA      | $382177.32    | 0.26%             | 2028-11-24      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Apex Tool Group LLC                                     | Apex Tool Group LLC 2024 Super Priority 3rd Out Term Loan B                                                                  | CUSIP: 03759DAP3<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |    156956 | PA      | $131058.13    | 0.09%             | 2030-02-08      | Floating      | 11.92%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    187000 | PA      | $24310.00     | 0.02%             | 2020-12-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198359.24    | 0.13%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FRWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1587757 | PA      | $231219.69    | 0.16%             | 2050-04-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    130000 | PA      | $81620.53     | 0.05%             | 2029-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-9860.03     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31396HJJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    217139 | PA      | $8427.09      | 0.01%             | 2030-09-15      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                      | Eldorado Gold Corp                                                                                                           | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148007.90    | 0.10%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                 | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-20046.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31398NTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677706 | PA      | $55575.89     | 0.04%             | 2040-10-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                             | Pacific Dental Services LLC 2024 Term Loan B                                                                                 | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |    173624 | PA      | $172335.76    | 0.12%             | 2031-03-15      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Playa Resorts Holding BV                                | Playa Resorts Holding BV 2022 Term Loan B                                                                                    | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    195500 | PA      | $195524.44    | 0.13%             | 2029-01-05      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                   | Panther Escrow Issuer LLC                                                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $94331.28     | 0.06%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc.                        | Kronos Acquisition Holdings Inc 2024 Term Loan                                                                               | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    223875 | PA      | $181198.83    | 0.12%             | 2031-07-08      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94717.80     | 0.06%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products Inc                    | Bombardier Recreational Products Inc 2024 Term Loan B4                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    758868 | PA      | $734204.65    | 0.49%             | 2031-01-22      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384D7E1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2000000 | PA      | $2119678.80   | 1.42%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241560.90    | 0.16%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EVERGREEN ACQCO/TVI INC                                 | Evergreen Acqco 1 LP / TVI Inc                                                                                               | CUSIP: 30015DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $80628.21     | 0.05%             | 2028-04-26      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LHS Borrower LLC                                        | LHS Borrower LLC 2022 Term Loan B                                                                                            | CUSIP: 50204EAB4<br>LEI: 2549000R2CJY3YBDDU14 | Long             | LON              | CORP              | US        |    120475 | PA      | $105932.78    | 0.07%             | 2029-02-16      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                              | MajorDrive Holdings IV LLC Term Loan B                                                                                       | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |     72188 | PA      | $67265.03     | 0.05%             | 2028-06-01      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AAWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    490403 | PA      | $358323.64    | 0.24%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                                   | Chamberlain Group Inc Term Loan B                                                                                            | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    390917 | PA      | $386863.45    | 0.26%             | 2028-11-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                                                                  | CUSIP: 61766EAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $755644.90    | 0.51%             | 2049-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAZZ FINANCING LUX SARL                                 | Jazz Financing Lux Sarl 2024 1st Lien Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 635400WUEO2NSG5OIU34 | Long             | LON              | CORP              | LU        |    155948 | PA      | $155613.07    | 0.10%             | 2028-05-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     46000 | PA      | $7909.82      | 0.01%             | 2022-05-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PMHC II Inc                                             | PMHC II Inc 2022 Term Loan B                                                                                                 | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |    195980 | PA      | $176090.90    | 0.12%             | 2029-04-23      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                | Outfront Media Capital LLC / Outfront Media Capital Corp                                                                     | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147115.88    | 0.10%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C36                                                                               | CUSIP: 95000MAC5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $362638.25    | 0.24%             | 2059-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    125000 | PA      | $141813.06    | 0.10%             | 2031-12-10      | Floating      | 6.13%                 | 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        |    200000 | PA      | $187884.05    | 0.13%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CJ7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $197630.50    | 0.13%             | 2026-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                              | Fertitta Entertainment LLC 2022 Term Loan B                                                                                  | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    222282 | PA      | $217072.95    | 0.15%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                                                              | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196623.92    | 0.13%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-6372.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds               | Costa Rica Government International Bonds                                                                                    | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $205025.00    | 0.14%             | 2034-04-03      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $3712.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX INC                                                 | WEX Inc 2025 Incremental Term Loan B                                                                                         | CUSIP: 96208UAX9<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    100000 | PA      | $98625.00     | 0.07%             | 2032-03-05      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABV42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182460 | PA      | $164731.81    | 0.11%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORPORATION                            | Filtration Group Corporation 2025 USD Term Loan B                                                                            | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |     96750 | PA      | $96776.12     | 0.06%             | 2028-10-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-2793.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC                                             | Asurion LLC 2024 Term Loan B12                                                                                               | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    480088 | PA      | $460209.48    | 0.31%             | 2030-09-19      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                     | CNT Holdings I Corp 2025 Term Loan                                                                                           | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     96278 | PA      | $95889.98     | 0.06%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31393YQ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167830 | PA      | $7196.76      | 0.00%             | 2034-05-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    171489 | PA      | $120471.02    | 0.08%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618AE3P7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171733 | PA      | $171522.63    | 0.11%             | 2062-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    100000 | PA      | $38587.50     | 0.03%             | 2034-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $25250.75     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Navoi Mining and Metallurgical Company                  | Navoi Mining and Metallurgical Company 2024 Term Loan                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |    114582 | PA      | $114582.07    | 0.08%             | 2027-04-23      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                  | Morocco Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $165376.60    | 0.11%             | 2032-12-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    223200 | PA      | $37804.50     | 0.03%             | 2022-08-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GALAXY BIDCO LIMITED                                    | Galaxy Bidco Limited 2024 EUR Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 2138006O8YW3QCHKDY76 | Long             | LON              | CORP              | GB        |     75000 | PA      | $85105.68     | 0.06%             | 2029-12-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                       | Trinidad & Tobago Government International Bond                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    200000 | PA      | $191789.99    | 0.13%             | 2031-01-14      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| VALVOLINE INC                                           | Valvoline Inc                                                                                                                | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175340.90    | 0.12%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    108900 | PA      | $18240.75     | 0.01%             | 2031-08-05      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PARTS EUROPE SA                                         | Parts Europe SA 1st Lien EUR Term Loan B                                                                                     | CUSIP: 000000000<br>LEI: 969500DL3O9K7T2M4M15 | Long             | LON              | CORP              | FR        |    200000 | PA      | $226832.92    | 0.15%             | 2031-02-03      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| API GROUP DE INC                                        | APi Group DE Inc                                                                                                             | CUSIP: 00185PAA9<br>LEI: 549300XP4G7B4QYA0G83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282414.60    | 0.19%             | 2029-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                               | Serta Simmons Bedding LLC 2023 New Term Loan                                                                                 | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |    250817 | PA      | $230085.98    | 0.15%             | 2028-06-29      | Floating      | 11.91%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                 | Asbury Automotive Group Inc                                                                                                  | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    197000 | PA      | $179706.47    | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144450.28    | 0.10%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101838.60    | 0.07%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ameriforge Group Inc.                                   | Ameriforge Group Inc.                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3122 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                   | McGraw-Hill Education Inc                                                                                                    | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131405.53    | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| II-VI Incorporated                                      | II-VI Inc 2024 1st Lien Term Loan B                                                                                          | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    115305 | PA      | $114248.12    | 0.08%             | 2029-07-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                           | CoreLogic Inc Term Loan                                                                                                      | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    235599 | PA      | $232997.77    | 0.16%             | 2028-06-02      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                       | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    419000 | PA      | $443511.50    | 0.30%             | 2050-12-31      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3328.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HJH59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    728326 | PA      | $821132.83    | 0.55%             | 2055-02-25      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                | Air Comm Corporation LLC 2024 Term Loan                                                                                      | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    184615 | PA      | $183115.38    | 0.12%             | 2031-11-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $19146.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TWITTER INC                                             | Twitter Inc Term Loan                                                                                                        | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     74936 | PA      | $72753.70     | 0.05%             | 2029-10-26      | Floating      | 10.95%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                      | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $196612.14    | 0.13%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Trailer World Corp                             | American Trailer World Corp Term Loan B                                                                                      | CUSIP: 03028BAB3<br>LEI: 254900WNYWX3HF6TKT69 | Long             | LON              | CORP              | US        |     34106 | PA      | $26944.14     | 0.02%             | 2028-03-03      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2022 Term Loan B10                                                                                               | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    216814 | PA      | $209887.07    | 0.14%             | 2028-08-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds        | Republic of Kenya Government International Bond                                                                              | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $177467.50    | 0.12%             | 2036-03-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AQDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867064 | PA      | $524810.19    | 0.35%             | 2045-10-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Medical Solutions Holdings Inc                          | Medical Solutions Holdings Inc 2021 1st Lien Term Loan                                                                       | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    194171 | PA      | $118659.99    | 0.08%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: B96ZAV092 CDS USD R V 03MEVENT Z96ZAV1D2 CCPCDX / Short: B96ZAV092 CDS USD P F  1.00000 Z96ZAV0X9 CCPCDX               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     50000 | OU      | $2214.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                     | Ecuador Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    160000 | PA      | $97886.22     | 0.07%             | 2030-07-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                    | Alpha Generation LLC                                                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204000.40    | 0.14%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                     | Somnigroup International Inc                                                                                                 | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    216000 | PA      | $189872.04    | 0.13%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31394CQU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332943 | PA      | $30419.02     | 0.02%             | 2035-03-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| RANGE RED OPERATING INC                                 | Range Red Operating Inc First Out Term Loan                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     26848 | PA      | $25856.83     | 0.02%             | 2029-10-01      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                       | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $148912.50    | 0.10%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                       | Elanco Animal Health Inc Term Loan B                                                                                         | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    181182 | PA      | $180389.13    | 0.12%             | 2027-08-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                     | Churchill Downs Inc                                                                                                          | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97895.04     | 0.07%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Zekelman Industries Inc                                 | Zekelman Industries Inc 2024 Term Loan B                                                                                     | CUSIP: 98931YAD5<br>LEI: 549300S5LMRAKDWWI425 | Long             | LON              | CORP              | US        |    118061 | PA      | $117786.58    | 0.08%             | 2031-01-24      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617W1W71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1766986 | PA      | $1743703.77   | 1.17%             | 2052-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POP BIDCO SAS                                           | POP Bidco SAS EUR Term Loan B                                                                                                | CUSIP: 000000000<br>LEI: 254900R1W5DBBQ780814 | Long             | LON              | CORP              | FR        |    150000 | PA      | $170394.88    | 0.11%             | 2031-11-26      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                                                                | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     90000 | PA      | $89565.98     | 0.06%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $21696.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aretec Group Inc                                        | Aretec Group Inc 2024 1st Lien Term Loan B                                                                                   | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    162317 | PA      | $161671.48    | 0.11%             | 2030-08-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions Inc                              | Azuria Water Solutions Inc 2025 Term Loan B                                                                                  | CUSIP: 00771PAM3<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     72443 | PA      | $71959.65     | 0.05%             | 2028-05-17      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop, Inc.                                   | Walker & Dunlop Inc 2025 Term Loan B                                                                                         | CUSIP: 93148QAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $99625.00     | 0.07%             | 2032-03-14      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                                | Air Comm Corporation LLC 2024 Delayed Draw Term Loan                                                                         | CUSIP: 82670NAC0<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     15385 | PA      | $15259.62     | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $178140.74    | 0.12%             | 2052-01-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    200000 | PA      | $202132.87    | 0.14%             | 2032-10-15      | Fixed         | 8.95%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    328200 | PA      | $45127.50     | 0.03%             | 2022-02-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    200000 | PA      | $101497.50    | 0.07%             | 2035-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                               | IQVIA Inc                                                                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297855.45    | 0.20%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pretzel Parent, Inc.                                    | Pretzel Parent Inc 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 254900X2H81QPLWW7G13 | Long             | LON              | CORP              | US        |    125000 | PA      | $124406.25    | 0.08%             | 2031-10-01      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                                    | Verifone Systems Inc 2025 Term Loan                                                                                          | CUSIP: 000000000<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |    152399 | PA      | $135856.99    | 0.09%             | 2028-08-18      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                         | Fair Isaac Corp                                                                                                              | CUSIP: 303250AF1<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240003.50    | 0.16%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conair Holdings LLC                                     | Conair Holdings LLC Term Loan B                                                                                              | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |    217125 | PA      | $115076.25    | 0.08%             | 2028-05-17      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| Pregis TopCo Corporation                                | Pregis TopCo Corporation 1st Lien Term Loan                                                                                  | CUSIP: 74045BAC1<br>LEI: 549300LJXHJYHS1GM034 | Long             | LON              | CORP              | US        |     94750 | PA      | $94741.47     | 0.06%             | 2026-07-31      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                             | McAfee Corp                                                                                                                  | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    189000 | PA      | $163451.34    | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    101800 | PA      | $18833.00     | 0.01%             | 2026-10-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                    | Republic of Cameroon International Bond                                                                                      | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    300000 | PA      | $249086.64    | 0.17%             | 2032-07-07      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BW NHHC Holdco Inc                                      | BW NHHC Holdco Inc 2022 1st Lien Second Out Term Loan                                                                        | CUSIP: 05606CAR1<br>LEI: 549300Y5ZHAEE7MHCH51 | Long             | LON              | CORP              | US        |    147953 | PA      | $135992.86    | 0.09%             | 2026-01-15      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                   | Jordan Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $184852.00    | 0.12%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABAV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1642271 | PA      | $189848.19    | 0.13%             | 2043-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AVNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35267 | PA      | $34656.60     | 0.02%             | 2046-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31297PLR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       615 | PA      | $617.93       | 0.00%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $150020.50    | 0.10%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                          | Raven Acquisition Holdings LLC Delayed Draw Term Loan                                                                        | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13333 | PA      | $13210.73     | 0.01%             | 2031-11-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.              | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | US        |         1 | NC      | $-2858.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marcel LUX IV SARL                                      | Marcel LUX IV SARL 2024 USD Term Loan B7                                                                                     | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |    174126 | PA      | $174343.75    | 0.12%             | 2030-11-12      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Monitronics International Inc                           | Monitronics International Inc 2023 Exit Term Loan                                                                            | CUSIP: 60945HAG9<br>LEI: SCAKOG18M6QWWML8YF46 | Long             | LON              | CORP              | US        |    140969 | PA      | $140264.34    | 0.09%             | 2028-06-30      | Floating      | 12.08%                | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                               | HUB International Limited 2025 Term Loan B                                                                                   | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    539406 | PA      | $536568.28    | 0.36%             | 2030-06-20      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $146063.00    | 0.10%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBWP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    739695 | PA      | $745491.40    | 0.50%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                           | TransDigm Inc                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205120.80    | 0.14%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $96320.00     | 0.06%             | 2045-01-27      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                 | Ethiopia International Bond                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    875000 | PA      | $739375.00    | 0.50%             | 2024-12-11      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $373509.49    | 0.25%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW CINEWORLD LIMITED                                   | NEW CINEWORLD LIMITED                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2436 | NS      | $51156.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                                 | Mirion Technologies Inc 2024 Term Loan                                                                                       | CUSIP: 60470HAC1<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |     83690 | PA      | $83637.45     | 0.06%             | 2028-10-20      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    950538 | PA      | $646817.35    | 0.43%             | 2035-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUBBARD RADIO LLC                                       | Hubbard Radio LLC 2024 PIK Term Loan B                                                                                       | CUSIP: 44344HAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     62671 | PA      | $42302.90     | 0.03%             | 2027-09-30      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                          | CUSIP: 912797NP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    164000 | PA      | $163326.35    | 0.11%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR ULTRA FUT JUN25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        10 | NC      | $10781.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ABAD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    654280 | PA      | $79827.99     | 0.05%             | 2043-01-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31397UJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105947 | PA      | $103206.66    | 0.07%             | 2041-06-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENDO DESIG                                  | ESC GCB144A ENDO DESIG                                                                                                       | CUSIP: 292ESCB17<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $0.00         | 0.00%             | 2024-10-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Bank of America NA                                      | Long: BMIEN91L0 CDS USD R F  1.00000 BMIEN91M8 SOVEREIGN / Short: BMIEN91L0 CDS USD P V 03MEVENT BMIEN91N6 SOVEREIGN         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              |  | US        |   2518000 | OU      | $-92372.50    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                             | Long: BEV4V9B43 CDS USD R F  1.00000 2 SOVEREIGN / Short: BEV4V9B43 CDS USD P V 03MEVENT 1 SOVEREIGN                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              |  | US        |   1050000 | OU      | $-73165.28    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                               | Gainwell Acquisition Corp Term Loan B                                                                                        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    814895 | PA      | $760272.53    | 0.51%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| MALLINCKRODT INT FINANCE S.A.                           | MALLINCKRODT INT FINANCE S.A.                                                                                                | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | EC               | CORP              | US        |      5076 | NS      | $441822.65    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CY4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $185376.50    | 0.12%             | 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        |    400000 | PA      | $380643.68    | 0.26%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2025-1                                                                                                          | CUSIP: 158926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969812 | PA      | $2053792.24   | 1.38%             | 2060-04-25      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618FGEA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1128041 | PA      | $1184908.54   | 0.79%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REAL HERO MERGER SUB 2                                  | Real Hero Merger Sub 2 Inc                                                                                                   | CUSIP: 75602BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $56029.01     | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                                   | Icebox Holdco III Inc 2021 1st Lien Term Loan                                                                                | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |    121355 | PA      | $121170.79    | 0.08%             | 2028-12-22      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| THUNDER GENERATION FUNDING LLC                          | Thunder Generation Funding LLC Term Loan B                                                                                   | CUSIP: 88604KAB6<br>LEI: 254900JBXSZJDYE69921 | Long             | LON              | CORP              | US        |    148991 | PA      | $149084.03    | 0.10%             | 2031-10-03      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                            | Calpine Corp                                                                                                                 | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244731.80    | 0.16%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                       | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     50000 | PA      | $46866.00     | 0.03%             | 2028-01-31      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| Aruba Investments Holdings LLC                          | Aruba Investments Holdings LLC 2020 USD Term Loan                                                                            | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |     96018 | PA      | $94157.64     | 0.06%             | 2027-11-24      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       870 | NS      | $21097.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                                 | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99729.28     | 0.07%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                                                             | CUSIP: 3132DWEL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2139422 | PA      | $2103536.91   | 1.41%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B66P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420325 | PA      | $365911.06    | 0.25%             | 2043-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                        | Insight Enterprises Inc                                                                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101566.40    | 0.07%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     37000 | PA      | $6414.14      | 0.00%             | 2025-06-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ESAB CORP                                               | Esab Corp                                                                                                                    | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101588.07    | 0.07%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                       | Polaris Newco LLC USD Term Loan B                                                                                            | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    361875 | PA      | $349831.80    | 0.23%             | 2028-06-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| EnergySolutions LLC                                     | EnergySolutions LLC 2023 Term Loan B                                                                                         | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    121819 | PA      | $121514.77    | 0.08%             | 2030-09-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                                     | VM Consolidated Inc                                                                                                          | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    370000 | PA      | $357211.47    | 0.24%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Imprivata Inc                                           | Imprivata Inc 2024 Term Loan                                                                                                 | CUSIP: 45323KAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192861 | PA      | $193548.39    | 0.13%             | 2027-12-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                  | CCO Holdings LLC / CCO Holdings Capital Corp                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $385590.67    | 0.26%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31397L3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641980 | PA      | $46199.07     | 0.03%             | 2038-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| APRO LLC                                                | Apro LLC 2024 Term Loan B                                                                                                    | CUSIP: 03834XAP8<br>LEI: 549300HALLMPVGYAKP14 | Long             | LON              | CORP              | US        |     74625 | PA      | $74158.59     | 0.05%             | 2031-07-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                        | Sensata Technologies Inc                                                                                                     | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    189000 | PA      | $174483.93    | 0.12%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ACNR HOLDINGS, INC.(MURRAY)                             | ACNR HOLDINGS, INC.(MURRAY)                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1179 | NS      | $87639.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US LONG BOND(CBT) JUN25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -14 | NC      | $652.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-34773.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 10YR NOTE (CBT)JUN25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $-2249.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                           | INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    387090 | PA      | $332897.40    | 0.22%             | 2029-04-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Techem Verwaltungsgesellschaft 675 mbH                  | Techem Verwaltungsgesellschaft 675 mbH 2024 EUR Term Loan B5                                                                 | CUSIP: 000000000<br>LEI: 529900N0M7FQHNAV1A41 | Long             | LON              | CORP              | DE        |    110904 | PA      | $126108.73    | 0.08%             | 2029-07-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                | Builders FirstSource Inc                                                                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450768.40    | 0.30%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WR Grace & Co-Conn                                      | WR Grace & Co-Conn 2021 Term Loan B                                                                                          | CUSIP: 92943HAB5<br>LEI: 549300WNOVFRGYOAEB12 | Long             | LON              | CORP              | US        |    145125 | PA      | $142827.67    | 0.10%             | 2028-09-22      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                            | Employbridge Holding Company 2025 First Out Delayed Draw Term Loan                                                           | CUSIP: 29216HAC5<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |     38422 | PA      | $32322.18     | 0.02%             | 2030-01-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Endo Inc                                                | Endo Inc                                                                                                                     | CUSIP: 29290D117<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2084 | NS      | $44368.36     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bonds                                                                                       | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $119600.00    | 0.08%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    270000 | PA      | $258205.05    | 0.17%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Park River Holdings Inc                                 | Park River Holdings Inc Term Loan                                                                                            | CUSIP: 70082HAC0<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     95998 | PA      | $90702.85     | 0.06%             | 2027-12-28      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                   | Caesars Entertainment Inc                                                                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204853.66    | 0.14%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Skillsoft Corp                                          | Skillsoft Corp                                                                                                               | CUSIP: 83066P309<br>LEI: 213800IN3X8SP8HFLL39 | Long             | EC               | CORP              | US        |       585 | NS      | $11191.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                          | Constellium SE                                                                                                               | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $229996.93    | 0.15%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99385.55     | 0.07%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500994.50    | 0.34%             | 2036-07-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| Mallinckrodt International Finance SA                   | Mallinckrodt International Finance SA 2023 Second Out Term Loan                                                              | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | LON              | CORP              | IE        |    238835 | PA      | $248239.10    | 0.17%             | 2028-11-14      | Floating      | 14.00%                | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    325000 | PA      | $276585.63    | 0.19%             | 2048-03-22      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays Bank PLC                                       | Long: BMIDDPSS3 CDS USD R F  1.00000 BMIDDPST1 CORPORATE / Short: BMIDDPSS3 CDS USD P V 03MEVENT BMIDDPSU8 CORPORATE         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              |  | GB        |   1000000 | OU      | $-1177.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                        | AlixPartners LLP 2021 USD Term Loan B                                                                                        | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    215999 | PA      | $216134.30    | 0.14%             | 2028-02-04      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                    | Wrangler Holdco Corp                                                                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205509.60    | 0.14%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ADAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452670 | PA      | $30406.81     | 0.02%             | 2033-03-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                | Great Outdoors Group LLC 2025 Term Loan B                                                                                    | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    383137 | PA      | $375570.30    | 0.25%             | 2032-01-23      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    247096 | PA      | $161081.88    | 0.11%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                  | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-3416.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARS.COM INC                                            | Cars.com Inc                                                                                                                 | CUSIP: 14575EAA3<br>LEI: 5493002G6J07LNGX4M98 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183879.14    | 0.12%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-18658.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DRAKE SOFTWARE LLC                                      | Drake Software LLC 2024 Term Loan B                                                                                          | CUSIP: 23344UAF7<br>LEI: 25490030X7DBAF7KCR65 | Long             | LON              | CORP              | US        |    248741 | PA      | $240034.99    | 0.16%             | 2031-06-26      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    412000 | PA      | $71276.00     | 0.05%             | 2023-05-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SMIENR7Z3 CDS USD R F  1.00000 BMIENR809 CCPCORPORATE / Short: SMIENR7Z3 CDS USD P V 03MEVENT BMIENR817 CCPCORPORATE   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $28267.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     14000 | PA      | $2422.39      | 0.00%             | 2024-11-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| National Mentor Holdings Inc                            | National Mentor Holdings Inc 2021 Term Loan C                                                                                | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |      9475 | PA      | $9062.67      | 0.01%             | 2028-03-02      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| WAYSTAR TECHNOLOGIES INC                                | Waystar Technologies Inc 2024 1st Lien Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |    127296 | PA      | $126978.05    | 0.09%             | 2029-10-22      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AL5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296413 | PA      | $57212.94     | 0.04%             | 2045-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                                     | RealTruck Group Inc 2021 Term Loan B                                                                                         | CUSIP: 89778PAG2<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |    192000 | PA      | $179609.28    | 0.12%             | 2028-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AYTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    964186 | PA      | $65028.87     | 0.04%             | 2032-11-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                             | SERTA SSB EQUIPMENT COMPANY                                                                                                  | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc 2025 Repriced Term Loan B                                                                                   | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    168871 | PA      | $166807.39    | 0.11%             | 2031-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Symplr Software Inc                                     | Symplr Software Inc 2020 Term Loan                                                                                           | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |    144181 | PA      | $125578.39    | 0.08%             | 2027-12-22      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                | Windsor Holdings III LLC 2025 USD Term Loan B                                                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    172451 | PA      | $170726.40    | 0.11%             | 2030-08-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                         | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $140200.00    | 0.09%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     86000 | PA      | $13330.00     | 0.01%             | 2038-03-31      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                       | Amspec Parent LLC 2024 Delayed Draw Term Loan                                                                                | CUSIP: 03218AAC3<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |     16667 | PA      | $16666.67     | 0.01%             | 2031-12-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2014-4-R Ltd                                                                            | CUSIP: 14314TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945217.00    | 0.63%             | 2030-07-15      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                                 | Les Schwab Tire Centers 2025 Term Loan B                                                                                     | CUSIP: 50220KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    483434 | PA      | $480565.14    | 0.32%             | 2031-04-23      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257417 | PA      | $260683.15    | 0.17%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle US CLO 2022-6 Ltd                                                                                                    | CUSIP: 14317GAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001190.00   | 0.67%             | 2036-10-25      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                | Smyrna Ready Mix Concrete LLC                                                                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    192000 | PA      | $187813.08    | 0.13%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                  | Arsenal AIC Parent LLC                                                                                                       | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207323.40    | 0.14%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    316180 | PA      | $34779.80     | 0.02%             | 2022-10-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                | Virgin Media Bristol LLC 2020 USD Term Loan Q                                                                                | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    175000 | PA      | $172822.13    | 0.12%             | 2029-01-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                        | CPM Holdings Inc 2023 Term Loan                                                                                              | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |     45936 | PA      | $44577.14     | 0.03%             | 2028-09-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                            | Voya CLO 2015-3 Ltd                                                                                                          | CUSIP: 92913DAJ3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1858300.00   | 1.25%             | 2031-10-20      | Floating      | 10.73%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    100000 | PA      | $107357.41    | 0.07%             | 2031-11-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31396WS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349195 | PA      | $352076.47    | 0.24%             | 2037-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2024-1                                                                                                          | CUSIP: 15878AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136929 | PA      | $1170441.43   | 0.78%             | 2059-07-25      | Variable      | 8.77%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                         | Madison IAQ LLC                                                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94700.33     | 0.06%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                          | CUSIP: 912797NN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    169000 | PA      | $168445.98    | 0.11%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    300000 | PA      | $287154.45    | 0.19%             | 2030-04-16      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                  | Option Care Health Inc                                                                                                       | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378102.92    | 0.25%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    258000 | PA      | $38055.00     | 0.03%             | 2025-04-21      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | Cushman & Wakefield US Borrower LLC 2024 Tranche 2 Incremental Term Loan                                                     | CUSIP: 23340DAU6<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    162510 | PA      | $162781.54    | 0.11%             | 2030-01-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMID0L973 CDS USD R F  1.00000 BMID0L981 CORPORATE / Short: BMID0L973 CDS USD P V 03MEVENT BMID0L999 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |   1525000 | OU      | $-63765.97    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-8966.25     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| RANGE RED OPERATING INC                                 | Range Red Operating Inc Second Out Term Loan                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112621 | PA      | $108465.59    | 0.07%             | 2029-10-01      | Floating      | 12.42%                | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $100640.00    | 0.07%             | 2027-01-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Froneri Lux Finco Sarl                                  | Froneri Lux Finco Sarl 2024 USD Term Loan B4                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    287250 | PA      | $285586.82    | 0.19%             | 2031-09-30      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135121.74    | 0.09%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                        | Wand NewCo 3 Inc                                                                                                             | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    208000 | PA      | $214514.35    | 0.14%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding LLC                            | Deerfield Dakota Holding LLC 2020 USD Term Loan B                                                                            | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    309562 | PA      | $294225.23    | 0.20%             | 2027-04-09      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BUXL 30Y BND JUN25                                                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -3 | NC      | $9651.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Champs Trust                                            | Champs Trust 2024-2                                                                                                          | CUSIP: 15878BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1223268 | PA      | $1273581.88   | 0.85%             | 2059-11-25      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    187000 | PA      | $32140.63     | 0.02%             | 2049-06-19      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AQR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373621 | PA      | $31643.82     | 0.02%             | 2045-08-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                    | Cleveland-Cliffs Inc                                                                                                         | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137461.85    | 0.09%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    137000 | PA      | $66530.93     | 0.04%             | 2036-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    204000 | PA      | $35168.33     | 0.02%             | 2029-05-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                     | Clydesdale Acquisition Holdings Inc Term Loan B                                                                              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     61000 | PA      | $60653.22     | 0.04%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BJ6V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160930 | PA      | $119057.68    | 0.08%             | 2045-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROJECT JUBILEE II VUE ENT                              | PROJECT JUBILEE II VUE ENT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     63218 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MOLINA HEALTHCARE INC                                   | Molina Healthcare Inc                                                                                                        | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    396000 | PA      | $357310.64    | 0.24%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                     | AssuredPartners Inc                                                                                                          | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199525.12    | 0.13%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                    | New Mountain CLO 6 Ltd                                                                                                       | CUSIP: 647909AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004481.00   | 0.67%             | 2037-10-15      | Floating      | 10.36%                | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     14332 | PA      | $8648.83      | 0.01%             | 2035-07-31      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                      | Harvest US CLO 2024-2 Ltd                                                                                                    | CUSIP: 41756YAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1475748.00   | 0.99%             | 2037-10-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| IHEARTCOMMUNICATIONS INC                                | iHeartCommunications Inc 2024 Term Loan                                                                                      | CUSIP: 000000000<br>LEI: 54930076J6KDZL504O62 | Long             | LON              | CORP              | US        |     63048 | PA      | $48809.30     | 0.03%             | 2029-05-01      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                       | Clarios Global LP 2024 USD Term Loan B                                                                                       | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    323377 | PA      | $317920.04    | 0.21%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                                        | Gates Global LLC 2024 Term Loan B5                                                                                           | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |    273625 | PA      | $271765.72    | 0.18%             | 2031-06-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bayou Intermediate II LLC                               | Bayou Intermediate II LLC Term Loan B                                                                                        | CUSIP: 07301HAC7<br>LEI: 254900VZ9IQX23DFBM47 | Long             | LON              | CORP              | US        |    121041 | PA      | $121117.56    | 0.08%             | 2028-08-02      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                | Virgin Media Secured Finance PLC                                                                                             | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $179991.40    | 0.12%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc                                 | Standard Industries Inc 2021 Term Loan B                                                                                     | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |     51938 | PA      | $52055.14     | 0.03%             | 2028-09-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae                                                                                                                   | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5450000 | PA      | $5445710.85   | 3.65%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $138336.50    | 0.09%             | 2048-02-21      | Fixed         | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    191000 | PA      | $157632.30    | 0.11%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 922646AS3<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    300000 | PA      | $53250.00     | 0.04%             | 2027-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $192616.46    | 0.13%             | 2032-04-24      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HCQQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2053724.40   | 1.38%             | 2054-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realtruck Group Inc                                     | RealTruck Group Inc 2023 Incremental Term Loan                                                                               | CUSIP: 89778PAH0<br>LEI: 54930007KT5CX7XNSD31 | Long             | LON              | CORP              | US        |     99000 | PA      | $94545.50     | 0.06%             | 2028-01-31      | Floating      | 9.44%                 | No            |                  2 | On Loan: No      |
| Planet US Buyer LLC                                     | Planet US Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 72706RAB2<br>LEI: 254900ZE51SEX2EFFH74 | Long             | LON              | CORP              | US        |    173688 | PA      | $173014.46    | 0.12%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-3343.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                          | Galaxy XXI CLO Ltd                                                                                                           | CUSIP: 36320XAM6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998734.00    | 0.67%             | 2031-04-20      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2013-CCRE11 Mortgage Trust                                                                                              | CUSIP: 12626LAY8<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |   2273402 | PA      | $2182000.33   | 1.46%             | 2050-08-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                            | Employbridge Holding Company 2025 Second Out Term Loan                                                                       | CUSIP: 29216HAE1<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |    205200 | PA      | $76437.15     | 0.05%             | 2030-01-19      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                     | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196663.29    | 0.13%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2779.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                                | Greystar Real Estate Partners LLC                                                                                            | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94592.16     | 0.06%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                  | Republic of Uzbekistan International Bond                                                                                    | CUSIP: 000000000<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    200000 | PA      | $195058.75    | 0.13%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                         | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                           | CUSIP: 34461WAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498653.90    | 0.33%             | 2039-12-15      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |         1 | NC      | $-2741.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                | Ashton Woods USA LLC / Ashton Woods Finance Co                                                                               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45884.59     | 0.03%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                  | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    431000 | PA      | $474545.95    | 0.32%             | 2032-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                      | Viking Cruises Ltd                                                                                                           | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |    540000 | PA      | $539325.35    | 0.36%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNATIONAL                          | PHOENIX SERVICES INTERNATIONAL                                                                                               | CUSIP: 937BQD909<br>LEI: 5493009O25GX6RO6AZ98 | Long             | EC               | CORP              | US        |      2365 | NS      | $9460.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    137000 | PA      | $23644.49     | 0.02%             | 2024-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38383X2T0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1127160 | PA      | $1170193.73   | 0.78%             | 2053-04-20      | 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      | $-28435.23    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                              | Sotera Health Holdings LLC 2024 Term Loan B                                                                                  | CUSIP: 83600VAG6<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |     99500 | PA      | $99438.31     | 0.07%             | 2031-05-30      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384BY62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1037424.50   | 0.70%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                                                                        | CUSIP: 31335PKP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11796 | PA      | $11824.83     | 0.01%             | 2027-07-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-26263.47    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    350000 | PA      | $392472.50    | 0.26%             | 2032-10-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     10000 | PA      | $1722.22      | 0.00%             | 2027-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Brown Group Holding LLC                                 | Brown Group Holding LLC Term Loan B                                                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    182054 | PA      | $180472.52    | 0.12%             | 2031-07-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                             | Long: BMIDYNLX1 CDS USD R F  7.85000 / Short: BMIDYNLX1 CDS USD P V 01MEVENT                                                 | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              |  | US        |    522999 | OU      | $-2879.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Corporation                                   | Open Text Corporation 2023 Term Loan B                                                                                       | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    122418 | PA      | $122203.49    | 0.08%             | 2030-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                    | Carnival Corporation 2025 Term Loan (2028)                                                                                   | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    285041 | PA      | $284774.25    | 0.19%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    200000 | PA      | $133876.76    | 0.09%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38383DUX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5363483 | PA      | $782538.54    | 0.52%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                        | Freddie Mac Strips                                                                                                           | CUSIP: 31325W4S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    891817 | PA      | $174291.24    | 0.12%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                 | UKG Inc 2024 Term Loan B                                                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    648129 | PA      | $646657.26    | 0.43%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    220000 | PA      | $201576.45    | 0.14%             | 2035-01-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PROOFPOINT INC                                          | Proofpoint Inc 2024 Term Loan                                                                                                | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    362897 | PA      | $361151.33    | 0.24%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                  | Rackspace Finance, LLC 2024 First Lien Second Out Term Loan                                                                  | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    365530 | PA      | $150872.37    | 0.10%             | 2028-05-15      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| ACProducts Inc                                          | ACProducts Inc 2021 Term Loan B                                                                                              | CUSIP: 00488YAB2<br>LEI: 254900KTNXVUUHWHBF39 | Long             | LON              | CORP              | US        |    264688 | PA      | $180061.61    | 0.12%             | 2028-05-17      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31393RTM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44905 | PA      | $457.41       | 0.00%             | 2033-06-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                  | Ecuador Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    230000 | PA      | $172753.00    | 0.12%             | 2030-07-31      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bonds                    | Egypt Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    250000 | PA      | $188655.88    | 0.13%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                   | ClubCorp Holdings Inc 2023 Term Loan B2                                                                                      | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |    220264 | PA      | $220814.96    | 0.15%             | 2026-09-18      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| RANGE RED ACQ LLC (ROBERTSHAW                           | RANGE RED ACQ LLC (ROBERTSHAW                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        74 | NS      | $166453.38    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                                                               | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    244000 | PA      | $172621.70    | 0.12%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                                    | Sonic Automotive Inc                                                                                                         | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187826.98    | 0.13%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMPLOYBRIDGE HOLDING COMPANY                            | Employbridge Holding Company 2025 First Out Term Loan                                                                        | CUSIP: 29216HAD3<br>LEI: 549300GS4274Y66CQH05 | Long             | LON              | CORP              | US        |     91756 | PA      | $77189.42     | 0.05%             | 2030-01-19      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                    | LifePoint Health Inc                                                                                                         | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $189277.39    | 0.13%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                                  | XPLR Infrastructure Operating Partners LP                                                                                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189283.34    | 0.13%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                                  | Montenegro Government International Bond                                                                                     | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |    243000 | PA      | $245390.51    | 0.16%             | 2031-03-12      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                | Archrock Partners LP / Archrock Partners Finance Corp                                                                        | CUSIP: 03959KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89959.82     | 0.06%             | 2027-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                                        | AHP Health Partners Inc                                                                                                      | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    191000 | PA      | $176723.46    | 0.12%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-21478.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Enterprises Holdings II Limited                   | INEOS Enterprises Holdings II Limited 2023 EUR 1st Lien Term Loan B                                                          | CUSIP: 000000000<br>LEI: 213800M8Z1KMM5H1JM42 | Long             | LON              | CORP              | GB        |      7500 | PA      | $8466.05      | 0.01%             | 2030-07-07      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38380TU53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    688494 | PA      | $34056.14     | 0.02%             | 2047-08-20      | Floating      | 0.07%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                    | Petronas Capital Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    250000 | PA      | $213924.91    | 0.14%             | 2032-01-28      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                                                                     | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201800.76    | 0.14%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31396YQ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    450503 | PA      | $45418.54     | 0.03%             | 2038-04-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    193600 | PA      | $148588.00    | 0.10%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                          | NCR Atleos LLC 2024 Term Loan B                                                                                              | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     85333 | PA      | $85600.00     | 0.06%             | 2029-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                             | Export-Import Bank of India                                                                                                  | CUSIP: 30216KAF9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |    368000 | PA      | $318267.20    | 0.21%             | 2031-01-13      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| PHOENIX SERVICES INTERNATIONAL                          | PHOENIX SERVICES INTERNATIONAL                                                                                               | CUSIP: 937BQC901<br>LEI: 5493009O25GX6RO6AZ98 | Long             | EC               | CORP              | US        |       216 | NS      | $864.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                  | WESCO Distribution Inc                                                                                                       | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    393000 | PA      | $398683.57    | 0.27%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137F3E59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    393661 | PA      | $81992.42     | 0.05%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PetSmart Inc                                            | PetSmart Inc 2021 Term Loan B                                                                                                | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217125 | PA      | $214636.75    | 0.14%             | 2028-02-11      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| COHESITY GLOBAL INC                                     | COHESITY GLOBAL INC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       601 | NS      | $13222.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOODS INC                                    | Newly Weds Foods Inc Term Loan B                                                                                             | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |    150000 | PA      | $149437.50    | 0.10%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                        | IRB Holding Corp 2024 1st Lien Term Loan B                                                                                   | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    241329 | PA      | $239840.41    | 0.16%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SYNECHRON INC                                           | Synechron Inc Term Loan B                                                                                                    | CUSIP: 87168HAE7<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |    125000 | PA      | $123750.00    | 0.08%             | 2031-10-03      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                        | AmWINS Group Inc 2025 Term Loan B                                                                                            | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    598513 | PA      | $596223.39    | 0.40%             | 2032-01-30      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TLC63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46826 | PA      | $47760.71     | 0.03%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                                    | Kohler Energy Co LLC USD Term Loan B                                                                                         | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    297683 | PA      | $291731.12    | 0.20%             | 2031-05-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                 | Colombia Government International Bonds                                                                                      | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    220000 | PA      | $170214.69    | 0.11%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178000 | PA      | $169626.23    | 0.11%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                      | Seagate HDD Cayman                                                                                                           | CUSIP: 81180WBM2<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $225920.60    | 0.15%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                   | Sixth Street CLO XXI Ltd                                                                                                     | CUSIP: 83011PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995697.00    | 0.67%             | 2037-10-21      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                      | SeaWorld Parks & Entertainment Inc 2024 Term Loan B3                                                                         | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    120665 | PA      | $119458.08    | 0.08%             | 2031-12-04      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                                | City Brewing Company LLC 2024 First Lien Second Out PIK TL                                                                   | CUSIP: 10756PAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     47707 | PA      | $1103.46      | 0.00%             | 2028-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38383LCP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    226747 | PA      | $252577.61    | 0.17%             | 2052-11-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                          | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    408000 | PA      | $404446.15    | 0.27%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                              | Hanger Inc 2024 Term Loan B                                                                                                  | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    155038 | PA      | $155010.89    | 0.10%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH, INC.,                                      | CANO HEALTH, INC.,                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GARRETT LX I SARL                                       | Garrett LX I SARL 2025 Term Loan B                                                                                           | CUSIP: 36649XAG3<br>LEI: 549300LKYJ4RR1ELO069 | Long             | LON              | CORP              | LU        |     96750 | PA      | $96145.31     | 0.06%             | 2032-01-17      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     40614 | PA      | $16687.07     | 0.01%             | 2037-01-03      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | Astra Acquisition Corp 2024 Term Loan C                                                                                      | CUSIP: 04629UAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192293 | PA      | $6730.26      | 0.00%             | 2029-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331710.16    | 0.22%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01 | Multifamily Connecticut Avenue Securities Trust 2020-01                                                                      | CUSIP: 62548QAD3<br>LEI: 5493002KQF9IH3CTQZ40 | Long             | ABS-MBS          | CORP              | US        |    930886 | PA      | $947137.08    | 0.63%             | 2050-03-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    133000 | PA      | $23004.01     | 0.02%             | 2023-01-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VIET NAM DEBT AND ASSET                                 | Viet Nam Debt & Asset Trading Corp                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VN        |   1060000 | PA      | $1027910.19   | 0.69%             | 2025-10-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3133TM7F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93676 | PA      | $96920.73     | 0.06%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                     | Peru Government International Bonds                                                                                          | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    300000 | PA      | $250530.00    | 0.17%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A6AK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13291 | PA      | $90.37        | 0.00%             | 2026-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 3138EJAH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107371 | PA      | $109879.10    | 0.07%             | 2037-09-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137F3NP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285131 | PA      | $59387.44     | 0.04%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Emrld Borrower LP                                       | EMRLD Borrower LP Term Loan B                                                                                                | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    115409 | PA      | $114262.71    | 0.08%             | 2030-05-31      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                                | Virgin Media Finance PLC                                                                                                     | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $175610.96    | 0.12%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                     | Horizon US Finco LP Term Loan B                                                                                              | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124671 | PA      | $112411.80    | 0.08%             | 2031-10-31      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| E2open LLC                                              | E2open LLC 2020 Term Loan B                                                                                                  | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    120317 | PA      | $119855.10    | 0.08%             | 2028-02-04      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                        | Long: BMID2FBE6 CDS USD R F  1.00000 BMID2FBF3 CORPORATE / Short: BMID2FBE6 CDS USD P V 03MEVENT BMID2FBG1 CORPORATE         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              |  | GB        |   1368731 | OU      | $-57231.78    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                        | CPI Holdco B LLC 2024 Term Loan                                                                                              | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149250 | PA      | $148490.32    | 0.10%             | 2031-05-19      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384B3M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1034277.40   | 0.69%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                                                                          | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $109198.44    | 0.07%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                            | SPX Flow Inc 2024 1st Lien Term Loan B                                                                                       | CUSIP: 78470DAV0<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    139500 | PA      | $139078.71    | 0.09%             | 2029-04-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUJX90 CDS USD R F  1.00000 Z92XUJXB5 CCPSOVEREIGN / Short: S92XUJX90 CDS USD P V 03MEVENT Z92XUJXA7 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   5000000 | OU      | $-367631.45   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| American Money Management Corporation                   | AMMC CLO 15 Ltd                                                                                                              | CUSIP: 00175NAE8<br>LEI: 549300D0GYBG49KJD582 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1979576.00   | 1.33%             | 2032-01-15      | Floating      | 11.43%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137AUJD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30710 | PA      | $3628.72      | 0.00%             | 2041-12-15      | Floating      | 1.69%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                          | Raven Acquisition Holdings LLC Term Loan B                                                                                   | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186667 | PA      | $184950.27    | 0.12%             | 2031-11-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $12184.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of El Salvador                                 | El Salvador Government International Bond                                                                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    110000 | PA      | $108909.33    | 0.07%             | 2032-04-10      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                                | Boxer Parent Company Inc 2025 USD Term Loan B                                                                                | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |    339920 | PA      | $333719.85    | 0.22%             | 2031-07-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                        | CSC Holdings LLC                                                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195656.00    | 0.13%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Veritas US Inc                                          | Veritas US Inc 2024 Priority Term Loan                                                                                       | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     66325 | PA      | $65384.95     | 0.04%             | 2029-12-09      | Floating      | 16.80%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136BA2V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1721409 | PA      | $261652.23    | 0.18%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                                | City Brewing Company LLC 2024 FLFO Roll Up Term Loan                                                                         | CUSIP: 10756PAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     46992 | PA      | $18561.82     | 0.01%             | 2028-04-05      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                        | Garda World Security Corporation 2025 Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    168525 | PA      | $167345.75    | 0.11%             | 2029-02-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: SMIERHF90 CDS USD R F  1.00000 BMIERHFA7 CCPSOVEREIGN / Short: SMIERHF90 CDS USD P V 03MEVENT BMIERHFB5 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     72000 | OU      | $-16544.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                      | Zegona Finance PLC                                                                                                           | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $213267.00    | 0.14%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Arterra Wines Canada Inc                                | Arterra Wines Canada Inc 2020 Term Loan                                                                                      | CUSIP: 000000000<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |    143625 | PA      | $141054.83    | 0.09%             | 2027-11-24      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    241000 | PA      | $41445.98     | 0.03%             | 2021-04-12      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Altice France SA                                        | Altice France SA 2023 USD Term Loan B14                                                                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    202186 | PA      | $182826.93    | 0.12%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     39970 | PA      | $34788.32     | 0.02%             | 2033-06-30      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TEREX CORPORATION                                       | Terex Corporation 2024 Term Loan B                                                                                           | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |    300000 | PA      | $300000.00    | 0.20%             | 2031-10-08      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -39 | NC      | $-63881.64    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ILIAD HOLDING SAS                                       | Iliad Holding SASU                                                                                                           | CUSIP: 449691AC8<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202615.40    | 0.14%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                                   | Phoenix Guarantor Inc 2024 Term Loan B                                                                                       | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    227706 | PA      | $226487.49    | 0.15%             | 2031-02-21      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                    | Chile Government International Bonds                                                                                         | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    550000 | PA      | $461615.00    | 0.31%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                      | Project Ruby Ultimate Parent Corp 2024 Term Loan B                                                                           | CUSIP: 74339UAZ3<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    168453 | PA      | $168062.00    | 0.11%             | 2028-03-10      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                                            | CUSIP: 36241KMJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1460 | PA      | $1460.66      | 0.00%             | 2025-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $222312.95    | 0.15%             | 2029-07-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CROWN EQUIPMENT CORPORATION                             | CROWN EQUIPMENT CORPORATION 2025 TERM LOAN B                                                                                 | CUSIP: 22834HAK4<br>LEI: V22E9B3P7BX1W5NNT053 | Long             | LON              | CORP              | US        |    124688 | PA      | $124219.92    | 0.08%             | 2031-10-10      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PROJECT JUBILEE II VUE ENT                              | PROJECT JUBILEE II VUE ENT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |        79 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc            | BAMLL Commercial Mortgage Securities Trust 2019-BPR                                                                          | CUSIP: 05492PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1091019.29   | 0.73%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-SCHATZ FUT JUN25                                                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -2 | NC      | $-1257.46     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INEOS US FINANCE LLC                                    | Ineos US Finance LLC 2024 USD 1st Lien Term Loan B                                                                           | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     74812 | PA      | $69419.20     | 0.05%             | 2031-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arab Republic of Egypt                                  | Egypt Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    300000 | PA      | $293868.42    | 0.20%             | 2031-04-11      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AEA International Holdings (Lux) S.a.r.l.               | AEA International Holdings (Lux) Sarl 2024 USD Term Loan B                                                                   | CUSIP: 46033XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    145168 | PA      | $143716.32    | 0.10%             | 2028-09-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | Astra Acquisition Corp 2024 Term Loan B                                                                                      | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118519 | PA      | $2370.38      | 0.00%             | 2028-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Property REIT Inc                            | Brookfield Property REIT Inc 1st Lien Term Loan B                                                                            | CUSIP: 11283HAB3<br>LEI: 5493006ZQ6LH85EKNL31 | Long             | LON              |  | US        |     64246 | PA      | $64044.90     | 0.04%             | 2025-08-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                   | Guatemala Government Bond                                                                                                    | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $199613.51    | 0.13%             | 2037-02-06      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC 2024 Term Loan B                                                                                            | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    228190 | PA      | $228283.53    | 0.15%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                | Cloud Software Group Inc 2024 1st Lien Term Loan B                                                                           | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    164642 | PA      | $162901.69    | 0.11%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384D7J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1036769.80   | 0.70%             | 2053-11-20      | 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      | $-14743.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                               | Caesars Entertainment Inc 2024 Term Loan B1                                                                                  | CUSIP: 12768EAH9<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |    321750 | PA      | $317325.94    | 0.21%             | 2031-02-06      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Ivanti Software Inc                                     | Ivanti Software Inc 2021 Non Co-op Term Loan B                                                                               | CUSIP: 46583DAG4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    210583 | PA      | $158840.35    | 0.11%             | 2027-12-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| Pakistan Government International Bonds                 | Pakistan Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $157935.00    | 0.11%             | 2031-04-08      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     51000 | PA      | $51207.42     | 0.03%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds       | Argentina Republic Government International Bonds                                                                            | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    150000 | PA      | $90902.19     | 0.06%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3133THV79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77530 | PA      | $78314.75     | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                         | Spin Holdco Inc 2021 Term Loan                                                                                               | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    576000 | PA      | $473716.80    | 0.32%             | 2028-03-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                        | Allied Universal Holdco LLC / Allied Universal Finance Corp                                                                  | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185821.59    | 0.12%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    220000 | PA      | $170331.15    | 0.11%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    250000 | PA      | $36875.00     | 0.02%             | 2024-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                     | Medline Borrower LP                                                                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $665432.33    | 0.45%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $-368.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    145600 | PA      | $21658.00     | 0.01%             | 2023-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Altar Bidco Inc                                         | Altar Bidco Inc 2021 Term Loan                                                                                               | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170188 | PA      | $166251.91    | 0.11%             | 2029-02-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                                          | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90480.03     | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MI Windows and Doors LLC                                | MI Windows and Doors LLC 2024 Term Loan B2                                                                                   | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |    173688 | PA      | $171328.82    | 0.11%             | 2031-03-28      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Advisor Group Inc                                       | Advisor Group Inc 2024 Term Loan B                                                                                           | CUSIP: 00775KAK4<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    266443 | PA      | $265763.35    | 0.18%             | 2028-08-17      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| HARBOR FREIGHT TOOLS USA INC                            | Harbor Freight Tools USA Inc 2024 Term Loan B                                                                                | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    297750 | PA      | $277955.58    | 0.19%             | 2031-06-11      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31394W3D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350889 | PA      | $34919.23     | 0.02%             | 2034-03-15      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                                     | WEC US Holdings Ltd 2024 Term Loan                                                                                           | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    753253 | PA      | $747370.01    | 0.50%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                        | PURCHASED EUR / SOLD USD                                                                                                     | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $-1867.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                       | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    663390 | PA      | $612640.67    | 0.41%             | 2033-07-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     44000 | PA      | $9350.00      | 0.01%             | 2034-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                | Standard Industries Inc/NY                                                                                                   | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176801.63    | 0.12%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                            | TruGreen Limited Partnership 2020 Term Loan                                                                                  | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |     95750 | PA      | $90962.50     | 0.06%             | 2027-11-02      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust 2016-C35                                                                               | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $915256.80    | 0.61%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Vue International Bidco plc                             | Vue International Bidco plc 2022 EUR Term Loan                                                                               | CUSIP: 000000000<br>LEI: 9845009F4EIBBC5BB612 | Long             | LON              | CORP              | JE        |     11875 | PA      | $13296.09     | 0.01%             | 2027-06-30      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                    | Fortrea Holdings Inc                                                                                                         | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |    139000 | PA      | $120794.90    | 0.08%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31384U3Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52476 | PA      | $53111.23     | 0.04%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                                | Cornerstone OnDemand Inc 2021 Term Loan                                                                                      | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |    194000 | PA      | $172660.00    | 0.12%             | 2028-10-16      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                 | El Salvador Government International Bond                                                                                    | CUSIP: 283875CG5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    150000 | PA      | $149413.63    | 0.10%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AMYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    671325 | PA      | $108908.06    | 0.07%             | 2045-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                     | LSF12 Crown US Commercial Bidco LLC Term Loan B                                                                              | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    275000 | PA      | $265375.00    | 0.18%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                   | Ontario Gaming GTA LP Term Loan B                                                                                            | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    198992 | PA      | $193072.41    | 0.13%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDING LLC                                   | Hightower Holding LLC                                                                                                        | CUSIP: 43118DAB6<br>LEI: 254900MKOSB7RTMA9K12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102378.00    | 0.07%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                 | Sedgwick Claims Management Services Inc 2023 Term Loan B                                                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    165070 | PA      | $164490.28    | 0.11%             | 2031-07-31      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2016-UBS12                                                                                    | CUSIP: 61691EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227333 | PA      | $712614.33    | 0.48%             | 2049-12-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B2EJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538151 | PA      | $43778.02     | 0.03%             | 2043-05-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                       | Magnetite XXII Ltd                                                                                                           | CUSIP: 55954HBC5<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1490403.00   | 1.00%             | 2036-07-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                    | Olympus Water US Holding Corporation 2024 USD Term Loan                                                                      | CUSIP: 68163YAJ4<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    320525 | PA      | $317191.16    | 0.21%             | 2031-06-20      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                 | Paraguay Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    259000 | PA      | $255699.96    | 0.17%             | 2031-04-28      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                  | VICI Properties LP / VICI Note Co Inc                                                                                        | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |     44000 | PA      | $44508.46     | 0.03%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                | Morgan Stanley Institutional Liquidity Funds - Government Portfolio                                                          | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |   4812289 | NS      | $4812288.51   | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    353500 | PA      | $45955.00     | 0.03%             | 2021-11-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                               | Serta Simmons Bedding LLC 2024 Priority Term Loan                                                                            | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     27230 | PA      | $27161.52     | 0.02%             | 2028-06-29      | Floating      | 11.88%                | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                  | Hungary Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    310000 | PA      | $252284.20    | 0.17%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                    | Pilgrim's Pride Corp                                                                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271235.75    | 0.18%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                               | Uniform Mortgage-Backed Security, TBA                                                                                        | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $598757.82    | 0.40%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                   | GFL Environmental Inc                                                                                                        | CUSIP: 36168QAN4<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $231161.88    | 0.15%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC 2021 Term Loan B9                                                                                                | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     38400 | PA      | $37626.82     | 0.03%             | 2027-07-31      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| HANGER INC                                              | Hanger Inc 2024 Delayed Draw Term Loan                                                                                       | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     19962 | PA      | $19958.49     | 0.01%             | 2031-10-23      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| City Brewing Company LLC                                | City Brewing Company LLC 2024 First Out New Money Term Loan                                                                  | CUSIP: 10756PAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15234 | PA      | $5864.91      | 0.00%             | 2028-04-05      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384CN62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $517516.10    | 0.35%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                             | Acushnet Co                                                                                                                  | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |     87000 | PA      | $90122.34     | 0.06%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                             | Allied Universal Holdco LLC 2021 USD Incremental Term Loan B                                                                 | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    452645 | PA      | $452731.19    | 0.30%             | 2028-05-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                  | Turkiye Government International Bonds                                                                                       | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $144925.10    | 0.10%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $135037.50    | 0.09%             | 2032-09-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                | Snap Inc                                                                                                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134943.35    | 0.09%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                                                                    | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    191000 | PA      | $198253.23    | 0.13%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                                                                       | CUSIP: 067070AH5<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |    126000 | PA      | $119889.00    | 0.08%             | 2029-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                       | Imola Merger Corp                                                                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    391000 | PA      | $373873.98    | 0.25%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA MAX HOLDING LLC                              | ECI Macola Max Holding LLC 2024 Term Loan                                                                                    | CUSIP: 26825UAM3<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |    216435 | PA      | $216002.47    | 0.14%             | 2030-05-09      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC                   | Prime Security Services Borrower LLC 2024 1st Lien Term Loan B                                                               | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |    124376 | PA      | $124015.71    | 0.08%             | 2030-10-13      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38382T5V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2746511 | PA      | $371987.78    | 0.25%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                          | Lonza Group AG USD Term Loan B                                                                                               | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    265227 | PA      | $243346.08    | 0.16%             | 2028-07-03      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31397GE63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    322183 | PA      | $258945.55    | 0.17%             | 2037-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Bills                                                                                                          | CUSIP: 912797LB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    167000 | PA      | $166726.59    | 0.11%             | 2025-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bonds                              | Serbia International Bonds                                                                                                   | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    205000 | PA      | $171490.59    | 0.11%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                               | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $88383.07     | 0.06%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B1TS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    683771 | PA      | $116525.95    | 0.08%             | 2048-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Residential Services, LLC                      | American Residential Services LLC 2025 Repriced Term Loan B                                                                  | CUSIP: 02927HAH1<br>LEI: 549300UXCBZIG9PCNR39 | Long             | LON              | CORP              | US        |     96000 | PA      | $95280.00     | 0.06%             | 2032-02-02      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                     | Benin Government International Bond                                                                                          | CUSIP: 000000000<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    200000 | PA      | $183190.00    | 0.12%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC                                        | Arches Buyer Inc                                                                                                             | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80015.33     | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BKJC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115181 | PA      | $3956.99      | 0.00%             | 2044-09-15      | Floating      | 1.74%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                | EMRLD Borrower LP / Emerald Co-Issuer Inc                                                                                    | CUSIP: 29103CAA6<br>LEI: 98450099EE3A0ZD5F786 | Long             | DBT              | CORP              | US        |     93000 | PA      | $94428.39     | 0.06%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Constant Contact Inc                                    | Constant Contact Inc Term Loan                                                                                               | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |    266652 | PA      | $244970.70    | 0.16%             | 2028-02-10      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                          | Tempur Sealy International Inc 2024 Term Loan B                                                                              | CUSIP: 88025BAN1<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |    224438 | PA      | $224269.17    | 0.15%             | 2031-10-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                                                               | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    346000 | PA      | $321114.54    | 0.22%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                   | Angola Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $139160.00    | 0.09%             | 2049-11-26      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31396V5N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    355796 | PA      | $35324.82     | 0.02%             | 2037-06-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| GEE ACQUISITION HOLDINGS CORP                           | GEE ACQUISITION HOLDINGS CORP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3588 | NS      | $0.00         | 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      | $207576.50    | 0.14%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    203300 | PA      | $33544.50     | 0.02%             | 2028-05-07      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                  | Venture Global LNG Inc                                                                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    266000 | PA      | $228881.00    | 0.15%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                     | Hudbay Minerals Inc                                                                                                          | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $147339.59    | 0.10%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHRG INTERMEDIATE LLC                                   | PHRG Intermediate LLC 2025 Term Loan B                                                                                       | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    125000 | PA      | $116562.50    | 0.08%             | 2032-02-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-14900.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Adient US LLC                                           | Adient US LLC 2024 Term Loan B2                                                                                              | CUSIP: 00687MAH4<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |     78581 | PA      | $77026.12     | 0.05%             | 2031-01-31      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    315600 | PA      | $41028.00     | 0.03%             | 2035-05-17      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    200000 | PA      | $141500.00    | 0.09%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                        | Cinemark USA Inc                                                                                                             | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98281.07     | 0.07%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $155186.00    | 0.10%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2015-5 Ltd                                                                              | CUSIP: 14311QAN7<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973525.00    | 0.65%             | 2032-01-20      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| MATADOR BIDCO SARL                                      | Matador Bidco Sarl 2024 Term Loan B                                                                                          | CUSIP: 000000000<br>LEI: 549300CNVJU6794GIZ49 | Long             | LON              | CORP              | LU        |    131034 | PA      | $131443.10    | 0.09%             | 2029-07-30      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     66000 | PA      | $8827.50      | 0.01%             | 2018-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |     22000 | PA      | $19364.15     | 0.01%             | 2033-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38382KWY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4977006 | PA      | $626611.48    | 0.42%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BSTQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457206 | PA      | $84268.73     | 0.06%             | 2046-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                     | White Cap Buyer LLC 2024 Term Loan B                                                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    337870 | PA      | $330178.02    | 0.22%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| SERTA SIMMONS BEDDING INC                               | SERTA SIMMONS BEDDING INC                                                                                                    | CUSIP: 937BQA905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $162545.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| USI Inc                                                 | USI Inc 2024 Term Loan D                                                                                                     | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    370585 | PA      | $368765.61    | 0.25%             | 2029-11-21      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| JPM Lending Facility                                    | JPM Lending Facility                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1237500 | PA      | $1245699.68   | 0.84%             | 2029-07-15      | Variable      | 11.32%                | No            |                  2 | On Loan: No      |
| Octagon 68 Ltd                                          | Octagon 68 Ltd                                                                                                               | CUSIP: 675949AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006055.00   | 0.67%             | 2036-10-20      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BLH43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    617959 | PA      | $70509.92     | 0.05%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                                   | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $300251.31    | 0.20%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HADD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1034568.10   | 0.69%             | 2053-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cano Health LLC                                         | Cano Health LLC 2024 Exit Term Loan                                                                                          | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |     15093 | PA      | $13885.96     | 0.01%             | 2029-06-28      | Floating      | 13.80%                | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                           | CITRIN COOPERMAN ADVISORS LLC 2025 TERM LOAN B                                                                               | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164394 | PA      | $163058.24    | 0.11%             | 2032-04-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                | Abu Dhabi Government International Bonds                                                                                     | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $208408.50    | 0.14%             | 2034-04-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                  | Cushman & Wakefield US Borrower LLC 2025 Term Loan B1                                                                        | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |    403327 | PA      | $402066.48    | 0.27%             | 2030-01-31      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TEMPO ACQUISITION LLC                                   | Tempo Acquisition LLC 2025 Repriced Term Loan B                                                                              | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |    100355 | PA      | $99704.45     | 0.07%             | 2028-08-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                      | Tronox Finance LLC 2024 1st Lien Term Loan B                                                                                 | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |    207633 | PA      | $196041.29    | 0.13%             | 2031-09-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                     | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-3730.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                                    | Ameriforge Group Inc 2024 PIK Class A Delayed Draw Term Loan                                                                 | CUSIP: 000000000<br>LEI: 549300T5I2LOKUMVKN83 | Long             | LON              | CORP              | US        |     13119 | PA      | $3777.03      | 0.00%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BC7B8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39889 | PA      | $686.36       | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XUM610 CDS USD R F  1.00000 2 CCPSOVEREIGN / Short: S92XUM610 CDS USD P V 03MEVENT 1 CCPSOVEREIGN                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2500000 | OU      | $-45214.77    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                                      | Nouryon Finance BV 2024 USD Term Loan B1                                                                                     | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    157887 | PA      | $157097.37    | 0.11%             | 2028-04-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                        | DexKo Global Inc 2021 USD Term Loan B                                                                                        | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    121250 | PA      | $112262.34    | 0.08%             | 2028-10-04      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                            | First Advantage Holdings LLC 2024 Term Loan B                                                                                | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |    199500 | PA      | $198377.81    | 0.13%             | 2031-10-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ANUVU HOLDINGS 2 LLC                                    | Anuvu Holdings 2 LLC 2024 Senior Priority Term Loan                                                                          | CUSIP: 03735KAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33128 | PA      | $26502.62     | 0.02%             | 2027-09-27      | Floating      | 8.39%                 | No            |                  3 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     14000 | PA      | $2431.17      | 0.00%             | 2028-03-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Clover Holdings SPV III LLC                             | Clover Holdings SPV III LLC 2024 USD Term Loan                                                                               | CUSIP: 000000000<br>LEI: 549300RFUWCPWS8FQ104 | Long             | LON              | CORP              | US        |     22222 | PA      | $21805.19     | 0.01%             | 2027-12-09      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     37000 | PA      | $6398.69      | 0.00%             | 2025-02-26      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc 2025 Term Loan B                                                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    200000 | PA      | $196329.00    | 0.13%             | 2032-02-10      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust              | JPMBB Commercial Mortgage Securities Trust 2014-C22                                                                          | CUSIP: 46642NAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $322848.00    | 0.22%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                                         | Trans Union LLC 2024 Term Loan B9                                                                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |    181342 | PA      | $180582.73    | 0.12%             | 2031-06-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| IVC ACQUISITION LTD                                     | IVC Acquisition Ltd 2025 USD Repriced Term Loan B                                                                            | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    148129 | PA      | $147264.51    | 0.10%             | 2028-12-12      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                         | Benefit Street Partners CLO XII-B Ltd                                                                                        | CUSIP: 081917AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $989598.00    | 0.66%             | 2037-10-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                | Windsor Holdings III LLC                                                                                                     | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210759.00    | 0.14%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                                 | Albion Financing 3 SARL 2025 USD Term Loan B                                                                                 | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    217732 | PA      | $217937.10    | 0.15%             | 2029-08-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XVTUE9 CDS USD R F  1.00000 Z92XVTUG4 CCPSOVEREIGN / Short: S92XVTUE9 CDS USD P V 03MEVENT Z92XVTUF6 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    180000 | OU      | $-28394.49    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                       | EURO-BOBL FUTURE JUN25                                                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -7 | NC      | $-13658.85    | -0.01%            |  |  |  | No            |                  1 | 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        |    212000 | PA      | $193197.18    | 0.13%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136B9EX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1244130 | PA      | $182273.06    | 0.12%             | 2050-02-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| NORTHSTAR GROUP SERVICES INC                            | Northstar Group Services Inc 2024 Term Loan B                                                                                | CUSIP: 66707RAF4<br>LEI: 549300XH4ERCEE5LSB06 | Long             | LON              | CORP              | US        |    173688 | PA      | $174013.16    | 0.12%             | 2030-05-08      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust                  | UBS-Barclays Commercial Mortgage Trust 2013-C6                                                                               | CUSIP: 90349GAS4<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    848384 | PA      | $735629.59    | 0.49%             | 2046-04-10      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Limited                   | Digicel International Finance Limited 2024 Term Loan                                                                         | CUSIP: 000000000<br>LEI: 5493007V023VOEW4FK27 | Long             | LON              | CORP              | LC        |    124858 | PA      | $123386.96    | 0.08%             | 2027-05-25      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                                                                          | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $134449.98    | 0.09%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                     | Peer Holding III BV 2025 USD Term Loan B4B                                                                                   | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    148500 | PA      | $148067.12    | 0.10%             | 2030-10-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                          | Bombardier Inc                                                                                                               | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $153765.75    | 0.10%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc 2021 Term Loan D                                                                                         | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    145106 | PA      | $134452.86    | 0.09%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                 | Aethon United BR LP / Aethon United Finance Corp                                                                             | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $286464.33    | 0.19%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                   | Quikrete Holdings Inc                                                                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371707.86    | 0.25%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                                     | Albania Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |    212000 | PA      | $229409.51    | 0.15%             | 2035-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nvent Electric Public Limited Company                   | Nvent Electric Public Limited Company Term Loan B                                                                            | CUSIP: 05614GAC5<br>LEI: 254900LK60A9DK5W5N81 | Long             | LON              | CORP              | US        |    150000 | PA      | $149718.75    | 0.10%             | 2032-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds              | Philippines Government International Bonds                                                                                   | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    230000 | PA      | $223846.74    | 0.15%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Franklin Square Holdings LP                             | Franklin Square Holdings LP 2024 Term Loan B                                                                                 | CUSIP: 30259HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    124062 | PA      | $123752.34    | 0.08%             | 2031-04-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US 5YR NOTE (CBT) JUN25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        92 | NC      | $159688.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31395DWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    432137 | PA      | $42104.05     | 0.03%             | 2036-06-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                   | Sri Lanka Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    186564 | PA      | $153399.40    | 0.10%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                                    | Reworld Holding Corp                                                                                                         | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184095.34    | 0.12%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                | Madison Park Funding LV Ltd                                                                                                  | CUSIP: 55819FAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1491676.50   | 1.00%             | 2037-07-18      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    500000 | PA      | $59250.00     | 0.04%             | 2024-05-16      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                                    | Speedster Bidco GmbH 2024 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |    100000 | PA      | $99500.00     | 0.07%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                | Clarios Global LP / Clarios US Finance Co                                                                                    | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    642000 | PA      | $645562.46    | 0.43%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC       | Foundation Building Materials Holding Company LLC 2024 Term Loan B2                                                          | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |    173250 | PA      | $160163.56    | 0.11%             | 2031-01-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SURINAME INT                                | Suriname Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     44000 | PA      | $46574.00     | 0.03%             | 2050-12-31      | Variable      | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    630000 | PA      | $108352.13    | 0.07%             | 2022-10-04      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Tanzania                                                | Tanzania 10 Year Term Loan                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | TZ        |   1030588 | PA      | $1003698.14   | 0.67%             | 2031-04-28      | Floating      | 10.86%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31397JZ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    612795 | PA      | $61697.73     | 0.04%             | 2037-07-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| ANUVU HOLDINGS 2 LLC                                    | Anuvu Holdings 2 LLC 2024 Senior Takeback Term Loan                                                                          | CUSIP: 03735KAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83676 | PA      | $31085.45     | 0.02%             | 2026-03-23      | Floating      | 12.64%                | No            |                  3 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136A93D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1010729 | PA      | $196154.78    | 0.13%             | 2042-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENDURE DIGITAL INC                                      | Endure Digital Inc 2024 CoOp Term Loan                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    433125 | PA      | $314015.63    | 0.21%             | 2028-02-10      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                      | Alliant Holdings Intermediate LLC 2024 Term Loan B6                                                                          | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    120650 | PA      | $119952.18    | 0.08%             | 2031-09-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                                                              | CUSIP: 31412RH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222334 | PA      | $225473.27    | 0.15%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618FGEC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1073116 | PA      | $1132236.31   | 0.76%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                          | Bombardier Inc                                                                                                               | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $54165.51     | 0.04%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                | Adtalem Global Education Inc                                                                                                 | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247352.80    | 0.17%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                                            | CUSIP: 3617AUBH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85693 | PA      | $82910.43     | 0.06%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    398000 | PA      | $68655.00     | 0.05%             | 2049-04-14      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DRAGON BUYER INC                                        | Dragon Buyer Inc Term Loan B                                                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    174562 | PA      | $173776.97    | 0.12%             | 2031-09-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                | Performance Food Group Inc                                                                                                   | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    322000 | PA      | $319705.11    | 0.21%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618GBVS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    448738 | PA      | $466512.36    | 0.31%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                | Permian Resources Operating LLC                                                                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97879.35     | 0.07%             | 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        |    150000 | PA      | $153521.55    | 0.10%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3617FLP33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    492895 | PA      | $499560.93    | 0.33%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERIFORGE GROUP INC                                    | Ameriforge Group Inc 2024 PIK Class A Initial Term Loan                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    113606 | PA      | $32707.11     | 0.02%             | 2025-12-31      | Floating      | 11.00%                | No            |                  3 | On Loan: No      |
| Zambia Government International Bonds                   | Zambia Government International Bonds                                                                                        | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     50000 | PA      | $28570.69     | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31397QZ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681647 | PA      | $30307.53     | 0.02%             | 2041-01-25      | Floating      | 1.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                   | Venezuela Government International Bond                                                                                      | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    224000 | PA      | $31780.00     | 0.02%             | 2019-10-13      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136AKBJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165313 | PA      | $31105.52     | 0.02%             | 2044-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      8000 | PA      | $1379.79      | 0.00%             | 2032-03-23      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bonds                  | Dominican Republic International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    100000 | PA      | $102605.00    | 0.07%             | 2044-04-30      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bonds                     | Oman Government International Bonds                                                                                          | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $209883.35    | 0.14%             | 2031-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                | Petroleos de Venezuela SA                                                                                                    | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |    250000 | PA      | $29625.00     | 0.02%             | 2026-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    180000 | PA      | $92686.28     | 0.06%             | 2036-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 Second Out Term Loan                                                                                     | CUSIP: 38349FAD8<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |     94087 | PA      | $38849.97     | 0.03%             | 2028-04-28      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bonds              | Republic of Azerbaijan International Bonds                                                                                   | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |    150000 | PA      | $131388.94    | 0.09%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                             | Autokiniton US Holdings Inc 2024 Term Loan B                                                                                 | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    168492 | PA      | $166123.20    | 0.11%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                      | Ukraine Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1181000 | PA      | $843699.31    | 0.57%             | 2041-08-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Apex Tool Group LLC                                     | Apex Tool Group LLC 2024 Super Priority 2nd Out Term Loan A                                                                  | CUSIP: 03759DAN8<br>LEI: 549300LWC59TPOM4ZR02 | Long             | LON              | CORP              | US        |     67102 | PA      | $58546.40     | 0.04%             | 2029-02-08      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                             | Surgery Center Holdings Inc 2024 Term Loan B                                                                                 | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    193172 | PA      | $192870.41    | 0.13%             | 2030-12-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                        | TTF Holdings LLC 2024 Term Loan                                                                                              | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    174562 | PA      | $170525.74    | 0.11%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                              | MajorDrive Holdings IV LLC 2022 Incremental Term Loan B                                                                      | CUSIP: 56085UAC7<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    218250 | PA      | $202972.50    | 0.14%             | 2029-06-01      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137B02M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    456430 | PA      | $30218.78     | 0.02%             | 2033-02-15      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136APHR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348687 | PA      | $67258.04     | 0.05%             | 2045-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31394VX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302953 | PA      | $251494.14    | 0.17%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                  | Nigeria Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    350000 | PA      | $331425.50    | 0.22%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                     | Hilcorp Energy I LP Term Loan B                                                                                              | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |    100000 | PA      | $98750.00     | 0.07%             | 2030-02-11      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136APA44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1277499 | PA      | $213827.84    | 0.14%             | 2045-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCT20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    330145 | PA      | $68869.00     | 0.05%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                  | Uruguay Government International Bond                                                                                        | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    300000 | PA      | $305925.00    | 0.21%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Victory Capital Holdings Inc                            | Victory Capital Holdings Inc 2021 Term Loan B                                                                                | CUSIP: 92645DAH2<br>LEI: 549300BN5LH2CIPPHS71 | Long             | LON              | CORP              | US        |    120427 | PA      | $120663.51    | 0.08%             | 2026-07-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 31359PXZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21240 | PA      | $21665.09     | 0.01%             | 2027-05-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                       | PointClickCare Technologies Inc 2024 USD Term Loan B                                                                         | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     96274 | PA      | $96243.87     | 0.06%             | 2031-11-03      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                                  | Rackspace Finance LLC 2024 First Lien First Out Term Loan                                                                    | CUSIP: 75008UAC1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |     72945 | PA      | $72611.35     | 0.05%             | 2028-05-15      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| Central Parent Inc                                      | Central Parent Inc 2024 Term Loan B                                                                                          | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    320950 | PA      | $268838.69    | 0.18%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                  | AthenaHealth Group Inc                                                                                                       | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    302000 | PA      | $288957.03    | 0.19%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                                | Proampac PG Borrower LLC 2024 Term Loan                                                                                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    172817 | PA      | $170527.04    | 0.11%             | 2028-09-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384GBJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1035459.70   | 0.69%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                     | Momentive Performance Materials Inc 2023 Term Loan                                                                           | CUSIP: 60877JAG7<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | LON              | CORP              | US        |    114706 | PA      | $113071.32    | 0.08%             | 2028-03-29      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| JOURNEY PERSONAL CARE CORP                              | Journey Personal Care Corp 2024 Term Loan B                                                                                  | CUSIP: 48114NAF8<br>LEI: 5493000G9KGROJ41TP46 | Long             | LON              | CORP              | US        |    168452 | PA      | $167538.71    | 0.11%             | 2028-03-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS LLC                             | Grant Thornton Advisors LLC 2025 Term Loan B                                                                                 | CUSIP: 38821UAD2<br>LEI: 254900XS1SHU0YY3WF58 | Long             | LON              | CORP              | US        |    174126 | PA      | $173037.80    | 0.12%             | 2031-06-02      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                | Boost Newco Borrower LLC                                                                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211239.20    | 0.14%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oscar Acquisitionco LLC                                 | Oscar AcquisitionCo LLC Term Loan B                                                                                          | CUSIP: 68778DAB4<br>LEI: 254900RDCZK0Q19MEL65 | Long             | LON              | CORP              | US        |    121875 | PA      | $116886.06    | 0.08%             | 2029-04-29      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                    | Ghana Government International Bonds                                                                                         | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    119321 | PA      | $101912.07    | 0.07%             | 2029-07-03      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF UZBEKIS                                | National Bank of Uzbekistan                                                                                                  | CUSIP: 000000000<br>LEI: 253400TZJ7T1YULTGN68 | Long             | DBT              | NUSS              | UZ        |    240000 | PA      | $245666.80    | 0.16%             | 2029-07-05      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd                                         | SkyMiles IP Ltd 2020 Skymiles Term Loan B                                                                                    | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     91988 | PA      | $92984.28     | 0.06%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                   | Mexico Government International Bonds                                                                                        | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $149623.73    | 0.10%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                                                                           | CUSIP: 3618BVGL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224703 | PA      | $232234.50    | 0.16%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     10729 | PA      | $5356.51      | 0.00%             | 2030-02-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137HKF25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    978913 | PA      | $1006720.03   | 0.67%             | 2054-06-25      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                     | Applied Systems Inc 2024 1st Lien Term Loan                                                                                  | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    667597 | PA      | $667179.80    | 0.45%             | 2031-02-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                                  | Astra Acquisition Corp 2024 New Money Term Loan A                                                                            | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84583 | PA      | $49058.31     | 0.03%             | 2028-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Company LP                 | Calpine Construction Finance Company LP 2023 Refinancing Term Loan B                                                         | CUSIP: 13134NAH4<br>LEI: V0Q3DOB0FIB2XI1KWU77 | Long             | LON              | CORP              | US        |    158911 | PA      | $158646.05    | 0.11%             | 2030-07-31      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| HOYA MIDCO LLC                                          | Hoya Midco LLC 2025 Term Loan B                                                                                              | CUSIP: 44325HAF5<br>LEI: 549300LK73TSUP0YKH27 | Long             | LON              | CORP              | US        |     73179 | PA      | $72081.65     | 0.05%             | 2029-02-03      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                  | Cascade MH Asset Trust 2022-MH1                                                                                              | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422927 | PA      | $409798.20    | 0.27%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                     | NCL Corp Ltd                                                                                                                 | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $103293.80    | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137BUPX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    346254 | PA      | $44232.13     | 0.03%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                                                                    | CUSIP: 3128SGAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42238 | PA      | $41048.12     | 0.03%             | 2035-01-01      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| UGI ENERGY SERVICES LLC                                 | UGI Energy Services LLC 2024 Term Loan B                                                                                     | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    214806 | PA      | $215020.42    | 0.14%             | 2030-02-22      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                | Clear Channel Outdoor Holdings Inc                                                                                           | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     98000 | PA      | $81415.95     | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COMPASS MINERALS INTERNA                                | Compass Minerals International Inc                                                                                           | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98924.82     | 0.07%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 31395U5K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177822 | PA      | $11481.47     | 0.01%             | 2035-05-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP LLC                                | Ryan Specialty Group LLC 2024 USD Term Loan B                                                                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    149625 | PA      | $149298.07    | 0.10%             | 2031-09-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                  | Ukraine Government International Bonds                                                                                       | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    150000 | PA      | $76425.00     | 0.05%             | 2034-02-01      | Variable      | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                                                                            | CUSIP: 3136ALU58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    825169 | PA      | $134581.35    | 0.09%             | 2044-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITRIN COOPERMAN ADVISORS LLC                           | CITRIN COOPERMAN ADVISORS LLC 2025 DELAYED DRAW TERM LOAN                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     10606 | PA      | $10519.89     | 0.01%             | 2032-04-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Flame Newco, LLC                                        | Flame Newco LLC 2023 Exit PIK Term Loan                                                                                      | CUSIP: 33848XAB0<br>LEI: 254900MNVAHG9TQCPA24 | Long             | LON              | CORP              | US        |     29681 | PA      | $29086.97     | 0.02%             | 2028-06-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                  | Cloud Software Group Inc                                                                                                     | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97126.96     | 0.07%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                                    | Berlin Packaging LLC 2024 Term Loan B7                                                                                       | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    169773 | PA      | $168806.08    | 0.11%             | 2031-06-07      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                          | Sabre GLBL Inc 2024 Term Loan B1                                                                                             | CUSIP: 78571YBK5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    148168 | PA      | $140142.22    | 0.09%             | 2029-11-15      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Bank of America NA                                      | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-3686.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RealPage Inc                                            | RealPage Inc 1st Lien Term Loan                                                                                              | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    386000 | PA      | $382821.29    | 0.26%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae I Pool                                                                                                            | CUSIP: 3622A2NS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99630 | PA      | $101560.26    | 0.07%             | 2034-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Electron BidCo Inc                                      | Electron BidCo Inc 2021 Term Loan                                                                                            | CUSIP: 28542CAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    121875 | PA      | $121561.78    | 0.08%             | 2028-11-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Go Daddy Operating Company LLC                          | Go Daddy Operating Company LLC 2024 Term Loan B8                                                                             | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    478978 | PA      | $477965.05    | 0.32%             | 2029-11-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                                                                           | CUSIP: 3137FCN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    422919 | PA      | $88084.17     | 0.06%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                  | US ULTRA BOND CBT JUN25                                                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -15 | NC      | $15882.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EPICOR SOFTWARE CORPORATION                             | Epicor Software Corporation 2024 Term Loan E                                                                                 | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    245211 | PA      | $244348.21    | 0.16%             | 2031-05-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                       | EMRLD Borrower LP 2024 Term Loan B                                                                                           | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    124375 | PA      | $123105.75    | 0.08%             | 2031-08-04      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORPORATION                              | Select Medical Corporation 2024 Term Loan B                                                                                  | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |    124688 | PA      | $124648.85    | 0.08%             | 2031-12-03      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                             | PURCHASED USD / SOLD EUR                                                                                                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2736.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARBADOS GOVT OF                                        | Barbados Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     85950 | PA      | $81781.43     | 0.05%             | 2029-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92XULET2 CDS USD R F  1.00000 Z92XULEV7 CCPSOVEREIGN / Short: S92XULET2 CDS USD P V 03MEVENT Z92XULEU9 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2000000 | OU      | $-2398.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                                                                  | CUSIP: 61691GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $194231.38    | 0.13%             | 2049-12-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                                                                     | CUSIP: 38384GQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1000000 | PA      | $1035391.10   | 0.69%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies                        | Carlyle Global Market Strategies CLO 2012-3 Ltd                                                                              | CUSIP: 14312GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1943848.00   | 1.30%             | 2032-01-14      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    154000 | PA      | $26742.56     | 0.02%             | 2031-04-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ditech Holding Corporation                              | Ditech Holding Corporation 2013 Term Loan                                                                                    | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |    246641 | PA      | $48711.53     | 0.03%             | 2025-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FINCO I LLC                                             | FinCo I LLC 2024 Term Loan B                                                                                                 | CUSIP: 31774BAG9<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |    172380 | PA      | $172229.64    | 0.12%             | 2029-06-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC/FINANCE CORP                                | Chobani LLC / Chobani Finance Corp Inc                                                                                       | CUSIP: 17027NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $246059.13    | 0.16%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH, INC.,                                      | CANO HEALTH, INC.,                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3285 | NS      | $22448.05     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                 | Bulgaria Government International Bonds                                                                                      | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     70000 | PA      | $67831.04     | 0.05%             | 2037-03-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Finance LLC                                    | Ineos US Finance LLC 2023 USD Term Loan B                                                                                    | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    616029 | PA      | $578142.98    | 0.39%             | 2030-02-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Octagon 60 Ltd                                          | Octagon 60 Ltd                                                                                                               | CUSIP: 675936AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001875.00   | 0.67%             | 2037-10-20      | Floating      | 11.27%                | No            |                  2 | On Loan: No      |
| GoTo Group Inc                                          | GoTo Group Inc 2024 First Out Term Loan                                                                                      | CUSIP: 38349FAC0<br>LEI: 549300D12V5KRBV00592 | Long             | LON              | CORP              | US        |    141699 | PA      | $128910.47    | 0.09%             | 2028-04-28      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                     | Honduras Government International Bond                                                                                       | CUSIP: 000000000<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    150000 | PA      | $148912.50    | 0.10%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                             | CHG Healthcare Services Inc 2024 Term Loan B1                                                                                | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    144772 | PA      | $144551.00    | 0.10%             | 2028-09-29      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                       | Lebanon Government International Bond                                                                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    598000 | PA      | $102949.44    | 0.07%             | 2020-03-09      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                         | Long: S92TF9ST0 CDS USD R F  1.00000 Z92TF9SV5 CCPSOVEREIGN / Short: S92TF9ST0 CDS USD P V 03MEVENT Z92TF9SU7 CCPSOVEREIGN   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   2200000 | OU      | $-10997.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-21

**Name of Applicant:** Eaton Vance Short Duration Diversified Income Fund

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer