# EDGAR Filing Document

**Accession Number:** 0001528811
**File Stem:** 0001752724-23-009923
**Filing Date:** 2023-1
**Character Count:** 180321
**Document Hash:** 69546c5b6180a2b3f9f4d2402f977e9b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-009923.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001752724-23-009923

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Global Multi-Sector Income Fund
- **CENTRAL INDEX KEY:** 0001528811
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22608
- **FILM NUMBER:** 23548869

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 860-243-1574

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus-Newfleet Global Multi-Sector Income Fund
- **DATE OF NAME CHANGE:** 20110909

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Newfleet Global Multi-Sector Income Fund
- **DATE OF NAME CHANGE:** 20110829

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Global Multi-Sector Income Fund

- **b. Investment Company Act file number:** 811-22608

- **c. CIK number of Registrant:** 0001528811

- **d. LEI of Registrant:** 5493008J77OQDENT5651

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

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

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

- **a. Name of Series:** Virtus Global Multi-Sector Income Fund

- **c. LEI of Series:** 5493008J77OQDENT5651

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

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**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:** $148859393.93

**Total Liabilities:** $47695067.23

**Net Assets:** $101164326.70

**Delayed Delivery Securities:** $28000.00

**Cash Not Reported:** $28435.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -45.00000000 | **5-Year:** -3491.00000000 | **10-Year:** -14912.00000000 | **30-Year:** -23925.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -23.00000000 | **5-Year:** -5950.00000000 | **10-Year:** -13775.00000000 | **30-Year:** -9568.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -6.91%               | 0.38%                | 5.85%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-91376.45               | $-7613438.44                               |
| Month 2  | $-1939661.03             | $1801585.42                                |
| Month 3  | $-623231.70              | $5801645.16                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DXP ENTERPRISES INC                | DXP Enterprises Inc/TX                                                          | CUSIP: 23338DAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    167025 | PA      | $158326.34    | 0.16%             | 2027-12-23      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE         | Cooper-Standard Automotive Inc                                                  | CUSIP: 21676TAC9<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | LON              | CORP              | US        |    240418 | PA      | $234446.02    | 0.23%             | 2023-11-02      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| UKG INC                            | UKG Inc                                                                         | CUSIP: 90385KAK7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    164114 | PA      | $158301.34    | 0.16%             | 2026-05-03      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $182884.68    | 0.18%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PARSLEY ENERGY LLC/FINAN           | Parsley Energy LLC / Parsley Finance Corp                                       | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $192878.89    | 0.19%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    377815 | PA      | $228766.98    | 0.23%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                 | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $129653.96    | 0.13%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| UKG INC                            | UKG Inc                                                                         | CUSIP: 000000000<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     10000 | PA      | $9150.00      | 0.01%             | 2027-05-03      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP           | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $265656.53    | 0.26%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                         | Viasat Inc                                                                      | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106854.55    | 0.11%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR            | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375234 | PA      | $357610.72    | 0.35%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUNSHINE LUXEMBOURG VII            | Sunshine Luxembourg VII Sarl                                                    | CUSIP: 000000000<br>LEI: 254900CHQOBZNYV4DY60 | Long             | LON              | CORP              | LU        |    142825 | PA      | $135460.94    | 0.13%             | 2026-10-02      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| Arbys Funding LLC                  | Arbys Funding LLC                                                               | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469200 | PA      | $401569.04    | 0.40%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT             | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    715000 | PA      | $475475.00    | 0.47%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD            | Reliance Industries Ltd                                                         | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    760000 | PA      | $625753.60    | 0.62%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO           | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    265000 | PA      | $206716.81    | 0.20%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP               | Entegris Escrow Corp                                                            | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332000 | PA      | $300488.12    | 0.30%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                | MESQUITE ENERGY INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $1518.75      | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF KENYA                  | Republic of Kenya Government International Bond                                 | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    510000 | PA      | $442425.00    | 0.44%             | 2032-05-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE             | VICI Properties LP / VICI Note Co Inc                                           | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66987.38     | 0.07%             | 2025-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND             | Oman Government International Bond                                              | CUSIP: 68205LAE3<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    595000 | PA      | $639625.00    | 0.63%             | 2032-10-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                   | NMEF Funding 2019-A LLC                                                         | CUSIP: 65489MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390019 | PA      | $386758.38    | 0.38%             | 2026-08-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES            | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    960000 | PA      | $775305.60    | 0.77%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2021-NR4                                                              | CUSIP: 12566DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180883 | PA      | $165604.17    | 0.16%             | 2061-10-25      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.          | Trinity Rail Leasing 2019-1 LLC                                                 | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302606 | PA      | $280536.78    | 0.28%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru     | Provident Funding Mortgage Trust 2019-1                                         | CUSIP: 74387LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84053 | PA      | $70196.48     | 0.07%             | 2049-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                         | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    475000 | PA      | $367794.37    | 0.36%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                     | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    355000 | PA      | $341174.07    | 0.34%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION           | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $49912.53     | 0.05%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra     | VOLT XCII LLC                                                                   | CUSIP: 91835MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297912 | PA      | $263773.98    | 0.26%             | 2051-02-27      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                   | Teine Energy Ltd                                                                | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $226250.00    | 0.22%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Trust 2018-3                                               | CUSIP: 36255XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124445 | PA      | $124371.58    | 0.12%             | 2024-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ECL ENTERTAINMENT LLC              | ECL Entertainment LLC                                                           | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    168733 | PA      | $167889.49    | 0.17%             | 2028-04-30      | Floating      | 11.64%                | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                 | VICI Properties LP                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103988.84    | 0.10%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OT MERGER CORP                     | OT Merger Corp                                                                  | CUSIP: 688777AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $49643.40     | 0.05%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS              | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    270000 | PA      | $214891.19    | 0.21%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl     | Santander Drive Auto Receivables Trust 2022-7                                   | CUSIP: 80287FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438000 | PA      | $437551.66    | 0.43%             | 2026-01-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                  | At Home Group Inc                                                               | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32737.50     | 0.03%             | 2028-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC           | BroadStreet Partners Inc                                                        | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136000.00    | 0.13%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                | CNT Holdings I Corp                                                             | CUSIP: 12656AAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161928 | PA      | $156488.88    | 0.15%             | 2027-11-08      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368830.57    | 0.36%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $305541.40    | 0.30%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS           | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $82800.00     | 0.08%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB            | Dornoch Debt Merger Sub Inc                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $113129.37    | 0.11%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS INC                  | Grab Holdings Inc                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |    170087 | PA      | $166154.22    | 0.16%             | 2026-01-29      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                   | Zions Bancorp NA                                                                | CUSIP: 989701818<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EP               | CORP              | US        |     47150 | NS      | $1198553.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES              | Mexico Government International Bond                                            | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1430000 | PA      | $1143374.38   | 1.13%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAM MORRIS ENDEAVOR EN         | William Morris Endeavor Entertainment LLC                                       | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |    177945 | PA      | $172955.82    | 0.17%             | 2025-05-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                      | Nordstrom Inc                                                                   | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $232962.00    | 0.23%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CALLON PETROLEUM CO                | Callon Petroleum Co                                                             | CUSIP: 13123XBF8<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109424.80    | 0.11%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED             | Teck Resources Ltd                                                              | CUSIP: 878742AE5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $549043.31    | 0.54%             | 2035-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC              | Bausch Health Cos Inc                                                           | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $80587.50     | 0.08%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable     | OneMain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $302627.30    | 0.30%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148502.75    | 0.15%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA               | Colombia Government International Bond                                          | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1010000 | PA      | $869862.50    | 0.86%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC           | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176721.55    | 0.17%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA              | Guatemala Government Bond                                                       | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    830000 | PA      | $676865.00    | 0.67%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL     | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $401909.85    | 0.40%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | Altice France SA/France                                                         | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    265000 | PA      | $208849.15    | 0.21%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC             | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $374514.05    | 0.37%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Dominion Mortgage Trust            | Dominion Mortgage Trust 2021-RTL1                                               | CUSIP: 257463AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $510765.43    | 0.50%             | 2027-07-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                  | Imperial Fund Mortgage Trust 2021-NQM4                                          | CUSIP: 45276JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805903 | PA      | $653294.17    | 0.65%             | 2057-01-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2021-2 LLC                                                                 | CUSIP: 69359UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362162 | PA      | $330809.42    | 0.33%             | 2026-03-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU            | Banco Internacional del Peru SAA Interbank                                      | CUSIP: 05968DAA8<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |   1095000 | PA      | $1080149.06   | 1.07%             | 2029-03-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PAI HOLDCO INC                     | PAI Holdco Inc                                                                  | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |     93649 | PA      | $86859.65     | 0.09%             | 2027-10-28      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    520000 | PA      | $314600.00    | 0.31%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust         | LAD Auto Receivables Trust 2021-1                                               | CUSIP: 501683AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    470000 | PA      | $422399.01    | 0.42%             | 2029-11-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT             | Egypt Government International Bond                                             | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    845000 | PA      | $690787.50    | 0.68%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust               | FirstKey Homes 2020-SFR2 Trust                                                  | CUSIP: 33767JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $416551.82    | 0.41%             | 2037-10-19      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                  | MDGH GMTN RSC Ltd                                                               | CUSIP: 55276VAG7<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    750000 | PA      | $740765.63    | 0.73%             | 2028-11-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERATION BRIDGE II LLC           | Generation Bridge II LLC                                                        | CUSIP: 37147QAD0<br>LEI: 254900BU0I8CJYZ8GK47 | Long             | LON              | CORP              | US        |     11728 | PA      | $11610.55     | 0.01%             | 2029-02-23      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                                             | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    570000 | PA      | $441602.36    | 0.44%             | 2031-08-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                     | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    260000 | PA      | $231908.31    | 0.23%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                          | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    315000 | PA      | $220944.47    | 0.22%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                        | Deluxe Corp                                                                     | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |    130000 | PA      | $107575.00    | 0.11%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    380000 | PA      | $434911.92    | 0.43%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                   | Gates Global LLC                                                                | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    425000 | PA      | $417350.00    | 0.41%             | 2029-11-16      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| COVIA HOLDINGS CORP                | Covia Holdings LLC                                                              | CUSIP: 22305CAB5<br>LEI: 213800IE4YGTGVTQ1806 | Long             | LON              | CORP              | US        |    185000 | PA      | $178293.75    | 0.18%             | 2026-07-31      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| VIANT MEDICAL HOLDINGS             | Viant Medical Holdings Inc                                                      | CUSIP: 58506PAF8<br>LEI: 549300E68YOWU15QSF58 | Long             | LON              | CORP              | US        |    180763 | PA      | $159748.94    | 0.16%             | 2025-07-02      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ITAU UNIBANCO HLDG SA/KY           | Itau Unibanco Holding SA/Cayman Island                                          | CUSIP: 46556L2A1<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |    920000 | PA      | $816672.50    | 0.81%             | 2031-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROC Securities Trust               | Roc Mortgage Trust 2021-RTL1                                                    | CUSIP: 77118TAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $437914.79    | 0.43%             | 2026-08-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| CT TRUST                           | CT Trust                                                                        | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |    550000 | PA      | $474134.38    | 0.47%             | 2032-02-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP           | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $183766.00    | 0.18%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD                     | 1375209 BC Ltd                                                                  | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     58000 | PA      | $56985.00     | 0.06%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC             | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $545316.00    | 0.54%             | 2025-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND               | China Government International Bond                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    525000 | PA      | $519498.00    | 0.51%             | 2023-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    350000 | PA      | $224000.00    | 0.22%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ACC Trust                          | ACC Trust 2022-1                                                                | CUSIP: 00091HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    545000 | PA      | $518302.47    | 0.51%             | 2025-10-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     84000 | PA      | $88956.84     | 0.09%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | Neptune Bidco US Inc                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    175000 | PA      | $157062.50    | 0.16%             | 2029-04-11      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR           | Hamilton Projects Acquiror LLC                                                  | CUSIP: 14314VAB9<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    171896 | PA      | $168877.64    | 0.17%             | 2027-06-26      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust         | Verus Securitization Trust 2022-4                                               | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333105 | PA      | $318644.82    | 0.31%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                      | DISH DBS Corp                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $142392.00    | 0.14%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CABLE ONDA SA                      | Telecomunicaciones Digitales SA                                                 | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |    725000 | PA      | $607187.50    | 0.60%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                | Oportun Funding XIV LLC                                                         | CUSIP: 68377BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $530042.98    | 0.52%             | 2028-03-08      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT             | Egypt Government International Bond                                             | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    550000 | PA      | $372625.00    | 0.37%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                    | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    480000 | PA      | $435150.00    | 0.43%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS              | Universal Health Services Inc                                                   | CUSIP: 913903AY6<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $302568.77    | 0.30%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                     | Var Energi ASA                                                                  | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $204369.12    | 0.20%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC               | LifePoint Health Inc                                                            | CUSIP: 75915TAD4<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    166558 | PA      | $154295.70    | 0.15%             | 2025-11-16      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                 | Grupo Televisa SAB                                                              | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    525000 | PA      | $509512.50    | 0.50%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD           | Coronado Finance Pty Ltd                                                        | CUSIP: 21979LAA4<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    382000 | PA      | $396325.00    | 0.39%             | 2026-05-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    355000 | PA      | $377505.73    | 0.37%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN           | Traverse Midstream Partners LLC                                                 | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    386034 | PA      | $383138.59    | 0.38%             | 2024-09-27      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| METIS MERGER SUB LLC               | Metis Merger Sub LLC                                                            | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $127642.50    | 0.13%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                        | Asurion LLC                                                                     | CUSIP: 04649VAY6<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    136479 | PA      | $118020.56    | 0.12%             | 2027-07-31      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| TVC Mortgage Trust 2020-RTL1       | TVC Mortgage Trust 2020-RTL1                                                    | CUSIP: 90114YAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $474414.55    | 0.47%             | 2024-09-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC           | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315634.88    | 0.31%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC           | TricorBraun Holdings Inc                                                        | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    137547 | PA      | $131013.53    | 0.13%             | 2028-03-03      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT             | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    397087 | PA      | $327218.52    | 0.32%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste     | Mission Lane Credit Card Master Trust                                           | CUSIP: 60510MAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    605000 | PA      | $582388.67    | 0.58%             | 2026-09-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NMG PARENT LLC.                    | NMG PARENT LLC.                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       618 | NS      | $89610.00     | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| MOHEGAN GAMING & ENT               | Mohegan Gaming & Entertainment                                                  | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253516.50    | 0.25%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MONGOLIA INTL BOND                 | Mongolia Government International Bond                                          | CUSIP: 60937LAF2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    775000 | PA      | $567687.50    | 0.56%             | 2027-07-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD             | Calumet Specialty Products Partners LP / Calumet Finance Corp                   | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $254495.40    | 0.25%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP               | CITGO Petroleum Corp                                                            | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93604.93     | 0.09%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA              | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1380000 | PA      | $113850.00    | 0.11%             | 2025-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| NMG HLDCO/NEIMAN MARCUS            | NMG Holding Co Inc / Neiman Marcus Group LLC                                    | CUSIP: 62929RAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $288888.00    | 0.29%             | 2026-04-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UPSTREAM NEWCO INC                 | Upstream Newco Inc                                                              | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    188859 | PA      | $170445.58    | 0.17%             | 2026-11-20      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                 | Aqua Finance Trust 2020-A                                                       | CUSIP: 038413AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $348944.60    | 0.34%             | 2046-07-17      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE            | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $247870.00    | 0.25%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $349004.61    | 0.34%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC           | Celanese US Holdings LLC                                                        | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139144.01    | 0.14%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC               | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $98932.80     | 0.10%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PLAYA RESORTS HOLDING B.V.         | Playa Resorts Holding BV                                                        | CUSIP: 72812NAD8<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    556884 | PA      | $555609.09    | 0.55%             | 2024-04-27      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                   | UFC Holdings LLC                                                                | CUSIP: 90266UAJ2<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    172263 | PA      | $169129.18    | 0.17%             | 2026-04-29      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC           | Corebridge Financial Inc                                                        | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    337000 | PA      | $309317.82    | 0.31%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PROMONTORIA HOLDING                | Promontoria Holding 264 BV                                                      | CUSIP: 74349MAA4<br>LEI: 54930014SXEXD3RX1509 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $241224.90    | 0.24%             | 2027-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                      | M/I Homes Inc                                                                   | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |    360000 | PA      | $313190.50    | 0.31%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC              | Directv Financing LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    192461 | PA      | $184062.47    | 0.18%             | 2027-08-02      | Floating      | 9.14%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding     | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REP5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $435271.49    | 0.43%             | 2025-09-22      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA             | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    660000 | PA      | $633516.60    | 0.63%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMENTUM GOVERNMENT SERVI           | Amentum Government Services Holdings LLC                                        | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    129675 | PA      | $127487.38    | 0.13%             | 2029-02-15      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                 | Turkey Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1175000 | PA      | $1110375.00   | 1.10%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA              | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1540000 | PA      | $1382150.00   | 1.37%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG             | Credit Suisse Group AG                                                          | CUSIP: 225401BB3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    250000 | PA      | $253816.87    | 0.25%             | 2033-11-15      | Fixed         | 9.02%                 | No            |                  2 | On Loan: No      |
| USASF Receivables LLC              | USASF Receivables 2020-1 LLC                                                    | CUSIP: 90353QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151400 | PA      | $150721.70    | 0.15%             | 2024-05-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                   | Cinemark USA Inc                                                                | CUSIP: 172442AS4<br>LEI: 54930008H2137JSCPQ09 | Long             | LON              | CORP              | US        |    189297 | PA      | $181813.90    | 0.18%             | 2025-03-29      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN            | Pakistan Government International Bond                                          | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    630000 | PA      | $248919.30    | 0.25%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2016-4                                                | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $236962.21    | 0.23%             | 2056-07-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND           | Saudi Government International Bond                                             | CUSIP: 80413TAE9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    900000 | PA      | $857250.00    | 0.85%             | 2028-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC        | CHG Healthcare Services Inc                                                     | CUSIP: 000000000<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    174121 | PA      | $170483.22    | 0.17%             | 2028-09-30      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PROJECT RUBY ULTIMATE PARE         | Project Ruby Ultimate Parent Corp                                               | CUSIP: 74339UAS9<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    195940 | PA      | $185933.52    | 0.18%             | 2028-03-10      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management | Dreyfus Government Cash Management                                              | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   1145479 | NS      | $1145478.73   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL           | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    370000 | PA      | $307502.78    | 0.30%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                 | VICI Properties LP                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103181.10    | 0.10%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Issuer Trust 2020-3                                        | CUSIP: 36260CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $462096.14    | 0.46%             | 2026-05-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L           | New Enterprise Stone & Lime Co Inc                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    405000 | PA      | $373280.40    | 0.37%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE           | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    780000 | PA      | $623415.00    | 0.62%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES           | ION Trading Technologies Sarl                                                   | CUSIP: 46205YAA9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $163094.00    | 0.16%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS        | Consolidated Communications Inc                                                 | CUSIP: 20903EBB0<br>LEI: 549300WW675Y48HDVX34 | Long             | LON              | CORP              | US        |    124951 | PA      | $109123.28    | 0.11%             | 2027-10-02      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU              | Transportadora de Gas del Peru SA                                               | CUSIP: 89388AAA0<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |   1350000 | PA      | $1262503.13   | 1.25%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO           | OCP SA                                                                          | CUSIP: 67091TAA3<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1500000 | PA      | $1501875.00   | 1.48%             | 2024-04-25      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHN MERGER SUB INC                 | Blackhawk Network Holdings Inc                                                  | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    153218 | PA      | $149052.00    | 0.15%             | 2025-06-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    930000 | PA      | $611583.99    | 0.60%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                   | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    375000 | PA      | $378986.11    | 0.37%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                 | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    850000 | PA      | $565675.00    | 0.56%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                 | Panama Government International Bond                                            | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    615000 | PA      | $506452.50    | 0.50%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust         | Progress Residential Trust                                                      | CUSIP: 74333HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190000 | PA      | $158286.26    | 0.16%             | 2038-07-17      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC            | PetVet Care Centers LLC                                                         | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    102620 | PA      | $94795.54     | 0.09%             | 2025-02-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD WEC HOLDINGS            | Brookfield WEC Holdings Inc                                                     | CUSIP: 11284EAM5<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    160958 | PA      | $157822.91    | 0.16%             | 2025-08-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    503576 | PA      | $219307.13    | 0.22%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S           | Petroleos de Venezuela SA                                                       | CUSIP: 716558AG6<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   1820000 | PA      | $77350.00     | 0.08%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND           | Saudi Government International Bond                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    430000 | PA      | $450425.00    | 0.45%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC              | Lightstone Holdco LLC                                                           | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |      8986 | PA      | $8177.20      | 0.01%             | 2027-01-30      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                         | Citadel LP                                                                      | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    415000 | PA      | $387265.21    | 0.38%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK              | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    435000 | PA      | $445875.00    | 0.44%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO           | OCP SA                                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $162460.00    | 0.16%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANCHOR GLASS CONTAINER             | Anchor Glass Container Corp                                                     | CUSIP: 37712UAE4<br>LEI: 5493004I6HQW11F10C18 | Long             | LON              | CORP              | US        |     83459 | PA      | $60185.30     | 0.06%             | 2023-12-07      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA              | Indonesia Government International Bond                                         | CUSIP: 455780BX3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    525000 | PA      | $515746.88    | 0.51%             | 2027-01-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L     | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAB9<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    518400 | PA      | $484301.20    | 0.48%             | 2048-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2019-INV1 Trust                                                             | CUSIP: 67098AAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53773 | PA      | $51553.09     | 0.05%             | 2048-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN           | Weekley Homes LLC / Weekley Finance Corp                                        | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $206672.62    | 0.20%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND           | Saudi Government International Bond                                             | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    780000 | PA      | $681525.00    | 0.67%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    335000 | PA      | $277648.37    | 0.27%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)             | Pertamina Persero PT                                                            | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    815000 | PA      | $823150.00    | 0.81%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES           | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAA1<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    990000 | PA      | $902013.75    | 0.89%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC           | Great Outdoors Group LLC                                                        | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    200436 | PA      | $192368.34    | 0.19%             | 2028-03-05      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP              | Filtration Group Corp                                                           | CUSIP: 31732FAR7<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    222004 | PA      | $216065.16    | 0.21%             | 2028-10-21      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN           | Mileage Plus Holdings LLC                                                       | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232750 | PA      | $239150.63    | 0.24%             | 2027-06-20      | Floating      | 9.39%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV               | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $429936.49    | 0.42%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER           | State Oil Co of the Azerbaijan Republic                                         | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |    625000 | PA      | $633593.75    | 0.63%             | 2030-03-18      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN           | Northriver Midstream Finance LP                                                 | CUSIP: 66679NAA8<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $241489.56    | 0.24%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC               | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $334757.60    | 0.33%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $636012.50    | 0.63%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1700000 | PA      | $1034450.00   | 1.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC              | Bausch Health Cos Inc                                                           | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $11096.00     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| CNTL AMR BOTTLING CORP             | Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL       | CUSIP: 15239XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    295000 | PA      | $263656.25    | 0.26%             | 2029-04-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust     | Mariner Finance Issuance Trust 2020-A                                           | CUSIP: 56848MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $456177.50    | 0.45%             | 2034-08-21      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU           | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp              | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $232000.00    | 0.23%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PARFUMS HOLDING CO INC             | Parfums Holding Co Inc                                                          | CUSIP: 69946PAB2<br>LEI: 549300S46D4GK45PA591 | Long             | LON              | CORP              | US        |    167188 | PA      | $156356.07    | 0.15%             | 2024-06-30      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                        | MetLife Inc                                                                     | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $199788.60    | 0.20%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust          | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $203814.49    | 0.20%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                     | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    260000 | PA      | $242819.20    | 0.24%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SWEETWATER BORROWER LLC            | Sweetwater Borrower LLC                                                         | CUSIP: 87168EAB0<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    187754 | PA      | $173672.19    | 0.17%             | 2028-08-05      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust      | UBS Commercial Mortgage Trust 2012-C1                                           | CUSIP: 90269GAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58067 | PA      | $52840.50     | 0.05%             | 2045-05-10      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST            | Office Properties Income Trust                                                  | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $611262.42    | 0.60%             | 2025-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    490000 | PA      | $383425.00    | 0.38%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR           | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149010 | PA      | $145136.17    | 0.14%             | 2027-10-01      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Conn Funding II, L.P               | Conn's Receivables Funding 2022-A LLC                                           | CUSIP: 20825YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $381312.86    | 0.38%             | 2026-12-15      | Fixed         | 9.52%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                | Inversiones CMPC SA                                                             | CUSIP: 46128MAN1<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   1035000 | PA      | $919856.25    | 0.91%             | 2030-01-13      | Fixed         | 3.85%                 | 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              | N/A       |    245000 | PA      | $239758.69    | 0.24%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR           | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    405000 | PA      | $410910.98    | 0.41%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                     | Qatar Government International Bond                                             | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    365000 | PA      | $331693.75    | 0.33%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRP LLC                            | TRP 2021 LLC                                                                    | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317659 | PA      | $267877.71    | 0.26%             | 2051-06-19      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA           | Altice France Holding SA                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    185000 | PA      | $124059.24    | 0.12%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC               | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    370000 | PA      | $245192.39    | 0.24%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Avid Automobile Receivables Tr     | Avid Automobile Receivables Trust 2019-1                                        | CUSIP: 05369DAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $386926.10    | 0.38%             | 2026-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                      | Carnival Corp                                                                   | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     73313 | PA      | $70403.18     | 0.07%             | 2025-06-30      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                   | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $578443.20    | 0.57%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENERATION BRIDGE II LLC           | Generation Bridge II LLC                                                        | CUSIP: 37147QAC2<br>LEI: 254900BU0I8CJYZ8GK47 | Long             | LON              | CORP              | US        |    107613 | PA      | $106537.02    | 0.11%             | 2029-02-23      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    590000 | PA      | $621336.32    | 0.61%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP              | Lincoln National Corp                                                           | CUSIP: 534187BP3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $275255.34    | 0.27%             | 2067-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION              | McGraw-Hill Education Inc                                                       | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $263041.20    | 0.26%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avant Credit Card Master Trust     | Avant Credit Card Master Trust                                                  | CUSIP: 05351KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $436592.45    | 0.43%             | 2027-04-15      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    395000 | PA      | $299108.94    | 0.30%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV            | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    370000 | PA      | $306175.00    | 0.30%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    930000 | PA      | $838488.00    | 0.83%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)           | Banco do Brasil SA/Cayman                                                       | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |    200000 | PA      | $180725.00    | 0.18%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PEABODY ENERGY CORP                | Peabody Energy Corp                                                             | CUSIP: 70454BAT6<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | LON              | CORP              | US        |    178810 | PA      | $175485.44    | 0.17%             | 2025-03-31      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3265000 | PA      | $1821257.81   | 1.80%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC              | Micron Technology Inc                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291572.32    | 0.29%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD               | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    555000 | PA      | $509662.05    | 0.50%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora     | Chase Mortgage Finance Corp                                                     | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94898 | PA      | $79656.85     | 0.08%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $644218.75    | 0.64%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust           | Mill City Mortgage Loan Trust 2017-3                                            | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    339820 | PA      | $274892.17    | 0.27%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    345000 | PA      | $360180.08    | 0.36%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Issuer Trust 2019-4                                        | CUSIP: 36258HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $487229.94    | 0.48%             | 2025-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC             | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $329906.25    | 0.33%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                    | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $382733.27    | 0.38%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE            | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    425000 | PA      | $367809.88    | 0.36%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC           | Turning Point Brands Inc                                                        | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |    345000 | PA      | $300347.66    | 0.30%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN              | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $231961.45    | 0.23%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DS PARENT INC                      | DS Parent Inc                                                                   | CUSIP: 23344YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    178062 | PA      | $169560.02    | 0.17%             | 2028-12-10      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                        | MetLife Inc                                                                     | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    313000 | PA      | $289140.74    | 0.29%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO            | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $159750.00    | 0.16%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP            | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    755000 | PA      | $719900.81    | 0.71%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE             | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169947.07    | 0.17%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CARRIAGE SERVICES INC              | Carriage Services Inc                                                           | CUSIP: 143905AP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $161357.50    | 0.16%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                       | Peraton Corp                                                                    | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    148702 | PA      | $144984.70    | 0.14%             | 2028-02-01      | Floating      | 7.89%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                 | Dominican Republic International Bond                                           | CUSIP: 25714PCW6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    615000 | PA      | $534973.13    | 0.53%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FAT Brands Royalty I, LLC          | FAT Brands Royalty LLC                                                          | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $462860.16    | 0.46%             | 2051-04-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & FINANCE            | Odebrecht Oil & Gas Finance Ltd                                                 | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    154468 | PA      | $965.43       | 0.00%             | N/A             | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES            | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     12000 | PA      | $12285.12     | 0.01%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                       | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86727.65     | 0.09%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                       | PetSmart LLC                                                                    | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    127778 | PA      | $122620.90    | 0.12%             | 2028-02-12      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora     | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237217 | PA      | $207072.03    | 0.20%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO               | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    950000 | PA      | $785650.00    | 0.78%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                                           | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    465000 | PA      | $416640.00    | 0.41%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR           | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    455000 | PA      | $420197.86    | 0.42%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                 | Morocco Government International Bond                                           | CUSIP: 617726AL8<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    200000 | PA      | $159162.50    | 0.16%             | 2032-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST            | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $439395.32    | 0.43%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                       | Enbridge Inc                                                                    | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    345000 | PA      | $337271.08    | 0.33%             | 2083-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY DEDICATE     | Metropolitan Transportation Authority                                           | CUSIP: 59260XAW8<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    430000 | PA      | $458330.03    | 0.45%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC       | Business Jet Securities 2020-1 LLC                                              | CUSIP: 12327FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175157 | PA      | $158751.37    | 0.16%             | 2035-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS           | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $75783.36     | 0.07%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Issuer Trust 2020-3                                        | CUSIP: 36260CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $523012.11    | 0.52%             | 2027-07-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| LANNETT CO INC                     | Lannett Co Inc                                                                  | CUSIP: 51602UAD0<br>LEI: 5299001DJ6C90XX17G45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $15900.00     | 0.02%             | 2026-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION              | McGraw-Hill Education Inc                                                       | CUSIP: 58063DAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171736 | PA      | $163750.58    | 0.16%             | 2028-07-30      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                       | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    446000 | PA      | $400570.34    | 0.40%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                   | Taseko Mines Ltd                                                                | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $335601.20    | 0.33%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION           | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $32322.50     | 0.03%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L           | Telesat Canada / Telesat LLC                                                    | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    180000 | PA      | $55350.00     | 0.05%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL             | Brazilian Government International Bond                                         | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    365000 | PA      | $267887.19    | 0.26%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                       | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $444902.79    | 0.44%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                 | Morocco Government International Bond                                           | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    590000 | PA      | $504007.50    | 0.50%             | 2042-12-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                        | VFI ABS 2022-1 LLC                                                              | CUSIP: 91824CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    585000 | PA      | $549890.11    | 0.54%             | 2028-07-24      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PODS LLC                           | PODS LLC                                                                        | CUSIP: 73044EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162111 | PA      | $154410.75    | 0.15%             | 2028-03-31      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                  | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | CA        |    168638 | PA      | $165722.33    | 0.16%             | 2026-04-30      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                     | Transocean Inc                                                                  | CUSIP: 893830BQ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      9000 | PA      | $9112.19      | 0.01%             | 2027-01-30      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY               | Rackspace Technology Global Inc                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $125391.48    | 0.12%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                       | RealPage Inc                                                                    | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    147003 | PA      | $140480.02    | 0.14%             | 2028-04-22      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRVIEW PRP TR           | Ontario Teachers' Cadillac Fairview Properties Trust                            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    285000 | PA      | $222403.66    | 0.22%             | 2031-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC     | VCAT 2021-NPL3 LLC                                                              | CUSIP: 91824MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271713 | PA      | $242674.16    | 0.24%             | 2051-05-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| PEGASUS BIDCO BV                   | Pegasus Bidco BV                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |    120000 | PA      | $117300.00    | 0.12%             | 2029-07-12      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| HUNTER US BIDCO INC                | Hunter US Bidco Inc                                                             | CUSIP: 12509YAE6<br>LEI: 549300KXGY77REE4ZR63 | Long             | LON              | CORP              | US        |    113738 | PA      | $110894.06    | 0.11%             | 2028-08-19      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC           | Trident TPI Holdings Inc                                                        | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    240000 | PA      | $206438.66    | 0.20%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust      | Palisades Mortgage Loan Trust 2021-RTL1                                         | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $138683.93    | 0.14%             | 2026-06-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| H-FOOD HOLDINGS LLC                | H-Food Holdings LLC                                                             | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |    212344 | PA      | $183353.03    | 0.18%             | 2025-05-31      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN           | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $254133.00    | 0.25%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                 | Angolan Government International Bond                                           | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1105000 | PA      | $1026268.75   | 1.01%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SAFE FLEET HOLDINGS LLC            | Safe Fleet Holdings LLC                                                         | CUSIP: 000000000<br>LEI: 549300ZCMGQ2DH2RZB13 | Long             | LON              | CORP              | US        |     39800 | PA      | $38407.00     | 0.04%             | 2029-02-23      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS            | Surgery Center Holdings Inc                                                     | CUSIP: 86881WAD4<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215129.37    | 0.21%             | 2027-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2016-3                                      | CUSIP: 64829HAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    182829 | PA      | $166268.79    | 0.16%             | 2056-09-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC              | Phoenix Guarantor Inc                                                           | CUSIP: 71913BAE2<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    321729 | PA      | $305240.69    | 0.30%             | 2026-03-05      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    185000 | PA      | $124762.73    | 0.12%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                | Applied Systems Inc                                                             | CUSIP: 03827FBA8<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    247300 | PA      | $244826.98    | 0.24%             | 2025-09-19      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| HP INC                             | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382182.90    | 0.38%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                     | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    261000 | PA      | $190045.54    | 0.19%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP             | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $180000.00    | 0.18%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                 | Central Parent Inc                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $69101.20     | 0.07%             | 2029-07-06      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| EPICOR SOFTWARE CORP               | Epicor Software Corp                                                            | CUSIP: 29426NAN4<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    165815 | PA      | $159941.59    | 0.16%             | 2027-07-31      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    675000 | PA      | $559379.88    | 0.55%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan      | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523547 | PA      | $481460.66    | 0.48%             | 2056-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                      | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    606000 | PA      | $558429.00    | 0.55%             | 2053-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS           | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    270000 | PA      | $137700.00    | 0.14%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential      | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53777 | PA      | $42771.19     | 0.04%             | 2056-06-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                  | Jordan Government International Bond                                            | CUSIP: 418097AH4<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   1285000 | PA      | $1239864.38   | 1.23%             | 2027-01-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables      | Exeter Automobile Receivables Trust 2018-4                                      | CUSIP: 30166EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162658 | PA      | $161852.34    | 0.16%             | 2024-09-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                        | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118728.92    | 0.12%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD              | Nabors Industries Ltd                                                           | CUSIP: 629571AA8<br>LEI: 5493008TXYN3II3PU369 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $187443.75    | 0.19%             | 2026-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $394450.78    | 0.39%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ALFA S.A.                          | Alfa SAB de CV                                                                  | CUSIP: 015398AB6<br>LEI: 549300ZCGJ6T8YDJ4M34 | Long             | DBT              | CORP              | MX        |    910000 | PA      | $905222.50    | 0.89%             | 2024-03-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU           | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $211312.50    | 0.21%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2014-5                                                 | CUSIP: 46643KBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    163304 | PA      | $135185.72    | 0.13%             | 2029-10-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Frontera Energy Corp               | Frontera Energy Corp                                                            | CUSIP: 35905B107<br>LEI: A25574TZFLBNK7NWQT47 | Long             | EC               | CORP              | CA        |      1257 | NS      | $10100.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Hippolyta Issuer LLC            | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347457 | PA      | $307541.51    | 0.30%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| AKUMIN INC                         | Akumin Inc                                                                      | CUSIP: 01021FAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $180985.25    | 0.18%             | 2025-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    595000 | PA      | $405016.50    | 0.40%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    935000 | PA      | $720744.75    | 0.71%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA               | Colombia Government International Bond                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    270000 | PA      | $159030.00    | 0.16%             | 2051-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $37113.24     | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS           | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    440000 | PA      | $365552.25    | 0.36%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| NORTHWEST FIBER LLC/NORT           | Northwest Fiber LLC / Northwest Fiber Finance Sub Inc                           | CUSIP: 667449AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $164500.00    | 0.16%             | 2028-06-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ARD FINANCE SA                     | ARD Finance SA                                                                  | CUSIP: 00191AAD8<br>LEI: 6354006P6QPGGPVJW880 | Long             | DBT              | CORP              | LU        |    295000 | PA      | $218300.00    | 0.22%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC              | eG Global Finance PLC                                                           | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $286422.51    | 0.28%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                 | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1565000 | PA      | $1295820.00   | 1.28%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHEARER'S FOODS LLC                | Shearer's Foods LLC                                                             | CUSIP: 82087UAL1<br>LEI: 549300AQWIJSYS2CIH04 | Long             | LON              | CORP              | US        |    150571 | PA      | $142966.91    | 0.14%             | 2027-09-23      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN           | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    452000 | PA      | $439790.01    | 0.43%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN           | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $196287.50    | 0.19%             | 2026-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F           | CrownRock LP / CrownRock Finance Inc                                            | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $248943.75    | 0.25%             | 2025-10-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC               | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295737.50    | 0.29%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                   | BlueLinx Holdings Inc                                                           | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |    180000 | PA      | $145800.00    | 0.14%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                       | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    695000 | PA      | $524169.00    | 0.52%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T     | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43498 | PA      | $40719.14     | 0.04%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                         | Air Canada                                                                      | CUSIP: 000000000<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     50168 | PA      | $49541.27     | 0.05%             | 2028-08-11      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                 | Turkey Government International Bond                                            | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    935000 | PA      | $607750.00    | 0.60%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent              | American Homes 4 Rent 2014-SFR2 Trust                                           | CUSIP: 02665UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $740081.19    | 0.73%             | 2036-10-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                        | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    490000 | PA      | $393053.50    | 0.39%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                 | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $411290.12    | 0.41%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC              | Bausch Health Cos Inc                                                           | CUSIP: 071734AP2<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $16625.00     | 0.02%             | 2027-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC            | Cobra AcquisitionCo LLC                                                         | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $117250.00    | 0.12%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC           | Jacobs Entertainment Inc                                                        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $162000.00    | 0.16%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     54166 | PA      | $19814.76     | 0.02%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR           | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAC3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    950000 | PA      | $893475.00    | 0.88%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERCORP PERU LTD                 | Intercorp Peru Ltd                                                              | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    730000 | PA      | $595406.25    | 0.59%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                     | Bancolombia SA                                                                  | CUSIP: 05968LAL6<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $256125.00    | 0.25%             | 2029-12-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DORIC NIMROD 2013-1 CL A           | Doric Nimrod Air Alpha 2013-1 Class A Pass Through Trust                        | CUSIP: 233283AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GG        |     96117 | PA      | $95145.08     | 0.09%             | 2023-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2080000 | PA      | $1720306.24   | 1.70%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                  | Iron Mountain Inc                                                               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    450000 | PA      | $405000.00    | 0.40%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR           | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $322825.00    | 0.32%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                | Mclaren Finance PLC                                                             | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |    390000 | PA      | $315237.00    | 0.31%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust       | Veros Automobile Receivables Trust 2020-1                                       | CUSIP: 92511FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17204 | PA      | $17172.56     | 0.02%             | 2025-06-16      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust          | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265000 | PA      | $245424.32    | 0.24%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRITON WATER HOLDINGS IN           | Triton Water Holdings Inc                                                       | CUSIP: 89678QAB2<br>LEI: 5493005IYCEL7QJFZZ63 | Long             | LON              | CORP              | US        |    141994 | PA      | $130634.28    | 0.13%             | 2028-03-31      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    620000 | PA      | $511624.00    | 0.51%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $702879.49    | 0.69%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                 | Aqua Finance Trust 2017-A                                                       | CUSIP: 03837PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85169 | PA      | $83778.31     | 0.08%             | 2035-11-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust      | Lendbuzz Securitization Trust 2022-1                                            | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692232 | PA      | $663838.21    | 0.66%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                | General Electric Co                                                             | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    788000 | PA      | $764360.00    | 0.76%             | N/A             | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)             | Pertamina Persero PT                                                            | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |   1075000 | PA      | $870750.00    | 0.86%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                 | Ally Financial Inc                                                              | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    529000 | PA      | $383194.38    | 0.38%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC           | Celanese US Holdings LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117449.89    | 0.12%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA              | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1570000 | PA      | $435675.00    | 0.43%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                       | SK Hynix Inc                                                                    | CUSIP: 78392BAC1<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    585000 | PA      | $430706.25    | 0.43%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO            | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAN5<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    315000 | PA      | $290997.00    | 0.29%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                     | ACM Auto Trust 2022-1                                                           | CUSIP: 00091QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $337043.80    | 0.33%             | 2029-04-20      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                   | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481000 | PA      | $395539.38    | 0.39%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                    | MYT Holding LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29850 | NS      | $24626.25     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| FERMACA ENTERPRISES S RL           | Fermaca Enterprises S de RL de CV                                               | CUSIP: 31503AAA2<br>LEI: 549300HYMZDEHWD3X752 | Long             | DBT              | CORP              | MX        |   1098755 | PA      | $1027679.59   | 1.02%             | 2038-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC               | Glencore Funding LLC                                                            | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    460000 | PA      | $378824.38    | 0.37%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA              | Guatemala Government Bond                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    315000 | PA      | $302557.50    | 0.30%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA               | Colombia Government International Bond                                          | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $148000.00    | 0.15%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BROWARD CNTY FL WTR & SWR UTIL     | Broward County FL Water & Sewer Utility Revenue                                 | CUSIP: 115117NJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $290417.55    | 0.29%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                        | Ivory Coast Government International Bond                                       | CUSIP: 221625AM8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    385000 | PA      | $369118.75    | 0.36%             | 2028-03-03      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                        | Aker BP ASA                                                                     | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    590000 | PA      | $519439.51    | 0.51%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT             | Banco Nacional de Comercio Exterior SNC/Cayman Islands                          | CUSIP: 05970AAA0<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |    510000 | PA      | $488739.38    | 0.48%             | 2025-10-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                      | State of California                                                             | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $701833.76    | 0.69%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                 | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94838.98     | 0.09%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                     | Open Text Corp                                                                  | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |    145000 | PA      | $140710.90    | 0.14%             | 2029-11-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                     | Qatar Government International Bond                                             | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    450000 | PA      | $432000.00    | 0.43%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC           | Prudential Financial Inc                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416493.00    | 0.41%             | 2043-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY               | Garda World Security Corp                                                       | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     65000 | PA      | $62286.25     | 0.06%             | 2026-10-30      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC              | Lightstone Holdco LLC                                                           | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |    158856 | PA      | $144558.75    | 0.14%             | 2027-01-30      | Floating      | 9.68%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS             | Emirate of Dubai Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |   1265000 | PA      | $1116995.00   | 1.10%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST           | Service Properties Trust                                                        | CUSIP: 44106MAT9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    700000 | PA      | $620860.63    | 0.61%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    625000 | PA      | $455468.75    | 0.45%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                   | Altice France SA/France                                                         | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    185000 | PA      | $148358.90    | 0.15%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag     | PRPM 2021-9 LLC                                                                 | CUSIP: 69360XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214778 | PA      | $191385.01    | 0.19%             | 2026-10-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| MEDALLION MIDLAND ACQ              | Medallion Midland Acquisition LP                                                | CUSIP: 58404BAD7<br>LEI: 549300QCYU94ZA2ELG48 | Long             | LON              | CORP              | US        |    157625 | PA      | $155754.23    | 0.15%             | 2028-10-18      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM            | International Petroleum Corp                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    200000 | PA      | $184000.00    | 0.18%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                     | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69653.63     | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN           | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $261225.00    | 0.26%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS             | BBVA Bancomer SA/Texas                                                          | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    700000 | PA      | $600635.00    | 0.59%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                  | Transcanada Trust                                                               | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $464147.67    | 0.46%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC           | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     47000 | PA      | $43335.92     | 0.04%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                        | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    435000 | PA      | $384431.25    | 0.38%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II            | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $92770.32     | 0.09%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD           | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    536000 | PA      | $487229.61    | 0.48%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL               | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    295000 | PA      | $291126.08    | 0.29%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR           | OWL Rock Core Income Corp                                                       | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    259000 | PA      | $234286.51    | 0.23%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZEP INC                            | ZEP INC                                                                         | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |    226547 | PA      | $196246.26    | 0.19%             | 2024-08-11      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS             | Discover Financial Services                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    261000 | PA      | $265515.67    | 0.26%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE            | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $461922.80    | 0.46%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA           | Republic of South Africa Government International Bond                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    360000 | PA      | $272250.00    | 0.27%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES              | Mexico Government International Bond                                            | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    310000 | PA      | $257145.00    | 0.25%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTI           | Cooper-Standard Automotive Inc                                                  | CUSIP: 216762AG9<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115073.46    | 0.11%             | 2024-06-01      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust              | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98723 | PA      | $90718.99     | 0.09%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP               | CITGO Petroleum Corp                                                            | CUSIP: 17302UAM4<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | LON              | CORP              | US        |    294703 | PA      | $294555.35    | 0.29%             | 2024-03-28      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| SOPHIA LP                          | Sophia LP                                                                       | CUSIP: 83578BAN3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    175451 | PA      | $168827.97    | 0.17%             | 2027-10-07      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD             | Eskom Holdings SOC Ltd                                                          | CUSIP: 29646AAB2<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    940000 | PA      | $879487.50    | 0.87%             | 2025-02-11      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO            | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAP0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    640000 | PA      | $480560.00    | 0.48%             | 2047-04-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTWISE LLC                    | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     83664 | PA      | $80192.19     | 0.08%             | 2028-09-30      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                        | State of Illinois                                                               | CUSIP: 452152DU2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    700000 | PA      | $725498.69    | 0.72%             | 2035-03-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP            | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $348873.04    | 0.34%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS            | Surgery Center Holdings Inc                                                     | CUSIP: 84611WAB0<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166408.15    | 0.16%             | 2025-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC              | Level 3 Financing Inc                                                           | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    365000 | PA      | $269516.00    | 0.27%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC         | Jersey Mike's Funding                                                           | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348368 | PA      | $315375.01    | 0.31%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T     | Ellington Financial Mortgage Trust 2021-2                                       | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355279 | PA      | $267584.64    | 0.26%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI           | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $255150.00    | 0.25%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VCAT Asset Securitization, LLC     | VCAT 2021-NPL4 LLC                                                              | CUSIP: 91823DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191387 | PA      | $171883.16    | 0.17%             | 2051-08-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| AT HOME GROUP INC                  | At Home Group Inc                                                               | CUSIP: 04650YAB6<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |    305000 | PA      | $178425.00    | 0.18%             | 2029-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC               | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24075.75     | 0.02%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA            | Capital Farm Credit ACA                                                         | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    275000 | PA      | $236500.00    | 0.23%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC            | Brown Group Holding LLC                                                         | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    163767 | PA      | $159981.02    | 0.16%             | 2028-06-07      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC           | Team Health Holdings Inc                                                        | CUSIP: 88047PAA2<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |    220000 | PA      | $128150.00    | 0.13%             | 2025-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA           | Republic of South Africa Government International Bond                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    745000 | PA      | $683537.50    | 0.68%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust             | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480000 | PA      | $404616.72    | 0.40%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HLDG LLC             | GE Healthcare Holding LLC                                                       | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    305000 | PA      | $316188.39    | 0.31%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU           | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $532330.27    | 0.53%             | 2026-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORYX MIDSTREAM SERVICES            | Oryx Midstream Services Permian Basin LLC                                       | CUSIP: 68764JAB7<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    243157 | PA      | $239711.89    | 0.24%             | 2028-10-05      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    825000 | PA      | $616935.00    | 0.61%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                    | United States Treasury Note/Bond                                                | CUSIP: 91282CBU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2130000 | PA      | $2099543.94   | 2.08%             | 2023-03-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                | ZAXBY'S FUNDING LLC                                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536212 | PA      | $435172.91    | 0.43%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP              | Dun & Bradstreet Corp/The                                                       | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    234173 | PA      | $230777.43    | 0.23%             | 2026-02-08      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                        | Avient Corp                                                                     | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48815.00     | 0.05%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA GLOBAL                      | Sempra Global                                                                   | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    405000 | PA      | $325713.75    | 0.32%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                   | COLT 2022-5 Mortgage Loan Trust                                                 | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386972 | PA      | $366631.04    | 0.36%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE              | Banco Santander Chile                                                           | CUSIP: 05970FAD3<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    150000 | PA      | $124200.00    | 0.12%             | 2031-10-26      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Virtus Global Multi-Sector Income Fund

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer