# EDGAR Filing Document

**Accession Number:** 0001005020
**File Stem:** 0000940400-25-009446
**Filing Date:** 2025-11
**Character Count:** 402399
**Document Hash:** 1070727d4154a93e7775e68cd4e56f9f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-009446.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0000940400-25-009446

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS OPPORTUNITIES TRUST
- **CENTRAL INDEX KEY:** 0001005020

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07455
- **FILM NUMBER:** 251512171

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX OPPORTUNITIES TRUST
- **DATE OF NAME CHANGE:** 20060127

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX SENECA FUNDS
- **DATE OF NAME CHANGE:** 19990122

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SENECA FUNDS
- **DATE OF NAME CHANGE:** 19951218

## Series and Classes Contracts Data

### Virtus Newfleet Multi-Sector Short Term Bond Fund (Series ID: S000018008)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000049918 | Class A      | NARAX           |
| C000049920 | Class C      | PSTCX           |
| C000049921 | Class C1     | PMSTX           |
| C000066828 | Class I      | PIMSX           |
| C000176709 | Class R6     | VMSSX           |

## 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 Opportunities Trust

- **b. Investment Company Act file number:** 811-07455

- **c. CIK number of Registrant:** 0001005020

- **d. LEI of Registrant:** 549300O4C4QVD88M4N75

- **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:** 800-243-1574

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

- **a. Name of Series:** Virtus Newfleet Multi-Sector Short Term Bond Fund

- **b. EDGAR series identifier (if any):** S000018008

- **c. LEI of Series:** 54930019MXE721TIBN19

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

- **a. Date of fiscal year-end:** 2025-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4739409547.11

**Total Liabilities:** $54254651.79

**Net Assets:** $4685154895.32

**Delayed Delivery Securities:** $1289948.40

**Cash Not Reported:** $75168341.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -72.84410750 | **1-Year:** -2431.24267300 | **5-Year:** -192743.88030000 | **10-Year:** -174841.89030000 | **30-Year:** -486222.30500000

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

- **3-Month:** 0.00000000 | **1-Year:** -773.98746480 | **5-Year:** -110575.63290000 | **10-Year:** -128750.81650000 | **30-Year:** -73222.98155000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049921 | 0.09%                | 0.97%                | 0.08%                |
| Class ID C000176709 | 0.18%                | 1.07%                | 0.17%                |
| Class ID C000066828 | 0.17%                | 0.84%                | 0.37%                |
| Class ID C000049918 | 0.15%                | 1.04%                | 0.14%                |
| Class ID C000049920 | 0.13%                | 1.01%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $462963.27               | $-10647566.76                              |
| Month 2  | $-1535193.35             | $28138592.78                               |
| Month 3  | $536921.35               | $-7187330.16                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1606771.56   | 0.03%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                       | CCG Receivables Trust 2025-1                                                    | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2390000 | PA      | $2417675.24   | 0.05%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2021-SFR3 Trust                                                            | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6675000 | PA      | $6482571.10   | 0.14%             | 2038-10-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                 | HOMES 2023-NQM2 Trust                                                           | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6697652 | PA      | $6734002.52   | 0.14%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10990576 | PA      | $11168757.35  | 0.24%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    598842 | PA      | $561713.61    | 0.01%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4709944.30   | 0.10%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                                         | CINCINNATI BELL INC                                                             | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |   4711187 | PA      | $4716416.47   | 0.10%             | 2028-11-22      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2024-2                                        | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5445000 | PA      | $5562767.73   | 0.12%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                    | Hilton Domestic Operating Co Inc                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4985682.00   | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                                                    | Momnt Technologies Trust 2023-1                                                 | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1554743 | PA      | $1556795.40   | 0.03%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER FINANCING BV                                                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1037400 | PA      | $1035387.44   | 0.02%             | 2032-06-04      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                 | PRKCM 2022-AFC1 Trust                                                           | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9374299 | PA      | $9324711.30   | 0.20%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                            | COLT 2024-5 Mortgage Loan Trust                                                 | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |   9023114 | PA      | $9037047.02   | 0.19%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                              | BEACH ACQUISITION BIDCO                                                         | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   1260000 | PA      | $1265254.20   | 0.03%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                    | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5823065.98   | 0.12%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun                                              | American Express Credit Account Master Trust Series 2025-5                      | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13575000 | PA      | $13863459.25  | 0.30%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                         | Reach ABS Trust 2025-2                                                          | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4090000 | PA      | $4122228.38   | 0.09%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2020-4                                                 | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1692798 | PA      | $1628886.60   | 0.03%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                      | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4360784.07   | 0.09%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                                        | Republic of Cameroon International Bond                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |   3040000 | PA      | $2922200.00   | 0.06%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                    | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4243207.16   | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust                                                   | Upgrade Receivables Trust 2024-1                                                | CUSIP: 91533NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9120000 | PA      | $9152809.20   | 0.20%             | 2031-02-18      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                                                    | Adani Electricity Mumbai Ltd                                                    | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $940000.00    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1361000 | PA      | $1455249.25   | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2023-1                                               | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2570000 | PA      | $2619680.41   | 0.06%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                  | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10791660 | PA      | $10777135.50  | 0.23%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| TIC Home Improvement Trust                                                  | TIC Home Improvement Trust 2024-A                                               | CUSIP: 87252DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4964575 | PA      | $5093772.81   | 0.11%             | 2046-10-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                              | Morgan Stanley Residential Mortgage Loan Trust 2024-INV4                        | CUSIP: 61776XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4701152 | PA      | $4771067.17   | 0.10%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                        | GCAT 2023-NQM2 Trust                                                            | CUSIP: 36169DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8879970 | PA      | $8867780.48   | 0.19%             | 2067-11-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                               | Lendbuzz Securitization Trust 2024-2                                            | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3748550 | PA      | $3772488.73   | 0.08%             | 2029-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                                | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2526758 | PA      | $2496912.86   | 0.05%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2365000 | PA      | $2438944.63   | 0.05%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                                              | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3483000 | PA      | $3595376.91   | 0.08%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1469000 | PA      | $1407302.00   | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                           | CLARIOS GLOBAL LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   5034245 | PA      | $5029513.15   | 0.11%             | 2030-05-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4691000 | PA      | $5303175.50   | 0.11%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                         | RESIDEO FUNDING INC                                                             | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   2835000 | PA      | $2833242.30   | 0.06%             | 2032-08-13      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                                              | Galton Funding Mortgage Trust 2019-2                                            | CUSIP: 36418ABC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2563903 | PA      | $2327864.27   | 0.05%             | 2059-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                              | ACM Auto Trust 2025-3                                                           | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5126838 | PA      | $5107836.59   | 0.11%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                                              | Credit Acceptance Auto Loan Trust 2023-2                                        | CUSIP: 22537EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1153355 | PA      | $1156796.42   | 0.02%             | 2033-05-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2023-NQM10 Trust                                                            | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-MBS          | CORP              | US        |   6283812 | PA      | $6356537.24   | 0.14%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                                              | GLS Auto Select Receivables Trust 2023-2                                        | CUSIP: 36269EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1725000 | PA      | $1761243.98   | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1819188 | PA      | $1739899.99   | 0.04%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                              | Ellington Financial Mortgage Trust 2022-1                                       | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1612221 | PA      | $1425087.56   | 0.03%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2024-3                                               | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-MBS          | CORP              | US        |   1001297 | PA      | $1015141.15   | 0.02%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                       | CCG Receivables Trust 2023-1                                                    | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    956582 | PA      | $961630.47    | 0.02%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                          | Sonoco Products Co                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   9080000 | PA      | $9133890.44   | 0.19%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                                  | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11135000 | PA      | $11328773.50  | 0.24%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   2079000 | PA      | $2162160.00   | 0.05%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    292352 | PA      | $280073.23    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                    | Mill City Mortgage Loan Trust 2021-NMR1                                         | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2121466 | PA      | $2036901.19   | 0.04%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1582000 | PA      | $1572508.00   | 0.03%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                    | OCP SA                                                                          | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   1737000 | PA      | $1630608.75   | 0.03%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                             | IHS Holding Ltd                                                                 | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    786000 | PA      | $776175.00    | 0.02%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                                              | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5243883 | PA      | $5274515.93   | 0.11%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                   | PRIMO BRANDS CORP                                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   3902906 | PA      | $3900798.54   | 0.08%             | 2028-03-31      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                         | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  40400000 | PA      | $9255665.44   | 0.20%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                    | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4765000 | PA      | $4734833.26   | 0.10%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4668679.05   | 0.10%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2022-1                                               | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242699 | PA      | $242761.74    | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust 2024-INV2                                                        | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4342726 | PA      | $4402099.91   | 0.09%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                          | UFC HOLDINGS LLC                                                                | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   4439143 | PA      | $4443981.42   | 0.09%             | 2031-11-21      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                | Broadcom Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8220000 | PA      | $8260392.34   | 0.18%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   8038000 | PA      | $8128427.50   | 0.17%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Octane Receivables Trust                                                    | Octane Receivables Trust 2024-3                                                 | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5093909.00   | 0.11%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                    | Octane Receivables Trust 2024-1                                                 | CUSIP: 67571FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3845000 | PA      | $3902528.89   | 0.08%             | 2030-05-20      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                               | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3776127.81   | 0.08%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                        | Adnoc Murban Rsc Ltd                                                            | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |   1824000 | PA      | $1831405.44   | 0.04%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                           | Herc Holdings Inc                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1101049.56   | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global SC Finance SRL                                                       | Global SC Finance VII Srl                                                       | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BB        |   4350764 | PA      | $4170008.21   | 0.09%             | 2040-10-17      | Fixed         | 2.17%                 | 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        |  12333334 | PA      | $12256839.92  | 0.26%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                  | MIRA Trust 2023-MILE                                                            | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12180000 | PA      | $12683389.66  | 0.27%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                | Enbridge Inc                                                                    | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9500000 | PA      | $9871697.00   | 0.21%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                            | COLT 2023-3 Mortgage Loan Trust                                                 | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |   6168559 | PA      | $6259146.11   | 0.13%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                             | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |  10664737 | PA      | $10690703.50  | 0.23%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1992000 | PA      | $1092612.00   | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7920000 | PA      | $8370891.54   | 0.18%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4345000 | PA      | $4786078.33   | 0.10%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                         | MEDLINE BORROWER LP                                                             | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   4659929 | PA      | $4657039.55   | 0.10%             | 2030-10-23      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3525399 | PA      | $3364700.03   | 0.07%             | 2060-02-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                                    | Port Of Spain Waterfront Development                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   1382333 | PA      | $1397573.57   | 0.03%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust                                             | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9260000 | PA      | $9409999.04   | 0.20%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                          | ASTORIA ENERGY LLC                                                              | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   2599521 | PA      | $2604226.21   | 0.06%             | 2032-06-23      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                                                             | FinBe USA Trust 2025-1                                                          | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3251463.80   | 0.07%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3242000 | PA      | $3301490.70   | 0.07%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2264000 | PA      | $2168912.00   | 0.05%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                     | Sasol Financing USA LLC                                                         | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1599156.00   | 0.03%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2021-3                                        | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13050000 | PA      | $12865898.43  | 0.27%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7089000 | PA      | $6704398.36   | 0.14%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Whitewater DBR Holdco LLC                                                   | WHITEWATER DBR HOLDCO LL                                                        | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |   2237442 | PA      | $2238851.95   | 0.05%             | 2031-03-03      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   6685000 | PA      | $6935285.60   | 0.15%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9378843 | PA      | $9346598.16   | 0.20%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9161950 | PA      | $9411180.23   | 0.20%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2022-NQM2 Trust                                                             | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2999892 | PA      | $2958222.57   | 0.06%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                         | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |   2700000 | PA      | $2971080.00   | 0.06%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20124134 | PA      | $19605978.95  | 0.42%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |   5971469 | PA      | $6036244.22   | 0.13%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                  | DYNASTY ACQUISITION CO INC                                                      | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1917682 | PA      | $1917586.52   | 0.04%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                          | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |  10625000 | PA      | $9498020.70   | 0.20%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                    | FHF Trust 2022-2                                                                | CUSIP: 31568EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8847000 | PA      | $8906644.70   | 0.19%             | 2029-01-16      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                            | ENDEAVOR OPERATING CO LLC                                                       | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1975050 | PA      | $1974062.48   | 0.04%             | 2032-03-24      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                      | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2366380.98   | 0.05%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                              | TRUIST INSURANCE HOLDING                                                        | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3835000 | PA      | $3829017.40   | 0.08%             | 2031-05-06      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                              | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        | 227610000 | PA      | $9367070.41   | 0.20%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                              | OWN Equipment Fund I LLC                                                        | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5997734 | PA      | $6083931.13   | 0.13%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower, LLC (aka Protection 1 Security Solutions) | PRIME SECURITY SERVICES BOR                                                     | CUSIP: 03765VAP5<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |   4326382 | PA      | $4313143.20   | 0.09%             | 2030-10-13      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   4455000 | PA      | $4570891.08   | 0.10%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1665000 | PA      | $1573404.85   | 0.03%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                | UNIVISION COMMUNICATIONS INC                                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   4572150 | PA      | $4550706.57   | 0.10%             | 2029-01-31      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                          | A&D Mortgage Trust 2025-NQM2                                                    | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |   7686968 | PA      | $7756809.35   | 0.17%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                           | GIP PILOT ACQUISITION PA                                                        | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |   3709061 | PA      | $3700938.54   | 0.08%             | 2030-10-04      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                          | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   2558000 | PA      | $2563602.02   | 0.05%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                      | Taco Bell Funding LLC                                                           | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13235000 | PA      | $13199225.56  | 0.28%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                  | Flagship Credit Auto Trust 2024-3                                               | CUSIP: 33843YAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1886031.01   | 0.04%             | 2029-07-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2815000 | PA      | $3014865.00   | 0.06%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                          | RGA Global Funding                                                              | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2305969.50   | 0.05%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2017-RPL1 Trust                                                            | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9557511 | PA      | $9352659.56   | 0.20%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BLUELINX HOLDING                                                            | BlueLinx Holdings Inc                                                           | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |   6511000 | PA      | $6409831.43   | 0.14%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2023-N1                                          | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3044000 | PA      | $3064858.40   | 0.07%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                      | Standard Chartered PLC                                                          | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1534059.00   | 0.03%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   7363000 | PA      | $7565132.76   | 0.16%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                        | OneMain Finance Corp                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3468064.01   | 0.07%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2023-5                                      | CUSIP: 30168DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2759388 | PA      | $2771252.28   | 0.06%             | 2028-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2022-LP2                                           | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7987000 | PA      | $7977016.25   | 0.17%             | 2039-02-15      | Floating      | 6.11%                 | 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        |   7485000 | PA      | $7505545.58   | 0.16%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44942052 | PA      | $45931813.87  | 0.98%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                       | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1779000 | PA      | $1737994.05   | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2023-NQM5 Trust                                                             | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2806802 | PA      | $2827266.89   | 0.06%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                                            | Westgate Resorts 2022-1 LLC                                                     | CUSIP: 96034JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    692418 | PA      | $684724.54    | 0.01%             | 2036-08-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1366849 | PA      | $1346300.80   | 0.03%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8050000 | PA      | $8325619.93   | 0.18%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2024-5                                      | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3505000 | PA      | $3509663.05   | 0.07%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                    | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5781306 | PA      | $6035078.68   | 0.13%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                         | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   2205000 | PA      | $2285306.10   | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                                               | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |   1707000 | PA      | $1824317.52   | 0.04%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust 2013-8                                                   | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |    937564 | PA      | $911966.86    | 0.02%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| ISRAEL DISCOUNT BANK                                                        | Israel Discount Bank Ltd                                                        | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | DBT              | CORP              | IL        |   2619000 | PA      | $2639952.00   | 0.06%             | 2028-01-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   3009000 | PA      | $2582915.67   | 0.06%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                      | Oscar US Funding XIII LLC                                                       | CUSIP: 68785BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |   1853340 | PA      | $1837718.23   | 0.04%             | 2028-09-11      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                                              | Amur Equipment Finance Receivables XII LLC                                      | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |    879648 | PA      | $888319.20    | 0.02%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle S                                              | Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4950000 | PA      | $4952769.03   | 0.11%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                       | CITADEL SECURITIES LP                                                           | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   4377805 | PA      | $4384940.35   | 0.09%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                     | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   5995000 | PA      | $5932167.78   | 0.13%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2014-1                                                 | CUSIP: 46641CBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535733 | PA      | $505093.36    | 0.01%             | 2044-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4535000 | PA      | $4412201.72   | 0.09%             | 2038-08-17      | Fixed         | 1.88%                 | 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        |    424000 | PA      | $423498.96    | 0.01%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                       | Universal Health Services Inc                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10007603.18  | 0.21%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                        | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $6939626.45   | 0.15%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7357743.08   | 0.16%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                              | Regional Management Issuance Trust 2022-1                                       | CUSIP: 75907DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2012247 | PA      | $2004538.80   | 0.04%             | 2032-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                     | Ethiopia International Bond                                                     | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |   3753000 | PA      | $3593497.50   | 0.08%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1079000 | PA      | $981296.55    | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                                      | MPOWER Education Trust 2025-A                                                   | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6123900 | PA      | $6186269.97   | 0.13%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                        | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7260000 | PA      | $7081886.79   | 0.15%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3730000 | PA      | $3744110.22   | 0.08%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XQM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21565415 | PA      | $21818609.84  | 0.47%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                       | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1584000 | PA      | $291456.00    | 0.01%             | 2018-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Corporation II Inc                                          | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1137844 | PA      | $1084740.45   | 0.02%             | 2026-04-02      | Floating      | 13.77%                | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                 | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |  10770000 | PA      | $10723959.11  | 0.23%             | 2027-02-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                                  | BXG Receivables Note Trust 2020-A                                               | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1471949 | PA      | $1433034.60   | 0.03%             | 2036-02-28      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                         | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6604670 | PA      | $6480087.95   | 0.14%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2025-1                                        | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4614000 | PA      | $4710216.20   | 0.10%             | 2030-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                    | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   4566000 | PA      | $4759065.00   | 0.10%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                                                | SAFCO Auto Receivables Trust 2025-1                                             | CUSIP: 785923AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6710000 | PA      | $6637739.34   | 0.14%             | 2030-11-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LL                                              | Wingspire Equipment Finance 2025-1 LLC                                          | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3795000 | PA      | $3794079.99   | 0.08%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                | Upstart Securitization Trust 2025-3                                             | CUSIP: 91684FAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6850000 | PA      | $6852618.40   | 0.15%             | 2035-09-20      | Fixed         | 4.60%                 | 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        |    644165 | PA      | $615394.28    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                     | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2835619.71   | 0.06%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                                                  | HIN Timeshare Trust 2020-A                                                      | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711524 | PA      | $697132.66    | 0.01%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition I Co                                                 | CAMELOT US ACQUISITION LLC                                                      | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1936188 | PA      | $1923487.00   | 0.04%             | 2031-01-31      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                          | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   2000000 | PA      | $2006250.00   | 0.04%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                       | CCG Receivables Trust 2022-1                                                    | CUSIP: 12511JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3750227.25   | 0.08%             | 2029-07-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                              | BHG Securitization Trust 2021-B                                                 | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4407333 | PA      | $4341680.84   | 0.09%             | 2034-10-17      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                     | NYMT Loan Trust 2022-CP1                                                        | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2970606 | PA      | $2803137.57   | 0.06%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                                        | STAR 2025-SFR5 Trust                                                            | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7025728 | PA      | $7046147.82   | 0.15%             | 2042-02-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                      | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2950000 | PA      | $2922613.68   | 0.06%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                      | Marlette Funding Trust 2023-2                                                   | CUSIP: 57109LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81400 | PA      | $81439.43     | 0.00%             | 2033-06-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2022-N1                                          | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481864 | PA      | $476020.62    | 0.01%             | 2028-12-11      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3349257 | PA      | $3139952.07   | 0.07%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                       | SAZERAC CO INC                                                                  | CUSIP: 80583EAN6<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |   2275000 | PA      | $2287649.00   | 0.05%             | 2032-07-09      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                            | LUMMUS TECHNOLOGY HOLDINGS                                                      | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   2668967 | PA      | $2673744.24   | 0.06%             | 2029-12-31      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   7797000 | PA      | $7972432.50   | 0.17%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION OIL SA                                                        | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |   2166000 | PA      | $2222857.50   | 0.05%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                        | WEC US HOLDINGS INC                                                             | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   4307479 | PA      | $4308642.49   | 0.09%             | 2031-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996115 | PA      | $993624.71    | 0.02%             | 2030-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                   | IQVIA Inc                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1465100.93   | 0.03%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                         | Reach Abs Trust 2024-1                                                          | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4290774.50   | 0.09%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                              | Westlake Automobile Receivables Trust 2021-3                                    | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205110 | PA      | $1201995.64   | 0.03%             | 2027-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TRANSDIGM INC                                                                   | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   4344012 | PA      | $4341188.54   | 0.09%             | 2031-02-28      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                | CALPINE CORP                                                                    | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |   4540000 | PA      | $4534642.80   | 0.10%             | 2031-01-31      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75435000 | PA      | $75697254.30  | 1.62%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                              | Provident Funding Mortgage Trust 2025-1                                         | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5479630 | PA      | $5508620.64   | 0.12%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                    | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    225000 | PA      | $232427.25    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4620000 | PA      | $4774295.06   | 0.10%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust 2024-1                                                   | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6089349.60   | 0.13%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   4386000 | PA      | $4543896.00   | 0.10%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 103670000 | PA      | $102783135.29 | 2.19%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6235000 | PA      | $6386404.01   | 0.14%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                           | Gabon Government International Bond                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |   2318000 | PA      | $1869235.20   | 0.04%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                             | IHS Holding Ltd                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |   1100000 | PA      | $1159125.00   | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                              | Upgrade Master Pass-Thru Trust Series 2025-ST5                                  | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3755214 | PA      | $3764250.98   | 0.08%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                      | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   5345000 | PA      | $5498686.60   | 0.12%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GATES CORPORATION/DE                                                        | GATES CORPORATION                                                               | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   3944454 | PA      | $3937235.17   | 0.08%             | 2031-06-04      | Floating      | 5.94%                 | 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        |   3161000 | PA      | $3193068.35   | 0.07%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6911392.73   | 0.15%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                              | Upgrade Master Pass-Thru Trust Series 2025-ST3                                  | CUSIP: 91534LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4491906 | PA      | $4541843.58   | 0.10%             | 2032-06-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                                                | SAFCO Auto Receivables Trust 2025-1                                             | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2178707 | PA      | $2173228.42   | 0.05%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                       | Arroyo Mortgage Trust 2022-1                                                    | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4252000 | PA      | $3980201.96   | 0.08%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                              | Mariner Finance Issuance Trust 2025-A                                           | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11590000 | PA      | $11717291.81  | 0.25%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                | Hilton Grand Vacations Trust 2024-2                                             | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4555161 | PA      | $4645490.42   | 0.10%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                                  | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2345000 | PA      | $2371522.65   | 0.05%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                     | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2132000 | PA      | $2089360.00   | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                                        | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |   3290000 | PA      | $3310562.50   | 0.07%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8965000 | PA      | $9262831.91   | 0.20%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1898000 | PA      | $1858142.00   | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                               | FRONTDOOR INC                                                                   | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |   2481250 | PA      | $2487453.13   | 0.05%             | 2031-12-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2025-1                                               | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3067233.30   | 0.07%             | 2032-05-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                                | Veros Auto Receivables Trust 2025-1                                             | CUSIP: 92511BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4270000 | PA      | $4300058.24   | 0.09%             | 2029-07-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                                | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7930000 | PA      | $7243510.21   | 0.15%             | 2055-04-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3215000 | PA      | $3409842.37   | 0.07%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2018-7FRB                                              | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3792038 | PA      | $3726347.02   | 0.08%             | 2046-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                          | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1004532 | PA      | $979905.62    | 0.02%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                         | DT Auto Owner Trust 2022-2                                                      | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7163131 | PA      | $7184617.68   | 0.15%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                         | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2555939.47   | 0.05%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49923731 | PA      | $50353893.60  | 1.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                               | Allstate Corp/The                                                               | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   5111000 | PA      | $5119136.71   | 0.11%             | 2053-08-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1863000 | PA      | $1889844.34   | 0.04%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3661000 | PA      | $3656892.36   | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                  | Flagship Credit Auto Trust 2024-1                                               | CUSIP: 33843VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5600000 | PA      | $5521815.60   | 0.12%             | 2030-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                                                | Upstart Securitization Trust 2025-2                                             | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8240000 | PA      | $8286579.07   | 0.18%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13015000 | PA      | $13136578.06  | 0.28%             | 2028-02-24      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                        | CHARTER COMMUNICATIONS OPERATING LLC                                            | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   4192031 | PA      | $4189935.44   | 0.09%             | 2031-12-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                   | Block Inc                                                                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536984.34    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9635000 | PA      | $9557065.86   | 0.20%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                                 | CORNERSTONE GENERATION L                                                        | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |   4780000 | PA      | $4809875.00   | 0.10%             | 2032-08-11      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                                 | RED SPV LLC                                                                     | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4463812 | PA      | $4453590.37   | 0.10%             | 2032-03-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520793 | PA      | $1463349.98   | 0.03%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Opal Us LLC                                                                 | OPAL US LLC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2865000 | PA      | $2870730.00   | 0.06%             | 2032-04-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                             | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701308 | PA      | $675376.13    | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                            | COLT 2022-3 Mortgage Loan Trust                                                 | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10340079 | PA      | $10179573.78  | 0.22%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  10130000 | PA      | $9164045.54   | 0.20%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                                                    | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |   1267000 | PA      | $1317046.50   | 0.03%             | 2034-04-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1765000 | PA      | $1807342.35   | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2008000 | PA      | $2035610.00   | 0.04%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3660000 | PA      | $3775798.74   | 0.08%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                    | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1675000 | PA      | $1750014.88   | 0.04%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                                            | Westgate Resorts 2024-1 LLC                                                     | CUSIP: 96034KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4141762 | PA      | $4205605.10   | 0.09%             | 2038-01-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                      | Marlette Funding Trust 2024-1                                                   | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6622354 | PA      | $6665021.52   | 0.14%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus                                              | Carmax Select Receivables Trust 2025-B                                          | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5986627.20   | 0.13%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2019-HY2                                              | CUSIP: 89177HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4045000 | PA      | $4061199.42   | 0.09%             | 2058-05-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31413CG78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4135 | PA      | $4222.94      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   4266000 | PA      | $4391207.10   | 0.09%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31417TXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    714334 | PA      | $731556.10    | 0.02%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   3575209 | PA      | $3565162.79   | 0.08%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 192000000 | PA      | $9607614.41   | 0.21%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                            | NMEF Funding 2023-A LLC                                                         | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10120000 | PA      | $10354503.68  | 0.22%             | 2030-06-17      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                    | Electricite de France SA                                                        | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   7110000 | PA      | $7355556.22   | 0.16%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pike Corporation                                                            | Pike Corp                                                                       | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |   3741072 | PA      | $3759253.66   | 0.08%             | 2028-01-21      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes LLC                                                   | BRIGHTVIEW LANDSCAPES                                                           | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |   2910379 | PA      | $2898562.65   | 0.06%             | 2029-04-20      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   2158000 | PA      | $2350062.00   | 0.05%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                              | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7290000 | PA      | $7352780.02   | 0.16%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                        | Republic of Uzbekistan International Bond                                       | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   6350000 | PA      | $6813550.00   | 0.15%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   2264000 | PA      | $2199928.80   | 0.05%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                                                | Blue Owl Asset Leasing Trust 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4267068 | PA      | $4284377.90   | 0.09%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2015-6                                                | CUSIP: 89172RAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9529000 | PA      | $9002355.04   | 0.19%             | 2055-04-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                    | BOOST NEWCO BORROWER LLC                                                        | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   5082870 | PA      | $5085005.25   | 0.11%             | 2031-01-31      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $4103807.21   | 0.09%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                              | Ellington Financial Mortgage Trust 2020-2                                       | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3023489 | PA      | $2856802.02   | 0.06%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                    | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275908.56    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3815000 | PA      | $3732650.55   | 0.08%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5760000 | PA      | $5844660.48   | 0.12%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                       | Quikrete Holdings Inc                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    965000 | PA      | $999589.46    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                    | FHF Trust 2022-1                                                                | CUSIP: 30327CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5260000 | PA      | $5260320.33   | 0.11%             | 2028-05-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                    | FHF Trust 2023-1                                                                | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652081 | PA      | $656949.02    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2018-2                                                | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12525000 | PA      | $12204283.60  | 0.26%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                         | Buckeye Partners LP                                                             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2461598.13   | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                                              | GLS Auto Select Receivables Trust 2023-1                                        | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4502434.20   | 0.10%             | 2029-03-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |  11500000 | PA      | $11334740.40  | 0.24%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                                              | Arivo Acceptance Auto Loan Receivables Trust 2022-1                             | CUSIP: 04047EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6203152.70   | 0.13%             | 2028-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                 | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   5969000 | PA      | $5664581.00   | 0.12%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                                         | Silgan Holdings Inc                                                             | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   9178000 | PA      | $9033756.26   | 0.19%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2025-CES5                                                   | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |   5340245 | PA      | $5413467.10   | 0.12%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                              | PEAC Solutions Receivables 2024-1 LLC                                           | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5490000 | PA      | $5634952.47   | 0.12%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                 | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   7320000 | PA      | $6912559.65   | 0.15%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4652145.60   | 0.10%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2023-NQM9 Trust                                                             | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |   2831638 | PA      | $2878906.86   | 0.06%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                    | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7611034.02   | 0.16%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                                        | KSA Ijarah Sukuk Ltd                                                            | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |   3517000 | PA      | $3547917.24   | 0.08%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Cogeco Communications Finance (USA) LP                                      | COGECO COMMUNICATIONS USA II LP                                                 | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |   3503043 | PA      | $3494740.47   | 0.07%             | 2030-09-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2024-NQM9 Trust                                                             | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |   8806238 | PA      | $8912702.57   | 0.19%             | 2064-01-25      | Variable      | 6.03%                 | 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        |   8095000 | PA      | $7884712.14   | 0.17%             | 2056-07-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                  | ENTAIN HOLDINGS GIBRALTA                                                        | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   3468167 | PA      | $3464039.88   | 0.07%             | 2029-10-31      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                    | Foundation Finance Trust 2021-1                                                 | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   4493807 | PA      | $4267796.07   | 0.09%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Tr                                              | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665547 | PA      | $652492.06    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                      | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3127138.56   | 0.07%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2630000 | PA      | $2430211.79   | 0.05%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                          | Subway Funding LLC                                                              | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10331925 | PA      | $10597685.87  | 0.23%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31410LR79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1445965 | PA      | $1416461.47   | 0.03%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                          | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3818000 | PA      | $4048221.66   | 0.09%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 23                                                        | CK Hutchison International 23 Ltd                                               | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   1555000 | PA      | $1574873.52   | 0.03%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                                              | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |  11565000 | PA      | $11737762.60  | 0.25%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1864000 | PA      | $1876345.09   | 0.04%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Veridian Auto Receivables Trus                                              | Veridian Auto Receivables Trust 2023-1                                          | CUSIP: 92347BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9585000 | PA      | $9711209.53   | 0.21%             | 2028-12-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5751309.49   | 0.12%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                              | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12870000 | PA      | $12937176.25  | 0.28%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                           | Ghana Government International Bond                                             | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   2991000 | PA      | $2908747.50   | 0.06%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6780000 | PA      | $6877092.45   | 0.15%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   2505000 | PA      | $2570605.95   | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile R                                              | Foursight Capital Automobile Receivables Trust 2023-2                           | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193422 | PA      | $1198658.89   | 0.03%             | 2028-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                  | Flagship Credit Auto Trust 2024-3                                               | CUSIP: 33843YAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5690000 | PA      | $5527442.96   | 0.12%             | 2030-09-16      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                           | AMERICAN AXLE & MFG INC                                                         | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   2305000 | PA      | $2290593.75   | 0.05%             | 2032-09-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6522951 | PA      | $6592226.07   | 0.14%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                           | INEOS US FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   4930708 | PA      | $4449964.20   | 0.09%             | 2030-02-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                       | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $553123.93    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                              | ACM Auto Trust 2025-2                                                           | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5546628 | PA      | $5527106.47   | 0.12%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2023-1                                                 | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3305644 | PA      | $3290877.92   | 0.07%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2013-A                                            | CUSIP: 17320XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1862602 | PA      | $1712067.65   | 0.04%             | 2042-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                                                          | Bahrain Government International Bond                                           | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   4350000 | PA      | $4551187.50   | 0.10%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2022-3                                      | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480858 | PA      | $481062.22    | 0.01%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                              | CPS Auto Receivables Trust 2024-A                                               | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2455000 | PA      | $2481440.10   | 0.05%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2024-HYB2 Trust                                                             | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7789021 | PA      | $7668556.82   | 0.16%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH FKA Igloo Holdings Corp                                     | MX HOLDINGS US INC                                                              | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   1162088 | PA      | $1162087.50   | 0.02%             | 2032-03-17      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                       | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2198335 | PA      | $87933.38     | 0.00%             | 2028-08-02      | Floating      | 8.50%                 | No            |                  3 | On Loan: No      |
| BOF URSA FUNDING                                                            | BOF URSA VI Funding Trust I                                                     | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576866 | PA      | $580242.36    | 0.01%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| South Field Energy LLC                                                      | SOUTH FIELD ENERGY LLC                                                          | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |   1164407 | PA      | $1165373.92   | 0.02%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $4027175.83   | 0.09%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3181627 | PA      | $3203998.12   | 0.07%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                  | US Bancorp                                                                      | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9128130.05   | 0.19%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                    | Octane Receivables Trust 2024-3                                                 | CUSIP: 67571GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6131000 | PA      | $6231845.14   | 0.13%             | 2030-09-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                              | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    213920 | PA      | $213964.35    | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5354000 | PA      | $5103086.93   | 0.11%             | 2041-12-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential Trust                                                      | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3686084.25   | 0.08%             | 2038-07-17      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                    | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4786940.92   | 0.10%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                           | IRON MOUNTAIN INC                                                               | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |   4227028 | PA      | $4225970.90   | 0.09%             | 2031-01-31      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust Series 2025-NQM2                                       | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8547795 | PA      | $8620071.81   | 0.18%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                            | COLT 2022-4 Mortgage Loan Trust                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5679399 | PA      | $5659358.91   | 0.12%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                | Ecopetrol SA                                                                    | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3727000 | PA      | $4046403.90   | 0.09%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                                               | Scalelogix Abs Us Issuer LLC                                                    | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9105000 | PA      | $9106965.77   | 0.19%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                         | Fifth Third Bancorp                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1994765.93   | 0.04%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5032000 | PA      | $5198056.00   | 0.11%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                                     | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   1654000 | PA      | $1623500.24   | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD SALAAM                                                             | DP World Salaam                                                                 | CUSIP: 000000000<br>LEI: 549300SUYBT9X88E9435 | Long             | DBT              | CORP              | KY        |   1347000 | PA      | $1347242.46   | 0.03%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2022-INV1 Trust                                                             | CUSIP: 55284TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6669692 | PA      | $6628362.22   | 0.14%             | 2066-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust Series 2024-CES1                                       | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6529603 | PA      | $6581503.50   | 0.14%             | 2054-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                       | Venezuela Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   4851000 | PA      | $880456.50    | 0.02%             | 2019-10-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1266000 | PA      | $684906.00    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                                    | Merlin Entertainments Group US Holdings Inc                                     | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |   4710000 | PA      | $4058616.89   | 0.09%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                        | OneMain Finance Corp                                                            | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $865845.68    | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10911000 | PA      | $10679356.74  | 0.23%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                                              | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   6455000 | PA      | $6564244.42   | 0.14%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                                | Veros Auto Receivables Trust 2025-1                                             | CUSIP: 92511BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3505000 | PA      | $3557993.50   | 0.08%             | 2029-12-17      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  45598075 | PA      | $46681495.22  | 1.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                                      | Five Guys Holdings Inc                                                          | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |  10535388 | PA      | $10958133.62  | 0.23%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                              | American Credit Acceptance Receivables Trust 2024-4                             | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8335000 | PA      | $8374637.93   | 0.18%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31406EVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56290 | PA      | $58474.20     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                              | American Credit Acceptance Receivables Trust 2025-1                             | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13835000 | PA      | $13948031.95  | 0.30%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2025-2                                        | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4071923.20   | 0.09%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                          | Aqua Finance Issuer Trust 2025-A                                                | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3943707 | PA      | $4013783.20   | 0.09%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                                                | Pawneee Equipment Receivables Series 2022-1 LLC                                 | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10570000 | PA      | $10593512.97  | 0.23%             | 2028-07-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                           | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   9261000 | PA      | $9387283.00   | 0.20%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2018-3                                      | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |   1757012 | PA      | $1718661.49   | 0.04%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1515000 | PA      | $1408010.70   | 0.03%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13415000 | PA      | $13406164.61  | 0.29%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                    | Primo Water Holdings Inc / Triton Water Holdings Inc                            | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4816018.20   | 0.10%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                         | Hotwire Funding LLC                                                             | CUSIP: 44148HAA1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5558349.50   | 0.12%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    904957 | PA      | $859974.42    | 0.02%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                    | Foundation Finance Trust 2023-1                                                 | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2097237 | PA      | $2149262.73   | 0.05%             | 2043-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                         | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14438400 | PA      | $13617952.36  | 0.29%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                                              | GLS Auto Select Receivables Trust 2024-3                                        | CUSIP: 37989EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1699557.14   | 0.04%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Virtus Newfleet Short Duration High Yield Bond ETF                          | Virtus Newfleet Short Duration High Yield Bond ETF                              | CUSIP: 92790A207<br>LEI: 549300CTRZXMY9595O30 | Long             | EC               | RF                | US        |   1031000 | NS      | $22656225.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31404NF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40726 | PA      | $41379.46     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receiva                                              | American Heritage Auto Receivables Trust 2024-1                                 | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4360000 | PA      | $4400103.28   | 0.09%             | 2029-09-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2019-2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $840662.02    | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                     | BELRON FINANCE 2019 LLC                                                         | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5034245 | PA      | $5056295.34   | 0.11%             | 2031-10-16      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                  | Elara HGV Timeshare Issuer 2023-A LLC                                           | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5669265 | PA      | $5855398.68   | 0.12%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                     | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |   1800000 | PA      | $1765818.00   | 0.04%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4963279.64   | 0.11%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                         | HINNT 2025-A LLC                                                                | CUSIP: 433403AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    996159 | PA      | $1005260.18   | 0.02%             | 2044-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11130000 | PA      | $11013537.91  | 0.24%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | Barclays PLC                                                                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3430000 | PA      | $3437897.20   | 0.07%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   8775000 | PA      | $9168988.73   | 0.20%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                                        | CENTURY DE BUYER LLC                                                            | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |   2045392 | PA      | $2046025.71   | 0.04%             | 2030-10-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                   | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2205270.33   | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                                    | Dext ABS 2023-1 LLC                                                             | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3097083 | PA      | $3111684.25   | 0.07%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2015-2                                      | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2087449 | PA      | $2031467.53   | 0.04%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4884619 | PA      | $4776221.92   | 0.10%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                  | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2735000 | PA      | $2817913.71   | 0.06%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2382511 | PA      | $2411559.61   | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  36290334 | PA      | $37179876.08  | 0.79%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                        | Altice France SA/France                                                         | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1377386 | PA      | $1267195.44   | 0.03%             | 2026-01-31      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                             | DAE Funding LLC                                                                 | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   4748000 | PA      | $4577784.20   | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                                    | Telesat Canada / Telesat LLC                                                    | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2485000 | PA      | $1223862.50   | 0.03%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                          | Serbia International Bond                                                       | CUSIP: 817477AG7<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   2468000 | PA      | $2567954.00   | 0.05%             | 2028-05-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4340000 | PA      | $4542665.54   | 0.10%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                              | American Credit Acceptance Receivables Trust 2024-1                             | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7714343 | PA      | $7747273.88   | 0.17%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                              | EFMT 2025-NQM2                                                                  | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   8410577 | PA      | $8481811.43   | 0.18%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                    | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  10189000 | PA      | $9724982.45   | 0.21%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                                     | WE Soda Investments Holding PLC                                                 | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    804000 | PA      | $778875.00    | 0.02%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                            | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   6610000 | PA      | $6841521.27   | 0.15%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                                    | Dext ABS 2023-2 LLC                                                             | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2847706.96   | 0.06%             | 2034-05-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                              | PEAC Solutions Receivables 2025-1 LLC                                           | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1164985.19   | 0.02%             | 2032-07-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2025-INV1                                         | CUSIP: 17332GAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7154733 | PA      | $7252552.52   | 0.15%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                                                | Hardee's Funding LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    812625 | PA      | $841545.27    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2023-3                                               | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3109243.20   | 0.07%             | 2030-12-16      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                 | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1355000 | PA      | $1418346.25   | 0.03%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                              | Deephaven Residential Mortgage Trust 2022-1                                     | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4589639 | PA      | $4211895.78   | 0.09%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust 2019-RP1                                          | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2493274 | PA      | $2448336.32   | 0.05%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                        | Wingstop Funding LLC                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $8020125.48   | 0.17%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    927792 | PA      | $921313.95    | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2020-MH1                                              | CUSIP: 89178YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12111000 | PA      | $11637237.06  | 0.25%             | 2060-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust                                                          | Visio 2019-2 Trust                                                              | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402278 | PA      | $398820.42    | 0.01%             | 2054-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                         | Nigeria Government International Bond                                           | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   6038000 | PA      | $6507816.78   | 0.14%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                   | ORYX MIDSTREAM SERVICES PERMIAN BASIN LLC                                       | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   4134941 | PA      | $4132584.09   | 0.09%             | 2028-10-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9197000 | PA      | $9560092.69   | 0.20%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                     | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $488125.00    | 0.01%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                    | Mill City Mortgage Loan Trust 2017-1                                            | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1898340 | PA      | $1879066.68   | 0.04%             | 2058-11-25      | Variable      | 3.25%                 | 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        |   2296810 | PA      | $2293514.25   | 0.05%             | 2029-11-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2024-NQM2 Trust                                                             | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |   8058401 | PA      | $8071704.41   | 0.17%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2025-NQM6 Trust                                                             | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-MBS          | CORP              | US        |   8078578 | PA      | $8170862.94   | 0.17%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1015941 | PA      | $812753.18    | 0.02%             | 2026-04-02      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4795549.46   | 0.10%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                      | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2638965.66   | 0.06%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                    | EQT Corp                                                                        | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1861390.73   | 0.04%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                   | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4267000 | PA      | $4402263.90   | 0.09%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                 | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5889057.89   | 0.13%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8618247 | PA      | $7806985.66   | 0.17%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                    | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5390848.77   | 0.12%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3537833.95   | 0.08%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                       | AADVANTAGE LOYALTY IP LTD                                                       | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   3221925 | PA      | $3215223.40   | 0.07%             | 2028-04-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                          | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9135079 | PA      | $8958638.16   | 0.19%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2017-5                                                 | CUSIP: 46590YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704132 | PA      | $711509.23    | 0.02%             | 2048-10-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                | HARBOR FREIGHT TOOLS USA INC                                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   2406173 | PA      | $2361056.88   | 0.05%             | 2031-06-11      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                           | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    655000 | PA      | $668100.00    | 0.01%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                            | Societe Generale SA                                                             | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6240000 | PA      | $6428339.17   | 0.14%             | 2030-01-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                   | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13775000 | PA      | $13843875.00  | 0.30%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2212180.60   | 0.05%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31371KWJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5260 | PA      | $5433.23      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2003000 | PA      | $2070601.25   | 0.04%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC                                             | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     58811 | PA      | $58704.72     | 0.00%             | 2032-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                           | Nexstar Media Inc                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   9365000 | PA      | $9351407.64   | 0.20%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                                    | Dext ABS 2025-1 LLC                                                             | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11370000 | PA      | $11498712.95  | 0.25%             | 2035-08-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                | Hilton Grand Vacations Trust 2022-2                                             | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380555 | PA      | $383559.00    | 0.01%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31419FKM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9886 | PA      | $9614.96      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                       | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7095000 | PA      | $7511299.13   | 0.16%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                           | NEXSTAR MEDIA INC                                                               | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   4224412 | PA      | $4217611.20   | 0.09%             | 2032-06-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3719869.20   | 0.08%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                         | Ashtead Capital Inc                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7889918.48   | 0.17%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-P3                                          | CUSIP: 14687JAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7355000 | PA      | $7153219.25   | 0.15%             | 2027-08-10      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust Series 2025-CES1                                       | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |   8679055 | PA      | $8747307.15   | 0.19%             | 2055-05-25      | Variable      | 5.67%                 | 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        |    885798 | PA      | $845011.59    | 0.02%             | 2029-10-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2018-2                                      | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |   3714509 | PA      | $3676734.38   | 0.08%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                    | EQT Corp                                                                        | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91751.89     | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2014-5                                                 | CUSIP: 46643KBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881950 | PA      | $1803018.15   | 0.04%             | 2029-10-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                         | Oportun Issuance Trust 2025-A                                                   | CUSIP: 68377TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8580000 | PA      | $8592358.63   | 0.18%             | 2033-02-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                            | Altice France SA                                                                | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3970000 | PA      | $3433797.31   | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                               | Lendbuzz Securitization Trust 2025-1                                            | CUSIP: 525938AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7940000 | PA      | $8020362.33   | 0.17%             | 2030-11-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                                              | COOPR Residential Mortgage Trust 2025-CES2                                      | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6225051 | PA      | $6284399.73   | 0.13%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                  | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7605000 | PA      | $7898917.28   | 0.17%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                    | JH North America Holdings Inc                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   9930000 | PA      | $10082074.28  | 0.22%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2023-CES3                                                   | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10140586 | PA      | $10320599.02  | 0.22%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                         | Limak Yenilenebilir Enerji AS                                                   | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    900000 | PA      | $896675.94    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                              | Gray Media Inc                                                                  | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3240415.33   | 0.07%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4221113.20   | 0.09%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                                 | UPX HIL 2025-1 Issuer Trust                                                     | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4274516 | PA      | $4292731.07   | 0.09%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                    | USA Compression Partners LP / USA Compression Finance Corp                      | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2923803.54   | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                              | ACHV ABS Trust 2025-1PL                                                         | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1728968 | PA      | $1735792.12   | 0.04%             | 2032-04-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | CoreVest American Finance 2018-1 Trust                                          | CUSIP: 21872BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9688987 | PA      | $9704425.77   | 0.21%             | 2051-06-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                        | Noble Finance II LLC                                                            | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6190000 | PA      | $6407015.21   | 0.14%             | 2030-04-15      | Fixed         | 8.00%                 | 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        |   8860022 | PA      | $8872422.41   | 0.19%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2020-NQM1 Trust                                                            | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1436080 | PA      | $1372965.64   | 0.03%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                    | United Overseas Bank Ltd                                                        | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1645000 | PA      | $1604286.25   | 0.03%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile R                                              | Foursight Capital Automobile Receivables Trust 2024-1                           | CUSIP: 35105AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5086503.00   | 0.11%             | 2029-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2020-P1                                          | CUSIP: 14687AAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1542100 | PA      | $1534976.37   | 0.03%             | 2026-11-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138A5N32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1093395 | PA      | $1064777.28   | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus                                              | Prestige Auto Receivables Trust 2023-2                                          | CUSIP: 74113VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4832775 | PA      | $4854512.32   | 0.10%             | 2027-12-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                    | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7310000 | PA      | $7236345.17   | 0.15%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                          | Tricon Residential 2024-SFR3 Trust                                              | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4631403 | PA      | $4623949.95   | 0.10%             | 2041-08-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8632422 | PA      | $8840014.09   | 0.19%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2024-NQM3 Trust                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   6589884 | PA      | $6668124.65   | 0.14%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3241387 | PA      | $2897461.26   | 0.06%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                    | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1437220.80   | 0.03%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                         | Republic of Armenia International Bond                                          | CUSIP: 042207AC4<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |   1226000 | PA      | $1152072.20   | 0.02%             | 2029-09-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                                              | THPT 2023-THL Mortgage Trust                                                    | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11328550 | PA      | $11502249.76  | 0.25%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLP                                               | FREEPORT LNG INVESTMENTS LLLP                                                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   2537536 | PA      | $2535277.61   | 0.05%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3182677.54   | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                         | PHOENIX NEWCO INC                                                               | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   4077204 | PA      | $4079324.17   | 0.09%             | 2028-11-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                | FLUTTER ENTERTAINMENT PLC                                                       | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   4570366 | PA      | $4550942.08   | 0.10%             | 2030-11-30      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                    | Mill City Mortgage Loan Trust 2019-GS2                                          | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155208 | PA      | $1123594.88   | 0.02%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                    | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  58780000 | PA      | $9665056.60   | 0.21%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2024-NQM1 Trust                                                             | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-MBS          | CORP              | US        |   3586318 | PA      | $3615499.22   | 0.08%             | 2063-11-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Paragon Offshore Finance Company                                            | Paragon Offshore Finance Co                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     65729 | PA      | $0.00         | 0.00%             | 2021-07-16      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Starwood Mortgage Residential                                               | Starwood Mortgage Residential Trust 2020-1                                      | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344887 | PA      | $330054.32    | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                            | ALLO Issuer LLC                                                                 | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8050000 | PA      | $8168134.56   | 0.17%             | 2055-04-20      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                          | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    905000 | PA      | $926343.73    | 0.02%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                           | Republic of Kenya Government International Bond                                 | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   2310000 | PA      | $2465463.00   | 0.05%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                            | Altice France SA                                                                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4885000 | PA      | $4171790.00   | 0.09%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance LLC                                                | Triton Container Finance IX LLC                                                 | CUSIP: 89679QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6353750 | PA      | $6431022.40   | 0.14%             | 2050-06-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                        | Bayport Polymers LLC                                                            | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10485000 | PA      | $10517675.03  | 0.22%             | 2027-04-14      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                    | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1994355 | PA      | $1991323.84   | 0.04%             | 2028-01-31      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                       | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2960248 | PA      | $2889855.69   | 0.06%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                        | Enel Finance International NV                                                   | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3560000 | PA      | $3646927.90   | 0.08%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                                    | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00388WAL5<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   1786000 | PA      | $1799082.45   | 0.04%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                    | Octane Receivables Trust 2023-1                                                 | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2033646.00   | 0.04%             | 2029-09-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   7343000 | PA      | $7849667.00   | 0.17%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr                                              | JP Morgan Seasoned Mortgage Trust Series 2024-1                                 | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7202131 | PA      | $7053757.08   | 0.15%             | 2063-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                          | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2058520.00   | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                         | SG Residential Mortgage Trust 2021-1                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14187253 | PA      | $11834034.83  | 0.25%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL INDU                                                    | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    707000 | PA      | $704348.75    | 0.02%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                    | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |  14050000 | PA      | $2255025.00   | 0.05%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                      | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   8006000 | PA      | $8230041.59   | 0.18%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                           | Jordan Government International Bond                                            | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   1025000 | PA      | $1067240.25   | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                 | Visio 2021-1R Trust                                                             | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3995394 | PA      | $3724195.70   | 0.08%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                                  | RCKT Trust 2025-PL1                                                             | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3445000 | PA      | $3459788.70   | 0.07%             | 2034-07-25      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RFV1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6383000 | PA      | $6421571.19   | 0.14%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                         | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6715000 | PA      | $6910963.78   | 0.15%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU                                                    | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5980000 | PA      | $5836954.15   | 0.12%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   6522000 | PA      | $6802119.90   | 0.15%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                              | ACM Auto Trust 2024-2                                                           | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465342 | PA      | $1464436.65   | 0.03%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                       | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4125555.20   | 0.09%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                   | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3617345.97   | 0.08%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                    | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $5015304.80   | 0.11%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2312000 | PA      | $2360552.00   | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LTD                                                      | Poinsettia Finance Ltd                                                          | CUSIP: 000000000<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | KY        |   3943064 | PA      | $3881946.26   | 0.08%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                            | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $8220449.58   | 0.18%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NBC Funding LLC                                                             | NBC Funding LLC                                                                 | CUSIP: 62878YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1671159.17   | 0.04%             | 2055-07-30      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                           | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |  10720000 | PA      | $9424632.61   | 0.20%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                          | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2874000 | PA      | $2828016.00   | 0.06%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                     | UKG INC                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   5191654 | PA      | $5184956.48   | 0.11%             | 2031-02-10      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur                                              | Bridgecrest Lending Auto Securitization Trust 2025-1                            | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9650000 | PA      | $9702536.53   | 0.21%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                            | Movida Europe SA                                                                | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |   2365000 | PA      | $2279387.00   | 0.05%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| Greensky Home Improvement Issu                                              | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    878448 | PA      | $881050.92    | 0.02%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                               | UBS AG/London                                                                   | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   6700000 | PA      | $7004528.33   | 0.15%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8147000 | PA      | $8232803.14   | 0.18%             | 2028-02-24      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   4502000 | PA      | $4655068.00   | 0.10%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                  | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2749285 | PA      | $2478109.56   | 0.05%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                                              | United Auto Credit Securitization Trust 2024-1                                  | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8905000 | PA      | $8957681.98   | 0.19%             | 2029-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31406CYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92834 | PA      | $96293.80     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2024-HYB1 Trust                                                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7285120 | PA      | $7168020.10   | 0.15%             | 2053-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31410KJX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21746 | PA      | $22916.06     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                    | Benchmark 2023-B38 Mortgage Trust                                               | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4235000 | PA      | $4337329.46   | 0.09%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2023-N4                                          | CUSIP: 14688LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4970000 | PA      | $5107930.92   | 0.11%             | 2030-02-11      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                                        | Libra Solutions 2025-1 LLC                                                      | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5600000 | PA      | $5631211.04   | 0.12%             | 2039-08-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                       | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    805000 | PA      | $829687.44    | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2022-2                                        | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4877019 | PA      | $4913468.35   | 0.10%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                     | Ethiopia International Bond                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |   1003000 | PA      | $960372.50    | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                       | HUB International Ltd                                                           | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5532611.66   | 0.12%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Tru                                              | First Investors Auto Owner Trust 2022-1                                         | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4067432 | PA      | $4050427.37   | 0.09%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION HOLDINGS INC                                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   3355589 | PA      | $3349515.68   | 0.07%             | 2032-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                       | Civitas Resources Inc                                                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2425524.66   | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1357149.94   | 0.03%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    575370 | PA      | $511216.60    | 0.01%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                            | COLT 2023-4 Mortgage Loan Trust                                                 | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-MBS          | CORP              | US        |   1260760 | PA      | $1281744.73   | 0.03%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                  | Flagship Credit Auto Trust 2023-1                                               | CUSIP: 337955AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3460000 | PA      | $3409790.90   | 0.07%             | 2029-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                         | Reach ABS Trust 2023-1                                                          | CUSIP: 75525AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1610457 | PA      | $1614762.16   | 0.03%             | 2031-02-18      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                         | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |  13108000 | PA      | $12061352.55  | 0.26%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                              | CPS Auto Receivables Trust 2024-C                                               | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6810000 | PA      | $6904441.76   | 0.15%             | 2030-10-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                      | Switch ABS Issuer LLC                                                           | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9920000 | PA      | $9970082.11   | 0.21%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                                              | United Auto Credit Securitization Trust 2023-1                                  | CUSIP: 90945CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6620662 | PA      | $6682391.48   | 0.14%             | 2028-07-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13237945.16  | 0.28%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                                       | Bojangles Issuer LLC                                                            | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9365000 | PA      | $9495915.21   | 0.20%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                            | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |  10019000 | PA      | $9172180.79   | 0.20%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                  | DYNASTY ACQUISITION CO INC                                                      | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   5041649 | PA      | $5041396.81   | 0.11%             | 2031-10-31      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61245000 | PA      | $61563186.76  | 1.31%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                  | Affirm Asset Securitization Trust 2025-X1                                       | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1366644 | PA      | $1369498.20   | 0.03%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                              | Rocket Cos Inc                                                                  | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1626717.20   | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                                                | Commercial Equipment Finance 2024-1 LLC                                         | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3148020 | PA      | $3182970.28   | 0.07%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Virtus Newfleet ABS/MBS ETF                                                 | Virtus Newfleet ABS/MBS ETF                                                     | CUSIP: 92790A603<br>LEI: 549300OXQOLOW6OELM19 | Long             | EC               | RF                | US        |   1882229 | NS      | $45794631.57  | 0.98%             |  |  |  | No            |                  1 | On Loan: —       |
| BRASKEM NETHERLANDS                                                         | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   6104000 | PA      | $2587790.80   | 0.06%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                         | Reach ABS Trust 2024-2                                                          | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7030000 | PA      | $7146458.28   | 0.15%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                    | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   8325000 | PA      | $8505227.93   | 0.18%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                            | NORTHAB LLC                                                                     | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3999669 | PA      | $3858840.40   | 0.08%             | 2028-11-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                         | HILCORP ENERGY I LP                                                             | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   1577075 | PA      | $1577075.00   | 0.03%             | 2030-02-11      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                         | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8148418 | PA      | $8292989.12   | 0.18%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418RHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747764 | PA      | $750028.75    | 0.02%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                                    | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1011875.00   | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                               | Lendbuzz Securitization Trust 2024-3                                            | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3178815 | PA      | $3181514.65   | 0.07%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                              | CPS Auto Receivables Trust 2023-D                                               | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3549000 | PA      | $3601958.53   | 0.08%             | 2030-01-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                  | SELECT MEDICAL CORP                                                             | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |   3816162 | PA      | $3818566.68   | 0.08%             | 2031-12-03      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1890000 | PA      | $1036665.00   | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    604000 | PA      | $648847.00    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                                                | SAFCO Auto Receivables Trust 2024-1                                             | CUSIP: 78637EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3225000 | PA      | $3237156.64   | 0.07%             | 2028-11-20      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                    | Ajax Mortgage Loan Trust 2022-B                                                 | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11864947 | PA      | $11518032.22  | 0.25%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                         | Reach ABS Trust 2025-1                                                          | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2641032 | PA      | $2648379.27   | 0.06%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                     | NYMT Loan Trust 2024-CP1                                                        | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3297304 | PA      | $3059718.60   | 0.07%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                            | ALIXPARTNERS LLP                                                                | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   5189729 | PA      | $5152259.31   | 0.11%             | 2032-08-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                                              | Arivo Acceptance Auto Loan Receivables Trust 2022-2                             | CUSIP: 04047JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1962171 | PA      | $1982396.74   | 0.04%             | 2029-01-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                    | FHF Issuer Trust 2024-1                                                         | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2581123 | PA      | $2603388.42   | 0.06%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                    | Octane Receivables Trust 2023-3                                                 | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4818000 | PA      | $4940742.40   | 0.11%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                       | Playtika Holding Corp                                                           | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   5850774 | PA      | $5754587.04   | 0.12%             | 2028-03-13      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138LVWK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37374 | PA      | $36978.32     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                                              | COOPR Residential Mortgage Trust 2025-CES3                                      | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11710000 | PA      | $11688343.40  | 0.25%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                | Hilton Grand Vacations Trust 2022-1D                                            | CUSIP: 43283BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253447 | PA      | $1246174.05   | 0.03%             | 2034-06-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $1818419.67   | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                       | CCG Receivables Trust 2024-1                                                    | CUSIP: 12515PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3085000 | PA      | $3135776.94   | 0.07%             | 2032-03-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   7670833 | PA      | $7629946.25   | 0.16%             | 2027-02-20      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   8630000 | PA      | $8209342.99   | 0.18%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1873683.15   | 0.04%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10531067 | PA      | $10493775.23  | 0.22%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    613634 | PA      | $526497.80    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Formula One Management Limited                                              | DELTA 2 LUX SARL                                                                | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   1528333 | PA      | $1527859.55   | 0.03%             | 2031-09-30      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus                                              | Residential Mortgage Loan Trust 2020-1                                          | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186090 | PA      | $184790.25    | 0.00%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                       | QUIKRETE HOLDINGS INC                                                           | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   5391200 | PA      | $5392602.21   | 0.12%             | 2029-03-19      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                               | Lendbuzz Securitization Trust 2023-2                                            | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2456859 | PA      | $2496891.94   | 0.05%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                         | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   2745000 | PA      | $2214007.20   | 0.05%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                              | EFMT 2025-CES4                                                                  | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   9335662 | PA      | $9406835.79   | 0.20%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                           | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |   4000000 | PA      | $3701240.00   | 0.08%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                                  | KESTREL ACQUISITION LLC                                                         | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |   3636794 | PA      | $3640576.59   | 0.08%             | 2031-11-06      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                                             | Eagle Broadband Investments LLC                                                 | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   4312093 | PA      | $4271688.71   | 0.09%             | 2027-11-12      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1                                                  | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2967274 | PA      | $2572537.45   | 0.05%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                               | HTA Group Ltd/Mauritius                                                         | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |   1529000 | PA      | $1590633.99   | 0.03%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur                                              | Bridgecrest Lending Auto Securitization Trust 2025-2                            | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8170000 | PA      | $8279158.55   | 0.18%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2017-3                                                 | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233911 | PA      | $1081966.70   | 0.02%             | 2047-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                               | Lendbuzz Securitization Trust 2025-1                                            | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6089188 | PA      | $6096187.80   | 0.13%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L                                              | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   9973260 | PA      | $10169843.93  | 0.22%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                         | Minejesa Capital BV                                                             | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   1731114 | PA      | $1722458.83   | 0.04%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65535000 | PA      | $65927185.69  | 1.41%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    414344 | PA      | $302263.95    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4914133 | PA      | $4917719.89   | 0.10%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                          | GREEN INFRASTRUCTURE PARTNERS INC                                               | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |   1485000 | PA      | $1485000.00   | 0.03%             | 2032-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                    | Ajax Mortgage Loan Trust 2019-D                                                 | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11049368 | PA      | $10676166.92  | 0.23%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                                              | GLS Auto Select Receivables Trust 2025-1                                        | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1449667.61   | 0.03%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2025-NQM4 Trust                                                             | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |   9064692 | PA      | $9125432.25   | 0.19%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                       | PHOENIX GUARANTOR INC                                                           | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   4293377 | PA      | $4293763.45   | 0.09%             | 2031-02-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2024-3                                               | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6065000 | PA      | $6126606.45   | 0.13%             | 2030-03-15      | Fixed         | 4.93%                 | 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        |   1305067 | PA      | $1305014.55   | 0.03%             | 2027-07-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   8938000 | PA      | $9165633.61   | 0.20%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1775000 | PA      | $1736167.22   | 0.04%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3648194.00   | 0.08%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                       | Nabors Industries Inc                                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   7126000 | PA      | $7233659.61   | 0.15%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                                | Veros Auto Receivables Trust 2023-1                                             | CUSIP: 924933AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8403067 | PA      | $8450111.82   | 0.18%             | 2028-11-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $6615427.76   | 0.14%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                     | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 172540000 | PA      | $9544980.45   | 0.20%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2442336 | PA      | $2452571.35   | 0.05%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                              | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4759728.37   | 0.10%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                                  | RCKT Trust 2025-PL1                                                             | CUSIP: 74939RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5607000 | PA      | $5639973.08   | 0.12%             | 2034-07-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                               | Sierra Timeshare 2024-2 Receivables Funding LLC                                 | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4705082 | PA      | $4751260.94   | 0.10%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                           | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5361633.02   | 0.11%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1425000 | PA      | $1359991.50   | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138AFXA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    668703 | PA      | $669216.28    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arsenal Aic Parent LLC                                                      | ARSENAL AIC PARENT LLC                                                          | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1205576 | PA      | $1203695.56   | 0.03%             | 2030-08-18      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                          | Tricon Residential 2021-SFR1 Trust                                              | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6490000 | PA      | $6366473.88   | 0.14%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                     | Office Properties Income Trust                                                  | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3662000 | PA      | $2343680.00   | 0.05%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4805000 | PA      | $4992635.25   | 0.11%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   3012000 | PA      | $3005976.00   | 0.06%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                              | SoFi Consumer Loan Program 2025-1 Trust                                         | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6098155 | PA      | $6128625.31   | 0.13%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                          | RGA Global Funding                                                              | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   4431000 | PA      | $4597520.39   | 0.10%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                              | PRET 2025-NPL1 Trust                                                            | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10212356 | PA      | $10250497.66  | 0.22%             | 2055-02-25      | Variable      | 6.06%                 | 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        |  11395200 | PA      | $6837804.85   | 0.15%             | 2051-04-25      | Fixed         | 5.75%                 | 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        |   9647013 | PA      | $9506264.05   | 0.20%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6939427 | PA      | $6742662.93   | 0.14%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Tru                                              | First Investors Auto Owner Trust 2021-2                                         | CUSIP: 32057JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3568154 | PA      | $3539597.75   | 0.08%             | 2027-11-15      | Fixed         | 1.47%                 | 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        |   5225000 | PA      | $5115883.19   | 0.11%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3976677.46   | 0.08%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                                                     | PowerPay Issuance Trust 2024-1                                                  | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3536793 | PA      | $3649966.90   | 0.08%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Trust 2015-5                                                          | CUSIP: 46644XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526205 | PA      | $524634.14    | 0.01%             | 2045-05-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                                                  | Sodexo Inc                                                                      | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   6795000 | PA      | $6947361.57   | 0.15%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                        | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   4532000 | PA      | $4407868.52   | 0.09%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                          | Aqua Finance Trust 2020-A                                                       | CUSIP: 038413AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1595198 | PA      | $1529670.19   | 0.03%             | 2046-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                       | Stellantis Finance US Inc                                                       | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6942079.19   | 0.15%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                    | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |   1386000 | PA      | $1448577.90   | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5370000 | PA      | $5588204.58   | 0.12%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5944651.31   | 0.13%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10487446.10  | 0.22%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                    | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   3948000 | PA      | $4009194.00   | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                          | Royalty Pharma PLC                                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1487498.10   | 0.03%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-N3                                          | CUSIP: 14687GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1763524 | PA      | $1714151.82   | 0.04%             | 2028-06-12      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                    | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2174528.19   | 0.05%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                               | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1873277.63   | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5387037.31   | 0.11%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                         | DT Auto Owner Trust 2023-1                                                      | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1741000 | PA      | $1769893.29   | 0.04%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                                       | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   3886000 | PA      | $3373048.00   | 0.07%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   5226000 | PA      | $4819678.50   | 0.10%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5061598 | PA      | $50615.98     | 0.00%             | 2028-08-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1888000 | PA      | $1956358.25   | 0.04%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                    | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4579762.50   | 0.10%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    703000 | PA      | $675793.90    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                       | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   3145000 | PA      | $3354142.50   | 0.07%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1723568 | PA      | $1656852.59   | 0.04%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                   | CONSTRUCTION PARTNERS INC                                                       | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |   5131225 | PA      | $5142462.38   | 0.11%             | 2031-11-03      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                              | BBCMS 2018-TALL Mortgage Trust                                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9330000 | PA      | $8840564.99   | 0.19%             | 2037-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5461000 | PA      | $5294439.50   | 0.11%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                    | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   8560000 | PA      | $8658265.46   | 0.18%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                     | Algonquin Power & Utilities Corp                                                | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   4565000 | PA      | $4597832.03   | 0.10%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1711793.70   | 0.04%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                                       | Tricon American Homes 2020-SFR2 Trust                                           | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5243000 | PA      | $4944020.02   | 0.11%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                             | LENDBUZZ AUTO RECEIVABLES TRUST                                                 | CUSIP: 52611DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5558429 | PA      | $5574731.71   | 0.12%             | 2030-06-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                              | Onemain Financial Issuance Trust 2025-1                                         | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710000 | PA      | $2741466.89   | 0.06%             | 2038-07-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                              | Deephaven Residential Mortgage Trust 2021-4                                     | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4826344 | PA      | $4286432.04   | 0.09%             | 2066-11-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                                 | Post Road Equipment Finance 2024-1 LLC                                          | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1831607 | PA      | $1841025.87   | 0.04%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                         | Bangkok Bank PCL/Hong Kong                                                      | CUSIP: 059895AT9<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |   3220000 | PA      | $3052125.30   | 0.07%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                  | Progress Residential 2021-SFR5 Trust                                            | CUSIP: 74333FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2456201.50   | 0.05%             | 2038-07-17      | Fixed         | 2.11%                 | 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        |   1195195 | PA      | $1195194.86   | 0.03%             | 2026-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                              | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   9545000 | PA      | $9618840.60   | 0.21%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2023-CES1                                                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9022697 | PA      | $9081211.44   | 0.19%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                              | Westlake Automobile Receivables Trust 2023-1                                    | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1415000 | PA      | $1423766.35   | 0.03%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                                  | BXG Receivables Note Trust 2022-A                                               | CUSIP: 12434KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1151478 | PA      | $1143746.72   | 0.02%             | 2037-09-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                    | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6935000 | PA      | $6887502.19   | 0.15%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3426000 | PA      | $3566466.00   | 0.08%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                 | Viatris Inc                                                                     | CUSIP: 91533BAC4<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       330 | PA      | $317.66       | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | CoreVest American Finance 2020-3 Trust                                          | CUSIP: 21873CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374551 | PA      | $368608.21    | 0.01%             | 2053-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                               | Lendbuzz Securitization Trust 2024-1                                            | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000385 | PA      | $2013390.82   | 0.04%             | 2029-08-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   7920000 | PA      | $7431833.38   | 0.16%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                     | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8057623 | PA      | $6921039.94   | 0.15%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                              | OneMain Financial Issuance Trust 2022-3                                         | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4422261 | PA      | $4449312.43   | 0.09%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2024-CES8                                                   | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109268 | PA      | $3135064.41   | 0.07%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                      | Lendmark Funding Trust 2021-1                                                   | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10385000 | PA      | $10052776.58  | 0.21%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                          | Regal Rexnord Corp                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2692972.73   | 0.06%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                        | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   5390000 | PA      | $5470957.80   | 0.12%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   3616000 | PA      | $3800524.48   | 0.08%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                 | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   5295344 | PA      | $5327346.30   | 0.11%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                               | NYC Commercial Mortgage Trust 2025-300P                                         | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10550000 | PA      | $10600995.54  | 0.23%             | 2042-07-13      | Variable      | 4.88%                 | 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        |  12106056 | PA      | $12062595.57  | 0.26%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                       | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4808968.57   | 0.10%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20715000 | PA      | $20063610.40  | 0.43%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                  | NLT 2021-INV2 Trust                                                             | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8058791 | PA      | $7063034.28   | 0.15%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6FJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27363493 | PA      | $28274182.15  | 0.60%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                     | American National Group Inc                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1803511.50   | 0.04%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                          | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $4905095.15   | 0.10%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                                   | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2130000 | PA      | $2177890.92   | 0.05%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                                 | VFI ABS 2025-1 LLC                                                              | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4329509 | PA      | $4347297.04   | 0.09%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2022-5                                                 | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5275632 | PA      | $5245557.14   | 0.11%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                   | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3925587 | PA      | $3745677.82   | 0.08%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                    | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   6492000 | PA      | $6443829.36   | 0.14%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CoreVest American Finance Ltd                                               | CoreVest American Finance 2022-1 Trust                                          | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5119718 | PA      | $5147357.92   | 0.11%             | 2055-06-17      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10693380 | PA      | $10786397.86  | 0.23%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                              | Consumer Portfolio Services Auto Trust 2025-B                                   | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5305000 | PA      | $5350672.87   | 0.11%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                             | MADISON IAQ LLC                                                                 | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   4458825 | PA      | $4477329.12   | 0.10%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1359000 | PA      | $1386995.40   | 0.03%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2024-2                                      | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10237000 | PA      | $10356594.78  | 0.22%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Formula One Management Limited                                              | DELTA 2 LUX SARL                                                                | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   3056667 | PA      | $3055719.10   | 0.07%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                           | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8176045 | PA      | $8146658.63   | 0.17%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                            | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   7558000 | PA      | $7176220.78   | 0.15%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                      | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   9800000 | PA      | $9730733.60   | 0.21%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                                                | SAFCO Auto Receivables Trust 2024-1                                             | CUSIP: 78637EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3811382.16   | 0.08%             | 2030-01-18      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4062200.80   | 0.09%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                              | Upgrade Master Pass-Thru Trust Series 2025-ST4                                  | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2784495 | PA      | $2796246.97   | 0.06%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4315000 | PA      | $4240554.60   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                              | Banc of America Funding 2004-D Trust                                            | CUSIP: 05946XNE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572594 | PA      | $562088.60    | 0.01%             | 2035-01-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2022-INV2 Trust                                                             | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2339954 | PA      | $2335027.82   | 0.05%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                              | Ginnie Mae I Pool                                                               | CUSIP: 36213S2N4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2214 | PA      | $2256.33      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                      | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2116178.00   | 0.05%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31402DJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31782 | PA      | $32972.16     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                              | Consumer Portfolio Services Auto Trust 2025-A                                   | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7074000 | PA      | $7144088.48   | 0.15%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                              | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11590000 | PA      | $11737495.50  | 0.25%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                           | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   2812000 | PA      | $2817483.40   | 0.06%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                                               | Starwood Mortgage Residential Trust 2021-3                                      | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6664431 | PA      | $5901946.97   | 0.13%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                       | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1809694 | PA      | $1761251.83   | 0.04%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  16872000 | PA      | $11397036.00  | 0.24%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                                    | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |   3299000 | PA      | $3571167.50   | 0.08%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6744000 | PA      | $6737256.00   | 0.14%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Recei                                              | Exeter Select Automobile Receivables Trust 2025-2                               | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8365000 | PA      | $8417783.15   | 0.18%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                         | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6390000 | PA      | $6413958.35   | 0.14%             | 2027-01-18      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383190 | PA      | $372406.83    | 0.01%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418RVS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    935321 | PA      | $957864.86    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                               | Goldentree Loan Management US Clo 9 Ltd                                         | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |  13670000 | PA      | $13727058.58  | 0.29%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                            | NMEF Funding 2025-A LLC                                                         | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2525440.75   | 0.05%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card                                               | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9530000 | PA      | $9604656.11   | 0.21%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   9360000 | PA      | $9193328.16   | 0.20%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                             | RAND PARENT LLC                                                                 | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3845314 | PA      | $3825395.34   | 0.08%             | 2030-03-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                                              | OneMain Direct Auto Receivables Trust 2021-1                                    | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17610000 | PA      | $17484969.00  | 0.37%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ACWA POWER MGMT INVST                                                       | Acwa Power Management And Investments One Ltd                                   | CUSIP: 005117AA4<br>LEI: 635400M3OWQGQBZOYO38 | Long             | DBT              | CORP              | AE        |   1846000 | PA      | $1870828.70   | 0.04%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                 | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $7001956.53   | 0.15%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2014-1                                      | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2472207 | PA      | $2405312.29   | 0.05%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                                              | Credit Acceptance Auto Loan Trust 2024-1                                        | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8404000 | PA      | $8499740.89   | 0.18%             | 2034-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                               | LIFE TIME INC                                                                   | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   4924527 | PA      | $4916302.86   | 0.10%             | 2031-11-05      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2022-N1                                          | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3442918 | PA      | $3414754.43   | 0.07%             | 2028-12-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1870000 | PA      | $1834135.08   | 0.04%             | 2027-08-20      | Fixed         | 1.38%                 | 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        |   8227647 | PA      | $7466810.69   | 0.16%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls                                              | Hardee's Funding LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13373100 | PA      | $12895798.01  | 0.28%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2024-1                                                | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12392439 | PA      | $12590122.00  | 0.27%             | 2064-03-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2420000 | PA      | $1165230.00   | 0.02%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                           | Jordan Government International Bond                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   2104000 | PA      | $2093404.68   | 0.04%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                          | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8320000 | PA      | $8409107.20   | 0.18%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                       | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $497254.50    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2025-1                                               | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130000 | PA      | $3189582.37   | 0.07%             | 2030-07-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                         | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   5733272 | PA      | $5082777.25   | 0.11%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                        | AMAZON HOLDCO INC                                                               | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   3604782 | PA      | $3600492.27   | 0.08%             | 2031-09-29      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9370000 | PA      | $9283439.00   | 0.20%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1016302 | PA      | $482743.51    | 0.01%             | 2028-08-02      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2024-NQM3                                   | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |   4978020 | PA      | $5028327.66   | 0.11%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                      | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2559248.14   | 0.05%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2017-6                                                | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11151000 | PA      | $10699725.72  | 0.23%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                                              | COOPR Residential Mortgage Trust 2025-CES1                                      | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5636249 | PA      | $5702260.13   | 0.12%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                          | A&D Mortgage Trust 2023-NQM3                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11496768 | PA      | $11607288.66  | 0.25%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization T                                              | Tricolor Auto Securitization Trust 2024-2                                       | CUSIP: 89616PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3355000 | PA      | $2009446.05   | 0.04%             | 2028-04-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2023-1                                               | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3566953 | PA      | $3563971.03   | 0.08%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                                     | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    769000 | PA      | $735594.64    | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                    | Foundation Finance Trust 2024-2                                                 | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2778332 | PA      | $2783012.98   | 0.06%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Epic Crude Services LP                                                      | EPIC CRUDE SERVICES LP                                                          | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |   4179442 | PA      | $4179441.66   | 0.09%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                              | Wells Fargo Mortgage Backed Securities 2020-4 Trust                             | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2042526 | PA      | $1765840.99   | 0.04%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                       | Foundry JV Holdco LLC                                                           | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   6515000 | PA      | $6870121.57   | 0.15%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                                    | Fashion Show Mall LLC                                                           | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10220000 | PA      | $10366054.02  | 0.22%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2021-8                                                 | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7608837 | PA      | $6818058.67   | 0.15%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                    | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $5126218.50   | 0.11%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                    | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |  10118000 | PA      | $10370950.00  | 0.22%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4750731.01   | 0.10%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                | Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3025235 | PA      | $3074811.63   | 0.07%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                    | Snap Inc                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2246931.75   | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                              | DREYFUS GOVERNMENT CASH MANAGE                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  27140236 | NS      | $27140235.96  | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2024-3                                        | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5768872.53   | 0.12%             | 2031-02-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25177691 | PA      | $25425704.83  | 0.54%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2023-3                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3723000 | PA      | $3809357.96   | 0.08%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                               | FRONERI US INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4532225 | PA      | $4495423.33   | 0.10%             | 2031-09-30      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7870000 | PA      | $7800494.76   | 0.17%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                              | Carvana Auto Receivables Trust 2021-N2                                          | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    678795 | PA      | $661735.27    | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                              | Morgan Stanley Residential Mortgage Loan Trust 2014-1                           | CUSIP: 61763YAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943149 | PA      | $943599.36    | 0.02%             | 2044-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust 2024-RTL1                                                  | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8545000 | PA      | $8639193.24   | 0.18%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1464747 | PA      | $1409466.56   | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                        | OneMain Finance Corp                                                            | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1833024.44   | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                              | Eskom Holdings                                                                  | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1563000 | PA      | $1672894.53   | 0.04%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   4462535 | PA      | $4430985.07   | 0.09%             | 2028-01-18      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9930000 | PA      | $9731683.80   | 0.21%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $953246.25    | 0.02%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2022-CLS                                                               | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17112000 | PA      | $17237583.26  | 0.37%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                                  | BXG Receivables Note Trust 2023-A                                               | CUSIP: 123919AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3436479 | PA      | $3501800.17   | 0.07%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GCI Funding I LLC                                                           | GCI Funding I LLC                                                               | CUSIP: 36166VAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3332396 | PA      | $3090322.23   | 0.07%             | 2046-06-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                    | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4188950 | PA      | $4268875.58   | 0.09%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                                 | VFI ABS 2023-1 LLC                                                              | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751318 | PA      | $755114.15    | 0.02%             | 2029-03-26      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust 2025-INV7                                                        | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3346472 | PA      | $3403337.94   | 0.07%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    933000 | PA      | $949336.83    | 0.02%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                             | MVW 2023-1 LLC                                                                  | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3117781 | PA      | $3155178.77   | 0.07%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitiza                                              | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10400982 | PA      | $10561306.36  | 0.23%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                      | Gran Tierra Energy Inc                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3280695.00   | 0.07%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                    | JP Morgan Trust 2015-1                                                          | CUSIP: 46643UDJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461880 | PA      | $455992.48    | 0.01%             | 2044-12-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   3582000 | PA      | $3667968.00   | 0.08%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                        | YPF SA                                                                          | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   2358000 | PA      | $2335599.00   | 0.05%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31405VCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10214 | PA      | $10399.00     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                         | American Express Co                                                             | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4378971.04   | 0.09%             | 2027-04-23      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                | Drive Auto Receivables Trust 2024-1                                             | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5680000 | PA      | $5754526.71   | 0.12%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC                                                        | TSC SPV Funding LLC                                                             | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10589975 | PA      | $10757139.87  | 0.23%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                            | NMEF Funding 2024-A LLC                                                         | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3984644 | PA      | $4015379.48   | 0.09%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1106000 | PA      | $1158535.00   | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                       | Guatemala Government Bond                                                       | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1127000 | PA      | $1137002.13   | 0.02%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3458000 | PA      | $3687957.00   | 0.08%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2021-5                                                 | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4929307 | PA      | $4307292.69   | 0.09%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                           | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |   1107000 | PA      | $1102572.00   | 0.02%             | 2026-08-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3444062.10   | 0.07%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                         | PEER HOLDING III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |   2923000 | PA      | $2923730.75   | 0.06%             | 2030-10-26      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                     | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9138451.83   | 0.20%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GMRF Mortgage Acquisition Co.,                                              | Galton Funding Mortgage Trust 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490083 | PA      | $446663.02    | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                         | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1969182.84   | 0.04%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                    | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1395962.85   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                    | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12130657 | PA      | $11258995.00  | 0.24%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                                    | Medline Borrower LP/Medline Co-Issuer Inc                                       | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1630393.41   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2021-3                                                 | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384567 | PA      | $1208572.44   | 0.03%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                                      | Oscar US Funding XV LLC                                                         | CUSIP: 68785CAC5<br>LEI: 353800KY84862IDYBM21 | Long             | ABS-O            | CORP              | JP        |   4878593 | PA      | $4914138.85   | 0.10%             | 2027-12-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2018-1 Trust                                                                | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275348 | PA      | $1250120.74   | 0.03%             | 2057-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                    | Builders FirstSource Inc                                                        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5699049.49   | 0.12%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                         | American Express Co                                                             | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    897000 | PA      | $901926.36    | 0.02%             | 2028-07-26      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                                             | CBQ Finance Ltd                                                                 | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |   2646000 | PA      | $2723115.29   | 0.06%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3559000 | PA      | $3600818.25   | 0.08%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2021-1                                                | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12970000 | PA      | $11147982.18  | 0.24%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                                              | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3540503 | PA      | $3585066.15   | 0.08%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2016-2                                      | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2548115 | PA      | $2474774.52   | 0.05%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                                    | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   6535000 | PA      | $6697551.59   | 0.14%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                  | Flagship Credit Auto Trust 2024-1                                               | CUSIP: 33843VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6139000 | PA      | $6144900.19   | 0.13%             | 2029-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| South Field Energy LLC                                                      | SOUTH FIELD ENERGY LLC                                                          | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     73744 | PA      | $73805.08     | 0.00%             | 2031-08-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2023-CES2                                                   | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4416370 | PA      | $4470655.44   | 0.10%             | 2043-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                       | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3380886.40   | 0.07%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                              | ACM Auto Trust 2025-1                                                           | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1563819 | PA      | $1558855.33   | 0.03%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                 | CAESARS ENTERTAIN INC                                                           | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2734325 | PA      | $2725055.64   | 0.06%             | 2030-02-06      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                          | ADMT 2024-NQM6                                                                  | CUSIP: 00249YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7095753 | PA      | $7150316.98   | 0.15%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                           | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   3882000 | PA      | $3930525.00   | 0.08%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4962359 | PA      | $5012621.61   | 0.11%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                 | Southern Co/The                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  13578000 | PA      | $13396929.22  | 0.29%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                         | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |  10087000 | PA      | $9819608.76   | 0.21%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2022-NQM1 Trust                                                             | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3168601 | PA      | $2870910.74   | 0.06%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc                                          | LIGHT & WONDER INTERNATIONAL INC                                                | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   3151587 | PA      | $3153572.80   | 0.07%             | 2029-04-14      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                             | TSMC Global Ltd                                                                 | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   1884000 | PA      | $1649856.48   | 0.04%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                                                     | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  11502000 | PA      | $11220919.76  | 0.24%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KOREA NATIONAL OIL CORP                                                     | Korea National Oil Corp                                                         | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   4384000 | PA      | $4458133.44   | 0.10%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6016518 | PA      | $6020278.11   | 0.13%             | 2041-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                    | Octane Receivables Trust 2023-3                                                 | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4444000 | PA      | $4520599.89   | 0.10%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                              | Ellington Financial Mortgage Trust 2017-1                                       | CUSIP: 31574XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    744519 | PA      | $654151.84    | 0.01%             | 2066-02-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                   | Prosus NV                                                                       | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   1826000 | PA      | $1654127.75   | 0.04%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                  | Affirm Asset Securitization Trust 2024-X2                                       | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308816 | PA      | $309093.87    | 0.01%             | 2029-12-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                    | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    928000 | PA      | $965120.00    | 0.02%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5947992.06   | 0.13%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Virtus Opportunities Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer