# EDGAR Filing Document

**Accession Number:** 0001005020
**File Stem:** 0000940400-26-022780
**Filing Date:** 2026-6
**Character Count:** 434148
**Document Hash:** 10d38fa19547abc102347d0d7f0fd7fd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022780.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022780

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260930

**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:** 261048434

**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:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4832340167.74

**Total Liabilities:** $69293736.12

**Net Assets:** $4763046431.62

**Delayed Delivery Securities:** $1785000.00

**Cash Not Reported:** $85315042.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -233.07479490 | **1-Year:** -415.71573990 | **5-Year:** -235852.82760000 | **10-Year:** -154416.44730000 | **30-Year:** -511185.43930000

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

- **3-Month:** -16.62155047 | **1-Year:** -1697.27794000 | **5-Year:** -113092.73780000 | **10-Year:** -149687.53250000 | **30-Year:** -83661.22377000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000049921 | 0.29%                | 0.72%                | -1.00%               |
| Class ID C000176709 | 0.61%                | 0.59%                | -0.70%               |
| Class ID C000066828 | 0.60%                | 0.58%                | -0.72%               |
| Class ID C000049918 | 0.36%                | 0.78%                | -0.96%               |
| Class ID C000049920 | 0.55%                | 0.54%                | -0.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-102253.62              | $7307931.17                                |
| Month 2  | $-4568839.55             | $17776544.94                               |
| Month 3  | $-39970.72               | $-57689786.41                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| OneMain Financial Corporation                                                                    | OMF 6.125 05/15/30                                                          | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $836053.97    | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VI LLC                                                        | AXIS 2023-1A A2                                                             | CUSIP: 03236YAB1<br>LEI: 5493000K1GV1VHEHGY40 | Long             | ABS-O            | CORP              | US        |    454654 | PA      | $457300.40    | 0.01%             | 2029-12-20      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                                   | MVWOT 2023-1A B                                                             | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2597180 | PA      | $2614410.66   | 0.05%             | 2040-10-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HOMES 2023-NQM2 TRUST                                                                            | HOMES 2023-NQM2 A1                                                          | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5836489 | PA      | $5824979.18   | 0.12%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 8.75 07/01/31 144A                                                       | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1959922.50   | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-6                                                                 | TPMT 2015-6 B2                                                              | CUSIP: 89172RAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9529000 | PA      | $8958622.65   | 0.19%             | 2055-04-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                                            | GUYS 2023-1A A2                                                             | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |  10847688 | PA      | $11048630.06  | 0.23%             | 2054-01-25      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB1 TRUST                                                                              | OBX 2024-HYB1 A1                                                            | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6782286 | PA      | $6788281.11   | 0.14%             | 2053-03-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/35 144A                                                    | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1890000 | PA      | $984690.00    | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-2                                                         | GSAR 2024-2A A2                                                             | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2416782 | PA      | $2436869.35   | 0.05%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                                    | Live Nation Term Loan B 200 2032-10-06                                      | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |   3506212 | PA      | $3501829.73   | 0.07%             | 2032-10-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                                              | ARIVO 2022-2A A                                                             | CUSIP: 04047JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920567 | PA      | $925617.06    | 0.02%             | 2029-01-16      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST4                                                   | UMPT 2025-ST4 A                                                             | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2140955 | PA      | $2145716.95   | 0.05%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 6.25 11/29/28 144A                                                      | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    250000 | PA      | $247540.00    | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2024-A                                                                        | AQFIT 2026-A A                                                              | CUSIP: 038410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6965021.70   | 0.15%             | 2051-04-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                                                   | SKX L 09/13/32 1                                                            | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   1256850 | PA      | $1258421.06   | 0.03%             | 2032-09-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2018-2                                                              | UPST 2025-3 A2                                                              | CUSIP: 91684FAB4<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |   6039127 | PA      | $6039613.87   | 0.13%             | 2035-09-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                                                 | AlixPartners Term Loan B 200 2032-07-26                                     | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |   2079517 | PA      | $2057848.76   | 0.04%             | 2032-08-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-1                                                                       | DTAOT 2023-1A D                                                             | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1741000 | PA      | $1763053.60   | 0.04%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 9.125 07/13/30                                                       | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4691000 | PA      | $5121399.25   | 0.11%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V7.125 12/01/54                                                         | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   8775000 | PA      | $8991549.45   | 0.19%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                                | SFRFP 6.875 07/15/32 144A                                                   | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3025918 | PA      | $2867143.45   | 0.06%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                            | SWTCH 2025-1A A2                                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2950000 | PA      | $2842161.28   | 0.06%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Holdings, Inc.                                                                 | SS&C Technologies Term Loan B-8 200 2031-04-28                              | CUSIP: 78466DBJ2<br>LEI: 529900POY8H7NPPNKK71 | Long             | LON              | CORP              | US        |   4581812 | PA      | $4563759.39   | 0.10%             | 2031-05-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                               | LADR 4.25 02/01/27 144A                                                     | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   7870000 | PA      | $7774983.13   | 0.16%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                             | BLAST 2026-1 C                                                              | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12220000 | PA      | $12117595.18  | 0.25%             | 2031-11-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 6.5 10/01/33 144A                                                       | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2815083.57   | 0.06%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 01/15/34 144A                                                    | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4715000 | PA      | $4915124.78   | 0.10%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                      | AGKLN 7 05/21/30 144A                                                       | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   4655000 | PA      | $4757582.24   | 0.10%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-2A A2                                                             | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |  11565000 | PA      | $11664238.11  | 0.24%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 7.0529 01/15/32 144A                                                  | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   2339000 | PA      | $2212694.00   | 0.05%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2024-1                                                                     | CCG 2024-1 B                                                                | CUSIP: 12515PAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3085000 | PA      | $3124596.90   | 0.07%             | 2032-03-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.25 01/25/31 144A                                                     | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   8419000 | PA      | $8778912.25   | 0.18%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2026-1                                                                        | RCO 2026-1 A1                                                               | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5981396.40   | 0.13%             | 2031-03-25      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A A2                                                             | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5468828 | PA      | $5489653.40   | 0.12%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST 2024-1                                                              | DRIVE 2024-1 C                                                              | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5680000 | PA      | $5733400.52   | 0.12%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2026-1                                                             | LBZZ 2026-1A B                                                              | CUSIP: 525952AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1591443 | PA      | $1590956.61   | 0.03%             | 2030-12-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 144A                                                  | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2851000 | PA      | $2833894.00   | 0.06%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-1                                                                  | OCTL 2024-1A B                                                              | CUSIP: 67571FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3845000 | PA      | $3883012.44   | 0.08%             | 2030-05-20      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R1                                                               | VERUS 2021-R1 A1                                                            | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1084504 | PA      | $1049730.65   | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.085 01/30/31                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1942307.44   | 0.04%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC V7 12/01/55                                                          | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1659563.50   | 0.03%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY 8 11/01/31 *                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8215000 | PA      | $9109013.07   | 0.19%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Finbe USA Trust 2025-1                                                                           | FINBE 2025-1A B                                                             | CUSIP: 317967AB3<br>LEI: 4469000001BR51E83192 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6487469.30   | 0.14%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 05/31/29 M                                                        | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 315480000 | PA      | $17564616.11  | 0.37%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2024-Nqm3                                                    | NRZT 2024-NQM3 A1                                                           | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |   4391735 | PA      | $4424705.46   | 0.09%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1                                                         | CAALT 2024-1A A                                                             | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8404000 | PA      | $8440316.21   | 0.18%             | 2034-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.734 07/22/27                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9930000 | PA      | $9847038.82   | 0.21%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-1                                                   | UACST 2024-1 C                                                              | CUSIP: 90945DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1694818 | PA      | $1695840.57   | 0.04%             | 2029-10-10      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                                              | WAT 4.656 03/23/31                                                          | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4450000 | PA      | $4429608.14   | 0.09%             | 2031-03-23      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2018-7FRB A2                                                          | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3581537 | PA      | $3532085.59   | 0.07%             | 2046-04-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Mozambique (Republic of)                                                                         | MOZAM 9 09/15/31 144A                                                       | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |   2059000 | PA      | $1543446.99   | 0.03%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 4.25 02/01/32 144A                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5579668.64   | 0.12%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                                       | DYNASTY ACQUISITION CO INC                                                  | CUSIP: 26812CAN6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   2493468 | PA      | $2492346.12   | 0.05%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 02/15/30 144A                                                   | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $230062.50    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-2                                                         | GCAR 2024-2A C                                                              | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5445000 | PA      | $5529325.63   | 0.12%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V6.125 PERP TT                                                          | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4608456.04   | 0.10%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST 2025-A                                                                    | MPOWR 2025-A A                                                              | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6800330 | PA      | $6877043.89   | 0.14%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 4.5 01/30/30 144A                                                    | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1898000 | PA      | $1803100.00   | 0.04%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NOTE TRUST 2022-A                                                                | BXGNT 2022-A B                                                              | CUSIP: 12434KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    895440 | PA      | $889126.66    | 0.02%             | 2037-09-28      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-P3                                                           | CRVNA 2021-P3 B                                                             | CUSIP: 14687JAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7355000 | PA      | $7257154.23   | 0.15%             | 2027-08-10      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                                    | HOPPER MERGER SUB INC                                                       | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |   3110000 | PA      | $3071125.00   | 0.06%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                                                         | KOROIL 4.875 04/03/28 144A                                                  | CUSIP: 50065WAP1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   4384000 | PA      | $4430821.12   | 0.09%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SB8269                                                                   | CUSIP: 3132D6FJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22314883 | PA      | $23015544.81  | 0.48%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 5.25 07/15/30 144A                                                      | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   4885000 | PA      | $4746056.68   | 0.10%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 4.625 03/18/29 5Y                                                    | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3242000 | PA      | $3283205.82   | 0.07%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-1                                                                 | TPMT 2024-1 A1                                                              | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10864652 | PA      | $11040410.05  | 0.23%             | 2064-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                                                         | GSAR 2024-3A C                                                              | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3483000 | PA      | $3574829.99   | 0.08%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-1                                                          | PFMT 2025-1 A3                                                              | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4149846 | PA      | $4152560.45   | 0.09%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                                  | UHS 1.65 09/01/26                                                           | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10127521.73  | 0.21%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                             | TRFIG 2024-1A A2                                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   6455000 | PA      | $6464456.58   | 0.14%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| HUNTERSTOWN GENERATION LLC                                                                       | HUNTERSTOWN GENERATION                                                      | CUSIP: 44579UAD4<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |   3387591 | PA      | $3386879.14   | 0.07%             | 2031-11-06      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-1                                                                | LADAR 2023-1A D                                                             | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2570000 | PA      | $2591755.82   | 0.05%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                             | DELMFD L 08/02/28 2                                                         | CUSIP: 24521WAB5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    965677 | PA      | $456282.45    | 0.01%             | 2028-08-02      | Floating      | 11.77%                | No            |                  3 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 B                                                              | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5354000 | PA      | $5075536.85   | 0.11%             | 2041-12-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST 2025-1PL                                                                          | ACHV 2025-1PL B                                                             | CUSIP: 00112MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1907286 | PA      | $1911821.88   | 0.04%             | 2032-04-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.5 08/15/30 144A                                                      | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3149192.88   | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-2                                             | BLAST 2025-2 D                                                              | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8170000 | PA      | $8234854.28   | 0.17%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                                              | OBX 2024-NQM3 A1                                                            | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |   5982434 | PA      | $6012402.78   | 0.13%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.45 04/01/31                                                           | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9197000 | PA      | $9426903.57   | 0.20%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Froneri International Limited                                                                    | Froneri Term Loan B 200 2031-09-02                                          | CUSIP: 000000000<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | US        |   3335380 | PA      | $3264169.28   | 0.07%             | 2031-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4 PERP H                                                              | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   7920000 | PA      | $7326294.47   | 0.15%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO LLC                                                                | SRFC 2025-3A A                                                              | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3738845 | PA      | $3717056.61   | 0.08%             | 2044-08-22      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Perusahaan Listrik Negara PT                                                                     | PLNIJ 5.45 05/21/28 144A                                                    | CUSIP: 71568PAE9<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |  10118000 | PA      | $10214121.00  | 0.21%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 9.75 02/16/31 144A                                                   | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   2310000 | PA      | $2369944.50   | 0.05%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| VISIO 2019-2 TRUST                                                                               | VISIO 2019-2 A1                                                             | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69523 | PA      | $69259.07     | 0.00%             | 2054-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13775000 | PA      | $13809437.50  | 0.29%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HARDEE'S FUNDING LLC                                                                             | HNGRY 2020-1A A2                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13302900 | PA      | $12805434.06  | 0.27%             | 2050-12-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.75 09/15/33 144A                                                      | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4897786.40   | 0.10%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                              | HII 2.043 08/16/28                                                          | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5871470.06   | 0.12%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                  | FFIN 2023-2A A                                                              | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5123879 | PA      | $5314113.20   | 0.11%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2014-5 B2                                                             | CUSIP: 46643KBS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885798 | PA      | $854098.99    | 0.02%             | 2029-10-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                                 | THPT 2023-THL A                                                             | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10687365 | PA      | $10763288.49  | 0.23%             | 2034-12-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                                | FS 2026-ORL A                                                               | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $10230781.25  | 0.21%             | 2041-02-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                                  | OCTL 2024-3A B                                                              | CUSIP: 67571GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6131000 | PA      | $6194857.43   | 0.13%             | 2030-09-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                                                   | DREYFUS GOVERNMENT CASH MANAGE                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  12775662 | NS      | $12775662.06  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                                 | SOLADV 5.625 09/30/33 144A                                                  | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2785569.22   | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jamaica (Government of)                                                                          | JAMAN 6.75 04/28/28                                                         | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |   2000000 | PA      | $2041625.00   | 0.04%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.375 03/22/33                                                          | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   6744000 | PA      | $6588888.00   | 0.14%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.375 08/15/55                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10289395.20  | 0.22%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 5.95 01/08/34 144A                                                     | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1355000 | PA      | $1386666.35   | 0.03%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 4.875 03/01/29                                                          | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1031876.19   | 0.02%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                                    | GSKY 2024-2 A2                                                              | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190306 | PA      | $190526.65    | 0.00%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2023-2                                                         | GSAR 2023-2A A3                                                             | CUSIP: 36269EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1725000 | PA      | $1742360.06   | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                                | CLARIOS GLOBAL LP                                                           | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | N/A       |   2904539 | PA      | $2892746.39   | 0.06%             | 2030-05-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2025-A                                                                | CPS 2025-A C                                                                | CUSIP: 12633SAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7074000 | PA      | $7133031.12   | 0.15%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                     | BIOMARIN PHARMACEUTICAL INC                                                 | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |    430000 | PA      | $428658.40    | 0.01%             | 2033-01-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust 2024-3                                                             | LBZZ 2024-3A A2                                                             | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2187210 | PA      | $2188906.80   | 0.05%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                                        | Oryx Southern Delaware Holdings Term Loan B 225 2028-10-01                  | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |   4123733 | PA      | $4124888.05   | 0.09%             | 2028-10-05      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Coty Inc / Hfc Prestige Prods Inc / Hfc Pretige Intl U S LLC                                     | COTY 6.625 07/15/30 144A                                                    | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4646141.20   | 0.10%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2023-NQM10                                                                             | OBX 2023-NQM10 A1                                                           | CUSIP: 67449CAA9<br>LEI: 254900O44XNRXAW7W466 | Long             | ABS-O            | CORP              | US        |   5446906 | PA      | $5481874.29   | 0.12%             | 2063-10-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8505                                                                   | CUSIP: 3132DWNW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23540501 | PA      | $23225723.51  | 0.49%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2021-NMR1                                                          | MCMLT 2021-NMR1 A1                                                          | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1689024 | PA      | $1631516.48   | 0.03%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG V6.875 12/15/52                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   8938000 | PA      | $9005662.81   | 0.19%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 725762                                                                   | CUSIP: 31402DJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28443 | PA      | $29336.50     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                            | BELL 2025-1A A2I                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13235000 | PA      | $13031662.75  | 0.27%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                                                             | KSA 4.875 09/09/35 144A                                                     | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | US        |   3517000 | PA      | $3422041.00   | 0.07%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST3                                                 | UMPT 2025-ST3 A                                                             | CUSIP: 91534LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3409222 | PA      | $3432929.37   | 0.07%             | 2032-06-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc                                                               | Light & Wonder (Scientific Games) Term Loan B 200 2029-04-01                | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   3143629 | PA      | $3141019.54   | 0.07%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER V6.5 01/31/56                                                           | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   3660000 | PA      | $3663769.80   | 0.08%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTGATE RESORTS 2026-1 LLC                                                                      | WESTR 2026-1A B                                                             | CUSIP: 959921AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5004762.00   | 0.11%             | 2039-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2021-2                                                          | FIAOT 2021-2A C                                                             | CUSIP: 32057JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    584005 | PA      | $583351.00    | 0.01%             | 2027-11-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A B                                                              | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1437093.26   | 0.03%             | 2031-02-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2026-1                                                             | LBZZ 2026-1A C                                                              | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1818792 | PA      | $1823755.06   | 0.04%             | 2031-09-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Oscar Us Funding Xiii Llc                                                                        | OSCAR 2021-2A A4                                                            | CUSIP: 68785BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    591540 | PA      | $587427.99    | 0.01%             | 2028-09-11      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-2                                                         | GCAR 2025-2A D                                                              | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4057703.20   | 0.09%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2017-1                                                              | MST 2019-1A A1A                                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2039629 | PA      | $2015837.37   | 0.04%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2022-2                                                                           | REACH 2025-2A B                                                             | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4090000 | PA      | $4096119.05   | 0.09%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                  | GTN 7.25 08/15/33 144A                                                      | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3295084.17   | 0.07%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.046 02/12/31                                                         | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9029653.06   | 0.19%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOF URSA VII FUNDING TRUST I                                                                     | BVABS 2023-CAR2 A2                                                          | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151563 | PA      | $152535.36    | 0.00%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                                               | Green Infrastructure Partners Term Loan B 275 2032-09-08                    | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1485000 | PA      | $1481287.50   | 0.03%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V5.121 04/04/31 GMTN                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8987796.99   | 0.19%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Minejesa Capital BV                                                                              | MINCAP 4.625 08/10/30 144A                                                  | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |   1562143 | PA      | $1538710.86   | 0.03%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.75 05/31/29                                                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20715000 | PA      | $20043380.76  | 0.42%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation, LLC                                                                      | Cornerstone Generation Term Loan B 325 2031-10-14                           | CUSIP: 21924NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2989550 | PA      | $2987427.06   | 0.06%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                             | ROCC 2024-CNTR C                                                            | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7605000 | PA      | $7836665.79   | 0.16%             | 2041-11-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 06/30/26                                                            | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65340000 | PA      | $65480889.38  | 1.37%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 7.875 10/09/33 144A                                                  | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1795000 | PA      | $1667106.25   | 0.04%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C F 02/24/28                                                                | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8147000 | PA      | $8183897.76   | 0.17%             | 2028-02-24      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                         | NYMT 2024-CP1 A1                                                            | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3114392 | PA      | $2880965.01   | 0.06%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Whitewater DBR Holdco LLC                                                                        | WhiteWater DBR Term Loan B 225 2031-03-01                                   | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |   2226171 | PA      | $2228396.77   | 0.05%             | 2031-03-03      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                                                | Ineos Group Term Loan B 325 2030-02-01                                      | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3090023 | PA      | $2683159.55   | 0.06%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST 2026-1                                                                                | MAPSL 2026-1A A                                                             | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10121798 | PA      | $9887003.05   | 0.21%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022- P2                                                          | CRVNA 2022-N1 C                                                             | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359443 | PA      | $355797.71    | 0.01%             | 2028-12-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.375 08/15/26                                                            | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108725000 | PA      | $108956889.77 | 2.29%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2023-2                                                             | LBZZ 2023-2A A2                                                             | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1522546 | PA      | $1538793.51   | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-B                                                           | CMXS 2025-B C                                                               | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6009012.00   | 0.13%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR3 TRUST                                                                             | AMSR 2021-SFR3 D                                                            | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6675000 | PA      | $6563604.26   | 0.14%             | 2038-10-19      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4 PERP I                                                              | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1882108.32   | 0.04%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC                                                                     | SCLGX 2025-1A A2                                                            | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10647000 | PA      | $10468892.73  | 0.22%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2022-1                                                                     | ARRW 2022-1 A1B                                                             | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4252000 | PA      | $4038282.57   | 0.08%             | 2056-12-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1                                              | SAN 2025-CES1 A1A                                                           | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-O            | CORP              | US        |   4905611 | PA      | $4883255.15   | 0.10%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2022-5A C                                                             | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $775594.43    | 0.02%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES3 A1A                                                         | CUSIP: 216926AA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  10938043 | PA      | $10854583.48  | 0.23%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 773385                                                                   | CUSIP: 31404NF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33890 | PA      | $34201.72     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.375 07/15/31 144A                                                     | CUSIP: 86765KAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307509.49    | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 04/15/30 144A                                                      | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   4315000 | PA      | $4200064.80   | 0.09%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM1 TR                                                                                 | MFRA 2025-NQM5 A1                                                           | CUSIP: 59319DAC7<br>LEI: 254900T233AM4RM23465 | Long             | ABS-O            | CORP              | US        |   8086440 | PA      | $8061135.80   | 0.17%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2025-1                                                             | LBZZ 2025-1A B                                                              | CUSIP: 525938AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9840000 | PA      | $9864522.26   | 0.21%             | 2030-11-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Bojangles Inc                                                                                    | BOJA 2024-1A A2                                                             | CUSIP: 09748RAC2<br>LEI: 549300V7MGDZ6K056B43 | Long             | ABS-O            | CORP              | US        |   9318175 | PA      | $9373483.96   | 0.20%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                  | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    965000 | PA      | $978512.90    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2024-A                                                                        | AQFIT 2024-A B                                                              | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8320000 | PA      | $8335627.46   | 0.18%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS8479                                                                   | CUSIP: 3140XQM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19482116 | PA      | $19645869.00  | 0.41%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC Global Ltd.                                                                                 | TAISEM 1.375 09/28/30 144A                                                  | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   1884000 | PA      | $1658786.64   | 0.03%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| AQUA FINANCE TRUST 2020-A                                                                        | AQFIT 2020-AA B                                                             | CUSIP: 038413AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1382938 | PA      | $1323177.86   | 0.03%             | 2046-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2021-4                                                                | FCAT 2024-1 B                                                               | CUSIP: 33843VAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6139000 | PA      | $6171046.81   | 0.13%             | 2029-04-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2025-A LLC                                                                          | NMEF 2025-A B                                                               | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2516145.00   | 0.05%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.84 01/23/30                                                         | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1883000 | PA      | $1889402.20   | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                                                            | ADNOCM 4.25 09/11/29 144A                                                   | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |   1824000 | PA      | $1793776.32   | 0.04%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2                                                | ESART 2025-2 C                                                              | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8365000 | PA      | $8393297.12   | 0.18%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-3A A                                                             | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1095233.37   | 0.02%             | 2034-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LAFAYETE FEDERAL CREDIT UNION ASSET TRUST 2026-HI1                                               | LAFAYETE FEDERAL CREDIT UNION ASSET TRUST 2026-HI1 ABS 2048-02-25 USD       | CUSIP: 50625BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3922372 | PA      | $3894861.57   | 0.08%             | 2046-01-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-1                                                                 | TPMT 2017-1 M1                                                              | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9427676 | PA      | $9315961.45   | 0.20%             | 2056-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                                                              | DEXT 2025-1 B                                                               | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11370000 | PA      | $11458836.08  | 0.24%             | 2035-08-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2024-1 LLC                                                           | PREF 2024-1A A2                                                             | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647650 | PA      | $649184.85    | 0.01%             | 2029-11-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2026-1                                                                           | REACH 2026-1A B                                                             | CUSIP: 75526XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4881219.77   | 0.10%             | 2033-02-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG 2025-CES2                                                                          | JPMMT 2025-CES2 A1                                                          | CUSIP: 46595TAC4<br>LEI: 529900TE3BWT8J4WHE11 | Long             | ABS-O            | CORP              | US        |   8633765 | PA      | $8663294.00   | 0.18%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                 | PSD 2.379 06/15/28                                                          | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   7558000 | PA      | $7203569.25   | 0.15%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 5.375 07/15/29 144A                                                  | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6235000 | PA      | $6332633.24   | 0.13%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                                              | Parexel Term Loan B 275 2031-12-01                                          | CUSIP: 71911KAF1<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |   4067011 | PA      | $4050051.57   | 0.09%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS2                                                           | MCMLT 2019-GS2 A1                                                           | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271297 | PA      | $1239197.65   | 0.03%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 6.25 02/01/29                                                           | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2177408.92   | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                  | BNTNF 10 01/01/31 NTNF                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  58780000 | PA      | $9915298.66   | 0.21%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-2                                                                 | TPMT 2018-2 A2                                                              | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12525000 | PA      | $12220023.77  | 0.26%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 5.875 02/16/31 144a                                                   | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1515000 | PA      | $1392315.30   | 0.03%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGPL Pipe Co LLC                                                                                 | NGPLCO 4.875 08/15/27 144A                                                  | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   8299737 | PA      | $8316663.48   | 0.17%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                                                            | Citadel Enterprise Term Loan B 200 2031-10-01                               | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |   3425460 | PA      | $3427378.68   | 0.07%             | 2031-10-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4438                                                                   | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10056224 | PA      | $9966657.08   | 0.21%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                                           | COGECO COMMUNICATIONS USA II LP                                             | CUSIP: 19239BAD0<br>LEI: 549300SM780G0XC48K12 | Long             | LON              | CORP              | US        |   3480352 | PA      | $3292030.36   | 0.07%             | 2030-09-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.25 04/15/31 144A                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3235570.58   | 0.07%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2020-1 A1                                                              | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7941178 | PA      | $6653516.36   | 0.14%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                             | KD 2.7 10/15/28                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   7285000 | PA      | $6738382.26   | 0.14%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2016-1                                                                 | TPMT 2019-2 A2                                                              | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1343039.35   | 0.03%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                                      | DRMT 2025-INV1 A1                                                           | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6322696 | PA      | $6304458.43   | 0.13%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                                                  | OCTL 2023-3A B                                                              | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4444000 | PA      | $4480495.91   | 0.09%             | 2029-07-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2                                                        | EFMT 2020-2 A1                                                              | CUSIP: 31573WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150553 | PA      | $2998486.93   | 0.06%             | 2065-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                        | APODS 5.2 12/08/28 144A                                                     | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   6935000 | PA      | $6848919.66   | 0.14%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON BRANCH                                                                             | UBS 5.65 09/11/28                                                           | CUSIP: 902674ZW3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   6700000 | PA      | $6914130.12   | 0.15%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 7.05 02/03/31 REGS                                                   | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   3000000 | PA      | $3102000.00   | 0.07%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2021-1                                                        | EFMT 2021-1 A2                                                              | CUSIP: 31574XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    712499 | PA      | $623982.50    | 0.01%             | 2066-02-25      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Suriname (Republic of)                                                                           | SURINM 7.7 11/06/30 REGS                                                    | CUSIP: 000000000<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |   2276000 | PA      | $2298760.00   | 0.05%             | 2030-11-06      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 5.625 08/15/30 144A                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    530000 | PA      | $527071.27    | 0.01%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                                                    | PALI 2021-RTL1 A1                                                           | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715694 | PA      | $715207.62    | 0.02%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2021-4                                                                | FCAT 2024-1 C                                                               | CUSIP: 33843VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5600000 | PA      | $5640104.96   | 0.12%             | 2030-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2                                                     | WLAKE 2024-2A B                                                             | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11590000 | PA      | $11661898.57  | 0.24%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-1                                                         | GCAR 2025-1A D                                                              | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4614000 | PA      | $4674780.68   | 0.10%             | 2030-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8494                                                                   | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43943692 | PA      | $44165137.87  | 0.93%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2004-D TRUST                                                             | BAFC 2004-D 5A1                                                             | CUSIP: 05946XNE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556915 | PA      | $550842.14    | 0.01%             | 2035-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2016-4                                                       | NRZT 2016-4A A1                                                             | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1605462 | PA      | $1538286.66   | 0.03%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF 5.7 05/23/28 144A                                                       | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   7110000 | PA      | $7279909.95   | 0.15%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 4.45 03/25/31                                                          | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1480140.62   | 0.03%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.25 11/09/32                                                          | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $6526086.12   | 0.14%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Madison Iaq LLC                                                                                  | Madison Air Term Loan B 275 2032-05-01                                      | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   4268165 | PA      | $4273841.92   | 0.09%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/36 144A                                                      | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1405000 | PA      | $642085.00    | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Phoenix Guarantor Inc                                                                            | PHOENIX GUARANTOR INC                                                       | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |   2868815 | PA      | $2867322.74   | 0.06%             | 2031-02-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2023-3A D                                                              | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3723000 | PA      | $3791809.98   | 0.08%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                                            | EHGVT 2023-A A                                                              | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4860929 | PA      | $4998063.79   | 0.10%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Truist Bank (North Carolina)                                                                     | TFC V4.632 09/17/29 BKNT                                                    | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6890347.25   | 0.14%             | 2029-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                             | CENT 2025-CITY A                                                            | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9871000 | PA      | $9941788.89   | 0.21%             | 2040-07-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORT TR 2025-CES1                                                                      | JPMMT 2025-CES1 A1                                                          | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-O            | CORP              | US        |   7099811 | PA      | $7129779.21   | 0.15%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT DEVELOPMENT LTD                                                         | POSWDL 7.875 02/19/40 REGS                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |   1334667 | PA      | $1327419.44   | 0.03%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5                                                                                   | STAR 2025-SFR5 A                                                            | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7025728 | PA      | $7025256.82   | 0.15%             | 2042-02-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BrightView Landscapes LLC                                                                        | BrightView Landscapes (fka Brickman) Term Loan B 200 2029-04-01             | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |   2910379 | PA      | $2898242.51   | 0.06%             | 2029-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VISIO 2021-1R TRUST                                                                              | VISIO 2021-1R A1                                                            | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3256307 | PA      | $3045962.99   | 0.06%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Sazerac Company, Inc.                                                                            | Sazerac Company Term Loan B 200 2032-07-01                                  | CUSIP: 80583EAP1<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |   2269312 | PA      | $2266158.16   | 0.05%             | 2032-07-09      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                                              | OBX 2023-NQM9 A1                                                            | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-O            | CORP              | US        |   2380374 | PA      | $2397901.60   | 0.05%             | 2063-10-25      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                                          | NMEF 2026-A B                                                               | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11780000 | PA      | $11663700.77  | 0.24%             | 2034-02-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                                 | Endeavor Term Loan B 300 2032-01-15                                         | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1965150 | PA      | $1955815.54   | 0.04%             | 2032-03-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B38 MORTGAGE TRUST                                                                | BMARK 2023-B38 A2                                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4235000 | PA      | $4281345.30   | 0.09%             | 2056-04-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR6 TRUST                                                             | PROG 2021-SFR6 D                                                            | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3719311.13   | 0.08%             | 2038-07-19      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MFA 2022-INV1 TRUST                                                                              | MFRA 2022-INV1 A1                                                           | CUSIP: 55284TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5813642 | PA      | $5744494.38   | 0.12%             | 2066-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 7.125 01/17/33 144A                                                  | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1256000 | PA      | $1314881.28   | 0.03%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.369 10/21/31 .                                                        | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1137410.47   | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 8.75 01/29/34 144A                                                     | CUSIP: 27927WAQ5<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1800000 | PA      | $1767150.00   | 0.04%             | 2034-01-29      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 4.25 04/15/31                                                           | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4618470.33   | 0.10%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS                                                                                | BX 2022-CLS A                                                               | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8937000 | PA      | $8969200.01   | 0.19%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2024-2                                                              | HGVT 2024-2A A                                                              | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4640250 | PA      | $4706719.07   | 0.10%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                                          | Belron Term Loan B 200 2031-10-01                                           | CUSIP: 08078UAQ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3382249 | PA      | $3378866.87   | 0.07%             | 2031-10-16      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.75 11/15/29 144A                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4805000 | PA      | $4915563.05   | 0.10%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 03/31/27                                                            | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46760000 | PA      | $46821737.70  | 0.98%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2021-1                                                             | SGR 2021-1 A1                                                               | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5866749 | PA      | $4937355.85   | 0.10%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                           | TRITOB 6.5 01/28/36 144A                                                    | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |   2737000 | PA      | $2709630.00   | 0.06%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                      | MFF 2023-1A A                                                               | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2949392 | PA      | $2955634.44   | 0.06%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-125 JA                                                             | CUSIP: 38381MVV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   9601232 | PA      | $9657335.26   | 0.20%             | 2050-11-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST 2026-1                                                          | SCLP 2026-1 C                                                               | CUSIP: 83408AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8685000 | PA      | $8623940.98   | 0.18%             | 2035-12-26      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.772 01/24/29 GMTN                                                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5919619.02   | 0.12%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-1 B1                                                             | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |   2245392 | PA      | $2277222.78   | 0.05%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                                       | DVA 4.625 06/01/30 144A                                                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4477000 | PA      | $4304703.55   | 0.09%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-1                                                                  | FFIN 2023-1A A                                                              | CUSIP: 35042AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1848103 | PA      | $1883290.52   | 0.04%             | 2043-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2022-1D                                                             | HGVT 2022-1D B                                                              | CUSIP: 43283BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976193 | PA      | $973084.94    | 0.02%             | 2034-06-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | DINO 5.75 01/15/31                                                          | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   6610000 | PA      | $6753736.83   | 0.14%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                    | MIDCAP 6.5 05/01/28                                                         | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6935000 | PA      | $6729613.73   | 0.14%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022- P2                                                          | CRVNA 2022-N1 D                                                             | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2568218 | PA      | $2548083.56   | 0.05%             | 2028-12-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LSB Industries Inc                                                                               | LXU 6.25 10/15/28 144A                                                      | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4795096.10   | 0.10%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HARDEE'S FUNDING LLC                                                                             | HNGRY 2024-1A A2                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    808500 | PA      | $825230.61    | 0.02%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS V7 03/10/55                                                             | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5781598.68   | 0.12%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-MH1                                                               | TPMT 2020-MH1 M1                                                            | CUSIP: 89178YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3525399 | PA      | $3376685.68   | 0.07%             | 2060-02-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2024-2                                                                  | FFIN 2024-2A A                                                              | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2432062 | PA      | $2421179.33   | 0.05%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Adani Ports And Special Economic Zone Ltd.                                                       | ADSEZ 4.375 07/03/29 144A                                                   | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    500000 | PA      | $477500.00    | 0.01%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2026-1 RECEIVABLES FUNDING LLC                                                  | SRFC 2026-1A B                                                              | CUSIP: 82652VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2790000 | PA      | $2780611.07   | 0.06%             | 2042-12-22      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.125 02/12/32 7Y                                                    | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   4099000 | PA      | $4105148.50   | 0.09%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM4 TRUST                                                                              | OBX 2025-NQM4 A1                                                            | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-O            | CORP              | US        |   7173654 | PA      | $7189061.23   | 0.15%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Dentsply Sirona Inc                                                                              | XRAY 3.25 06/01/30                                                          | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |  13108000 | PA      | $12072490.94  | 0.25%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SAFCO AUTO RECV TR 2024-1                                                                        | SAFCO 2024-1A C                                                             | CUSIP: 78637EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3784874.91   | 0.08%             | 2030-01-18      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                                            | LB 6.25 12/01/30 144A                                                       | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2546412.35   | 0.05%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                                             | Westinghouse Electric Co Term Loan B 275 2031-01-03                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |   3118687 | PA      | $3111856.64   | 0.07%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-Inv3                                                             | VERUS 2023-8 A1                                                             | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |   4730560 | PA      | $4753539.36   | 0.10%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH A                                                              | CUSIP: 30227TAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1550000.00   | 0.03%             | 2042-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A                                                                                | MOVIBZ 7.85 04/11/29 144A                                                   | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |   2126000 | PA      | $2063718.83   | 0.04%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| Poland (Republic of)                                                                             | POLAND 5.375 02/12/35 10Y                                                   | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1888000 | PA      | $1919152.00   | 0.04%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST 2026-1 LLC                                                              | OAKEF 2026-1A C                                                             | CUSIP: 67403GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2793772.23   | 0.06%             | 2033-10-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD V8.125 10/31/82                                                          | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7920000 | PA      | $8170794.72   | 0.17%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                 | CYH 5.25 05/15/30 144A                                                      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  10130000 | PA      | $9547346.10   | 0.20%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.9 01/25/30                                                         | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   6515000 | PA      | $6742356.69   | 0.14%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP F 04/23/27                                                              | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4370583.83   | 0.09%             | 2027-04-23      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                                     | Harbor Freight Term Loan B 250 2031-05-27                                   | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |   2394020 | PA      | $2366441.13   | 0.05%             | 2031-06-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1                                                      | DRMT 2022-1 A1                                                              | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4276913 | PA      | $3948931.53   | 0.08%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 TRUST                                                                              | MFRA 2021-INV1 A1                                                           | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214137 | PA      | $208483.92    | 0.00%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 6.65 03/15/31                                                        | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88769.69     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1                                                     | WLAKE 2023-1A C                                                             | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    701757 | PA      | $703767.50    | 0.01%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 5.662 02/23/38                                                       | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1644000 | PA      | $1577193.27   | 0.03%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| OASIS SECURITISATION 21-2A                                                                       | OASIS 2025-1A A                                                             | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5600000 | PA      | $5603990.56   | 0.12%             | 2039-08-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                                       | Select Medical Term Loan B 200 2031-11-11                                   | CUSIP: 816194AY0<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |   2390498 | PA      | $2372569.37   | 0.05%             | 2031-12-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Virtus ETF Trust II                                                                              | Virtus Newfleet Securitized Income ETF                                      | CUSIP: 92790A603<br>LEI: 549300OXQOLOW6OELM19 | Long             | EC               | RF                | US        |   1882229 | NS      | $45514179.45  | 0.96%             |  |  |  | No            |                  1 | On Loan: —       |
| SOTHEBY'S ARTFI MASTER TRUST                                                                     | ARTFI 2026-1A A1                                                            | CUSIP: 83589DAA4<br>LEI: 549300P5BAAMQQ7VL735 | Long             | ABS-O            | CORP              | US        |   6850000 | PA      | $6839340.72   | 0.14%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE IX LLC                                                                  | TCF 2025-1A A                                                               | CUSIP: 89679QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6061250 | PA      | $6051305.91   | 0.13%             | 2050-06-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 5.125 06/26/29 144A                                                  | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3560000 | PA      | $3610485.64   | 0.08%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST 2026-CES1                                                       | COOPR 2026-CES1 A1A                                                         | CUSIP: 21689GAA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |   4093296 | PA      | $4058982.25   | 0.09%             | 2061-01-01      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2024-1 C                                                               | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3241404 | PA      | $3250129.95   | 0.07%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                                 | AMCR 5.8 06/15/31                                                           | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $8048020.60   | 0.17%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Paragon Offshore Finance Company                                                                 | PGN L 07/18/22 1                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |      3651 | PA      | $0.00         | 0.00%             | 2027-07-19      | Floating      | 3.25%                 | No            |                  3 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                                         | PMTLT 2025-INV7 A7                                                          | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3993966 | PA      | $4031337.76   | 0.08%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1                                                                         | NYMT 2022-CP1 A1                                                            | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5356715 | PA      | $5032845.70   | 0.11%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2018-RP1                                                           | CMLTI 2018-RP1 A1                                                           | CUSIP: 17326QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1066731 | PA      | $1052865.21   | 0.02%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                                                             | LSELN 4.5 03/23/31 144A                                                     | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   9540000 | PA      | $9421067.11   | 0.20%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                                       | BAX 4.9 12/15/30                                                            | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   9410000 | PA      | $9288685.34   | 0.20%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V6.7 PERP I                                                             | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5155000 | PA      | $5238005.81   | 0.11%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                                              | ARIVO 2022-1A B                                                             | CUSIP: 04047EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600025 | PA      | $1600219.07   | 0.03%             | 2028-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| LUXCO EUR                                                                                        | LUXCO EUR                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |     46327 | NS      | $771077.71    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| RCKT MORTGAGE TRUST 2020-1                                                                       | RCKT 2020-1 A1                                                              | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2861672 | PA      | $2499914.96   | 0.05%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR3 TRUST                                                               | TCN 2024-SFR3 A                                                             | CUSIP: 89616YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4609016 | PA      | $4542942.16   | 0.10%             | 2041-08-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                        | AQFIT 2019-A A                                                              | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    851247 | PA      | $828867.53    | 0.02%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.7 02/16/32                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1932000 | PA      | $1890945.00   | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-3                                                                | FCAT 2024-3 C                                                               | CUSIP: 33843YAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5690000 | PA      | $5679705.65   | 0.12%             | 2030-09-16      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                                  | RAND PARENT LLC                                                             | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3825942 | PA      | $3816645.17   | 0.08%             | 2030-03-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD4224                                                                   | CUSIP: 31418RVS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907579 | PA      | $917240.05    | 0.02%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gran Tierra Energy Inc                                                                           | GTE 9.75 04/15/31 144A                                                      | CUSIP: 38500TAD3<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |   3103000 | PA      | $2711246.25   | 0.06%             | 2031-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                                                        | XIFR 7.25 01/15/29 144A                                                     | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2588352.49   | 0.05%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.875 06/22/30 12Y                                                     | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   7684000 | PA      | $7756998.00   | 0.16%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2024-3                                                         | GSAR 2024-3A B                                                              | CUSIP: 37989EAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1689732.76   | 0.04%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6.125 05/22/28 144A                                                  | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   6522000 | PA      | $6671875.56   | 0.14%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                                   | EPR 4.75 11/15/30                                                           | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   9665000 | PA      | $9432935.33   | 0.20%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2026-1                                                         | GCAR 2026-1A D                                                              | CUSIP: 36274AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7700000 | PA      | $7605289.23   | 0.16%             | 2031-12-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                                                      | RED SPV LLC                                                                 | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2809658 | PA      | $2802633.91   | 0.06%             | 2032-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                            | Playtika Term Loan B 275 2028-02-25                                         | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   3910194 | PA      | $3673939.89   | 0.08%             | 2028-03-13      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding XV LLC                                                                          | OSCAR 2023-1A A3                                                            | CUSIP: 68785CAC5<br>LEI: 353800KY84862IDYBM21 | Long             | ABS-O            | CORP              | JP        |   2416418 | PA      | $2427296.43   | 0.05%             | 2027-12-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIP FIN 2024-1 LLC                                                                  | CEFI 2024-1A A                                                              | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2161599 | PA      | $2174523.98   | 0.05%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2025-1                                                              | VEROS 2025-1 B                                                              | CUSIP: 92511BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4270000 | PA      | $4300095.39   | 0.09%             | 2029-07-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2                                                              | GSAR 2023-1A B                                                              | CUSIP: 36267FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4471562.04   | 0.09%             | 2029-03-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-1                                                                  | AOMT 2023-1 A1                                                              | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3121603 | PA      | $3112384.85   | 0.07%             | 2067-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.303 10/23/29                                                         | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $937343.91    | 0.02%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 4.375 03/05/30                                                       | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   8038000 | PA      | $7995800.50   | 0.17%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co. Inc.                                                                   | FDX 4.65 03/15/31 144A                                                      | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    865000 | PA      | $850178.23    | 0.02%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES1                                                                    | RCKT 2023-CES1 A1A                                                          | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6495982 | PA      | $6492099.72   | 0.14%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND I LLC                                                                         | EQS 2024-2M A                                                               | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5369568 | PA      | $5401832.89   | 0.11%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 8.45 08/10/28 144A                                                    | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |   1563000 | PA      | $1638993.06   | 0.03%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-A                                                                | CPS 2024-A C                                                                | CUSIP: 22411CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2352200 | PA      | $2363604.28   | 0.05%             | 2030-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                              | OBX 2024-NQM9 A1                                                            | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |   7135503 | PA      | $7187354.29   | 0.15%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.375 05/30/30 144A                                                    | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1765000 | PA      | $1784891.55   | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 7.375 05/14/30 144A                                                  | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   2643000 | PA      | $2647968.84   | 0.06%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.526 03/24/28 MTN                                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $6619933.92   | 0.14%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-6                                                                 | TPMT 2017-6 A2                                                              | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11151000 | PA      | $10729564.68  | 0.23%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                         | DTRGR 4.5 04/12/31 144A                                                     | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1284638.05   | 0.03%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.475 01/21/28                                                          | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10911000 | PA      | $10739983.93  | 0.23%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                                     | Univision Communications/Televisa Term Loan B (Incremental) 350 2029-01-01  | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   3597297 | PA      | $3559093.98   | 0.07%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 8 11/14/35                                                            | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    604000 | PA      | $632418.20    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica Del Rio Lempa                                                  | CELELS 8.65 01/24/33 144A                                                   | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |   1386000 | PA      | $1423768.50   | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 TRUST                                                                              | OBX 2024-HYB2 A1                                                            | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7215484 | PA      | $7181850.93   | 0.15%             | 2053-04-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.25 05/29/32                                                        | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   3426000 | PA      | $3432749.22   | 0.07%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LLP / Medline Co-Issuer Inc.                                                    | MEDIND 6.25 04/01/29 144A                                                   | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1620182.78   | 0.03%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021-1                                                                 | TPMT 2021-1 A2                                                              | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12970000 | PA      | $11122419.61  | 0.23%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                             | DELMFD L 08/02/28 4                                                         | CUSIP: 24521WAD1<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |   5061598 | PA      | $50615.98     | 0.00%             | 2028-08-02      | Floating      | 8.53%                 | No            |                  3 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST 2019-2                                                         | BHLD 2019-2 A1                                                              | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    458251 | PA      | $450531.33    | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-CES1                                                               | JPMMT 2026-CES1 A1A                                                         | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5822238 | PA      | $5775644.96   | 0.12%             | 2056-06-26      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| VCAT 2026-NPL2                                                                                   | VCAT 2026-NPL2 A1                                                           | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9477073 | PA      | $9434392.22   | 0.20%             | 2056-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2015-1                                                                  | JPMMT 2015-1 AM1                                                            | CUSIP: 46643UDJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442634 | PA      | $437055.77    | 0.01%             | 2044-12-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                        | PRXNA 3.061 07/13/31 144A                                                   | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   1826000 | PA      | $1631658.82   | 0.03%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2023-2 LLC                                                                              | DEXT 2023-2 B                                                               | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2830316.44   | 0.06%             | 2034-05-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2025-1                                                                | LADAR 2025-1A D                                                             | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3038829.00   | 0.06%             | 2032-05-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                               | BANORT V5.875 PERP 144a                                                     | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   6492000 | PA      | $6415134.72   | 0.13%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                                  | COLT 2023-3 A1                                                              | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-O            | CORP              | US        |   5131220 | PA      | $5160789.14   | 0.11%             | 2068-09-25      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                                        | RMIT 2024-2 A                                                               | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7290000 | PA      | $7317969.54   | 0.15%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2016-2                                                       | NRZT 2016-2A A1                                                             | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2352132 | PA      | $2280161.23   | 0.05%             | 2035-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2015-2                                                       | NRZT 2015-2A A1                                                             | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920092 | PA      | $1864881.01   | 0.04%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N3                                                           | CRVNA 2021-N3 D                                                             | CUSIP: 14687GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250443 | PA      | $1220979.48   | 0.03%             | 2028-06-12      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                                        | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 275 2031-03-15 | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   3655000 | PA      | $3658983.95   | 0.08%             | 2031-03-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1                                                       | NRZT 2018-1A A1A                                                            | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4487579 | PA      | $4376396.98   | 0.09%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                                             | NEFINA 8 04/15/30 144A                                                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6190000 | PA      | $6373141.73   | 0.13%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.75 10/01/30 144A                                                       | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  10310000 | PA      | $9374760.72   | 0.20%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LV TRUST 2024-SHOW                                                                               | Fashion Show Mall LLC                                                       | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10220000 | PA      | $10281388.47  | 0.22%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                                             | Charter Communications Operating Term Loan B-5 225 2031-11-14               | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   3235648 | PA      | $3233836.47   | 0.07%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management LLC                                                         | Iron Mountain Term Loan B (Incremental) 225 2030-11-29                      | CUSIP: 46284NAV1<br>LEI: 5493009M0X1LQXGBWV02 | Long             | LON              | CORP              | US        |   2802692 | PA      | $2781671.45   | 0.06%             | 2031-01-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP/DRAWBRIDGE SPECIAL OPPORTUNITIES FINANCE CORP           | DRAWBR 5.95 09/17/30 144A                                                   | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7450000 | PA      | $6995582.85   | 0.15%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V4.493 09/11/31                                                         | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   9635000 | PA      | $9460267.16   | 0.20%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                                               | GSCRED 5.05 02/23/28 144A                                                   | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $6011847.77   | 0.13%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 7.25 07/01/33 144A                                                       | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    710000 | PA      | $735627.05    | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                            | PETMK 3.5 04/21/30 144A                                                     | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   4532000 | PA      | $4374490.34   | 0.09%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 4.875 02/12/30 5Y                                                    | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   4266000 | PA      | $4355586.00   | 0.09%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3                                                       | STAR 2021-3 A1                                                              | CUSIP: 85573JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6377332 | PA      | $5543134.01   | 0.12%             | 2056-06-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2014-1 2A12                                                           | CUSIP: 46641CBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495162 | PA      | $468772.80    | 0.01%             | 2044-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2021-C                                                                    | OPTN 2021-C A                                                               | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3779202 | PA      | $3728205.13   | 0.08%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 5.95 01/28/31                                                         | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  10269000 | PA      | $9821785.05   | 0.21%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C                                                                     | FABUH V6.32 04/04/34                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |   1267000 | PA      | $1281823.90   | 0.03%             | 2034-04-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                                  | MVWOT 2021-1WA B                                                            | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    578830 | PA      | $559563.20    | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2022-1                                                         | GCAR 2022-2A D                                                              | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2701931 | PA      | $2717317.99   | 0.06%             | 2028-04-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 9.29 04/15/29 144A                                                     | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4953723.32   | 0.10%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO V3.75 09/15/51 21-A                                                      | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  13578000 | PA      | $13442883.96  | 0.28%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.634 01/19/30 144A                                                 | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6240000 | PA      | $6379649.33   | 0.13%             | 2030-01-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                                 | CSGP 2.8 07/15/30 144A                                                      | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |  10019000 | PA      | $9060072.79   | 0.19%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Ltd.                                                                    | ADANEM 3.949 02/12/30 REGS                                                  | CUSIP: 000000000<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |   1000000 | PA      | $913500.00    | 0.02%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 808018                                                                   | CUSIP: 31406EVK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53458 | PA      | $54074.20     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                                   | CRL 4.25 05/01/28 144A                                                      | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1588392.81   | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V6.208 08/21/29                                                        | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4066682.21   | 0.09%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                                 | CRS 5.625 03/01/34 144A                                                     | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217973.57    | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES2 A1A                                                         | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5745489 | PA      | $5763246.43   | 0.12%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-1                                                             | LBZZ 2024-1A A2                                                             | CUSIP: 525935AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1181729 | PA      | $1187116.59   | 0.02%             | 2029-08-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 11.75 01/31/29 144A                                                  | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $3528947.60   | 0.07%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                            | MFIT 2025-AA A                                                              | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11590000 | PA      | $11676248.14  | 0.25%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust 2026-1                                                                     | SPIRE 2026-1 A1                                                             | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9977000 | PA      | $9907897.42   | 0.21%             | 2066-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2021-A                                                                    | TLEVS 2025-A A2                                                             | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4230574 | PA      | $4229937.16   | 0.09%             | 2028-06-20      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                                    | RCKT 2024-CES3 A1A                                                          | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10982625 | PA      | $11087426.34  | 0.23%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                                  | OCTL 2024-3A C                                                              | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5047433.00   | 0.11%             | 2031-10-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-N1                                                           | CRVNA 2023-N1 C                                                             | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2188331 | PA      | $2195758.52   | 0.05%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 5.5 02/22/29 144A                                                    | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   2312000 | PA      | $2288880.00   | 0.05%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust 2018-2                                                              | UPST 2025-2 A2                                                              | CUSIP: 91679EAB4<br>LEI: 549300MM4LHW6AKJUZ51 | Long             | ABS-O            | CORP              | US        |   5417362 | PA      | $5433029.85   | 0.11%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.875 01/30/29 144A                                                  | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   7363000 | PA      | $7401140.34   | 0.16%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust 2019-1                                            | FCRT 2023-2 A2                                                              | CUSIP: 35104AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273524 | PA      | $273871.70    | 0.01%             | 2028-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 1.75 06/23/32 138                                                      | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        | 433730000 | PA      | $17268370.85  | 0.36%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-1                                                             | MCMLT 2019-1 M2                                                             | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12130657 | PA      | $11247332.59  | 0.24%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V4.503 09/11/31                                                           | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3979251.97   | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                          | SON 4.6 09/01/29                                                            | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   9080000 | PA      | $9053709.40   | 0.19%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                                 | AmWINS Group Term Loan B 200 2032-01-01                                     | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2340000 | PA      | $2322028.80   | 0.05%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                                  | ALLO 2025-1A A2                                                             | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8050000 | PA      | $8078375.45   | 0.17%             | 2055-04-20      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.15 04/23/31                                                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4729449.53   | 0.10%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 4.125 04/30/28 144a                                                     | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   6085000 | PA      | $5904600.80   | 0.12%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2025-1                                                             | LBZZ 2025-1A A2                                                             | CUSIP: 525938AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4314148 | PA      | $4324115.98   | 0.09%             | 2030-10-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AD3841                                                                   | CUSIP: 31418RHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703609 | PA      | $696335.58    | 0.01%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding PLC                                                                  | WESODA 9.5 10/06/28 144A                                                    | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |   1061000 | PA      | $1055695.00   | 0.02%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLP                                                                    | Freeport LNG Investments Term Loan B 325 2033-01-18                         | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |   2475000 | PA      | $2472945.75   | 0.05%             | 2033-02-11      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                                                           | CACI International Term Loan B (Incremental) 175 2033-02-18                 | CUSIP: 12718FAQ7<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |   1235000 | PA      | $1233456.25   | 0.03%             | 2033-02-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Acm Auto Trust 2025-3                                                                            | ACMAT 2025-3A A                                                             | CUSIP: 00161UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2511811 | PA      | $2509386.06   | 0.05%             | 2030-01-20      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                              | CLYDESDALE ACQUISITION HOLDINGS INC                                         | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   3387532 | PA      | $3155486.48   | 0.07%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                                      | Caesars Entertainment Inc Term Loan B 225 2030-02-01                        | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   2717550 | PA      | $2636023.50   | 0.06%             | 2030-02-06      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 4.375 01/23/31                                                       | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2473000 | PA      | $2469290.50   | 0.05%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                              | TPMT 2024-CES1 A1A                                                          | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2617099 | PA      | $2621416.99   | 0.06%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                                                              | Altafiber (Cincinnati Bell) Term Loan B-4 225 2028-12-07                    | CUSIP: 17187MAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3752331 | PA      | $3741599.44   | 0.08%             | 2028-11-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 5 07/31/40 REGS                                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    814000 | PA      | $634106.00    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 7.875 02/26/34 144A                                                  | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   2199000 | PA      | $1998011.40   | 0.04%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                                   | EFMT 2025-NQM2 A1                                                           | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-O            | CORP              | US        |   7425749 | PA      | $7454716.16   | 0.16%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 5.25 08/10/29 144A                                                   | CUSIP: 401494AV1<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1127000 | PA      | $1122492.00   | 0.02%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| OCTANE RECEIVABLES TRUST 2023-3                                                                  | OCTL 2023-3A C                                                              | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4818000 | PA      | $4904457.56   | 0.10%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B V                                                                  | BRASKM 4.5 01/10/28 144A                                                    | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   4104000 | PA      | $1953504.00   | 0.04%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2026-1                                                              | VEROS 2026-1 C                                                              | CUSIP: 92511CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5008190.00   | 0.11%             | 2031-07-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                               | NXST 5.625 07/15/27 144A                                                    | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   9365000 | PA      | $9360546.01   | 0.20%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V3.591 07/22/28                                                          | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1709663.66   | 0.04%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2021-1A D                                                             | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   9583333 | PA      | $9539985.04   | 0.20%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2024-4 C                                                               | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8335000 | PA      | $8356405.95   | 0.18%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GCAT 2023-NQM2 TRUST                                                                             | GCAT 2023-NQM2 A1                                                           | CUSIP: 36169DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7887025 | PA      | $7859525.10   | 0.17%             | 2067-11-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM3                                                           | IMPRL 2022-NQM3 A1                                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7562427 | PA      | $7536794.49   | 0.16%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                                      | UPXHI 2025-1 A                                                              | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3468007 | PA      | $3453610.32   | 0.07%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Resideo Funding Inc                                                                              | Resideo Technologies Term Loan B (Incremental) 200 2032-07-28               | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   2820825 | PA      | $2810246.91   | 0.06%             | 2032-08-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.875 04/20/32 10Y                                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   4048000 | PA      | $4045470.00   | 0.08%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                                   | Opella (Sanofi consumer healthcare) Term Loan B 300 2032-04-01              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3773357 | PA      | $3769432.41   | 0.08%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Melco Resorts Finance Limited                                                                    | MPEL 5.375 12/04/29 144A                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |   1779000 | PA      | $1705616.25   | 0.04%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AE4799                                                                   | CUSIP: 31419FKM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9646 | PA      | $9309.89      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Triton Water Holdings Inc                                                                        | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 225 2028-03-01 | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   3883294 | PA      | $3884613.83   | 0.08%             | 2028-03-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 5.375 03/01/31                                                          | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293795.01    | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2022-2                                                              | HGVT 2022-2A C                                                              | CUSIP: 43283GAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    311151 | PA      | $312039.82    | 0.01%             | 2037-01-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                              | IAGLN 2.9 03/15/35 144A                                                     | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |   7895514 | PA      | $7241491.13   | 0.15%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                                             | Amentum (AECOM management business) Term Loan B 225 2031-07-22              | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   3582252 | PA      | $3579278.81   | 0.08%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 6.5 05/15/32                                                            | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3526912.85   | 0.07%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 890710                                                                   | CUSIP: 31410LR79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1236617 | PA      | $1209770.46   | 0.03%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 4.875 02/15/30 144A                                                     | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   6670000 | PA      | $6528839.79   | 0.14%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                                  | COLT 2022-3 A1                                                              | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9883067 | PA      | $9668868.41   | 0.20%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST 2025-1                                                                            | ACMAT 2025-1A A                                                             | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634476 | PA      | $634424.70    | 0.01%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 800267                                                                   | CUSIP: 31405VCC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9482 | PA      | $9621.54      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.875 07/18/33 144A                                                     | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   4722000 | PA      | $4662408.36   | 0.10%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2017-1                                                              | MST 2017-1A M1                                                              | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7930000 | PA      | $7188047.79   | 0.15%             | 2055-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-RVM1                                                               | OCTL 2025-RVM1 A                                                            | CUSIP: 67571HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4724360 | PA      | $4704299.11   | 0.10%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                                    | RCKT 2024-CES1 A1A                                                          | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3839128 | PA      | $3854989.00   | 0.08%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST 2025-2                                                                            | ACMAT 2025-2A A                                                             | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3132228 | PA      | $3136337.97   | 0.07%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CQP Holdco LP                                                                                    | CQP Holdco Term Loan B 175 2032-12-01                                       | CUSIP: 12657QAF0<br>LEI: 549300LPL012JY5D4B69 | Long             | LON              | CORP              | US        |   3275000 | PA      | $3256594.50   | 0.07%             | 2032-12-31      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM2 TRUST                                                                              | MFRA 2022-NQM2 A1                                                           | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2831728 | PA      | $2775061.52   | 0.06%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LTD SARL                                                                      | PNSTTA 6.625 06/17/31 REGS                                                  | CUSIP: 000000000<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | LU        |   3762771 | PA      | $3649888.11   | 0.08%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                                                     | WLAKE 2025-2A C                                                             | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12870000 | PA      | $12917516.04  | 0.27%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                                                 | Lummus Technology Term Loan B 250 2029-12-01                                | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   2655590 | PA      | $2632353.52   | 0.06%             | 2029-12-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Indeck Niles, LLC                                                                                | INDECK NILES LLC                                                            | CUSIP: 000000000<br>LEI: 5493003HISDK37Z6Q008 | Long             | LON              | CORP              | US        |   1555000 | PA      | $1553056.25   | 0.03%             | 2033-03-09      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V2.311 11/16/27                                                          | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1750797.27   | 0.04%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                                            | DIRECTV Term Loan B 525 2029-08-01                                          | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3321701 | PA      | $3326384.75   | 0.07%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP F 07/26/28                                                              | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    897000 | PA      | $898641.51    | 0.02%             | 2028-07-26      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 PERP G                                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3664170.00   | 0.08%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 2023 Ltd.                                                             | CKHH 4.75 04/21/28 144A                                                     | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   1555000 | PA      | $1567440.00   | 0.03%             | 2028-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HTA Group Limited (Mauritius)                                                                    | HLSTWR 7.5 06/04/29 144A                                                    | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |   1729000 | PA      | $1750612.50   | 0.04%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.5 05/01/33 144A                                                    | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    450000 | PA      | $494641.80    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Astoria Energy LLC                                                                               | Astoria Energy Term Loan B 275 2032-06-03                                   | CUSIP: 04626LAJ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2473255 | PA      | $2473650.50   | 0.05%             | 2032-06-23      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                                     | Acrisure Term Loan B 300 2030-11-01                                         | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |   2621934 | PA      | $2536065.19   | 0.05%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                                          | NXST 6.5 09/15/33 144A                                                      | CUSIP: 65346UAB5<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2000123.72   | 0.04%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2014-5 B1                                                             | CUSIP: 46643KBQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1881950 | PA      | $1820439.55   | 0.04%             | 2029-10-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | SNLN 2.032 10/14/30                                                         | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |  10625000 | PA      | $9455990.43   | 0.20%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP                                                                              | Hilcorp Energy Term Loan B 200 2030-01-26                                   | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   1569150 | PA      | $1567188.56   | 0.03%             | 2030-02-11      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4 02/01/32 REGS                                                      | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   6376960 | PA      | $4591411.20   | 0.10%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Senegal (Republic of)                                                                            | SENEGL 7.75 06/10/31 7Y                                                     | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |   1317000 | PA      | $758592.00    | 0.02%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 4.75 05/09/27                                                          | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    707000 | PA      | $703465.00    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM F 02/24/28 .                                                            | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13015000 | PA      | $13086087.28  | 0.27%             | 2028-02-24      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1                                                     | WLAKE 2026-1A C                                                             | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10505000 | PA      | $10424994.97  | 0.22%             | 2031-06-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 5.625 11/29/26 144A                                                     | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    786000 | PA      | $780183.60    | 0.02%             | 2026-11-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.75 07/09/30                                                        | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |  14587920 | PA      | $12224676.96  | 0.26%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                 | GMABDC 6.25 12/15/32 144A                                                   | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    350000 | PA      | $358831.20    | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 3.625 09/01/30 144A                                                    | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  10189000 | PA      | $9630622.73   | 0.20%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                          | OMFIT 2025-1A B                                                             | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710000 | PA      | $2717714.02   | 0.06%             | 2038-07-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 6.75 09/20/29 144A                                                   | CUSIP: 05674RAJ3<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   4350000 | PA      | $4273875.00   | 0.09%             | 2029-09-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2024-2 LLC                                                               | BJETS 2024-2A A                                                             | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2285724 | PA      | $2279660.10   | 0.05%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.625 01/19/29                                                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3727000 | PA      | $3933289.45   | 0.08%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2021-1A A                                                             | CUSIP: 05377REH3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1558333 | PA      | $1548578.94   | 0.03%             | 2027-08-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E                                                 | NAVSL 2021-EA A                                                             | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2468080 | PA      | $2208594.43   | 0.05%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B A1                                                             | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10834282 | PA      | $10484079.19  | 0.22%             | 2062-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 2.632 04/15/31 0220                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  76710000 | PA      | $18235723.24  | 0.38%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HINNT 2025-B LLC                                                                                 | HINTT 2025-B B                                                              | CUSIP: 433401AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3043433 | PA      | $3028870.27   | 0.06%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                        | HASI 6.15 01/15/31                                                          | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4320666.11   | 0.09%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD                                                                    | MFCC 2024-2A A                                                              | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9530000 | PA      | $9545594.89   | 0.20%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                              | HWIRE 2023-1A A2                                                            | CUSIP: 44148HAA1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5532915.85   | 0.12%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.055 04/25/28                                                        | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2550648.18   | 0.05%             | 2028-04-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V4.623 01/28/32                                                        | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4631405.38   | 0.10%             | 2032-01-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 254549                                                                   | CUSIP: 31371KWJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4609 | PA      | $4739.42      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM2                                                                     | ADMT 2025-NQM2 A1                                                           | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-O            | CORP              | US        |   6963548 | PA      | $7002924.69   | 0.15%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V1.578 04/22/27                                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4812233.44   | 0.10%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Constellation Oil Services Holding SA                                                            | COSHSA 9.375 11/07/29 144A                                                  | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |   2166000 | PA      | $2244300.90   | 0.05%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| Bridgecrest Lending Auto Securitization Trust 2025-1                                             | BLAST 2025-1 C                                                              | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9650000 | PA      | $9703593.21   | 0.20%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                      | VTRS 2.3 06/22/27 144A                                                      | CUSIP: 91533BAC4<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |       330 | PA      | $319.99       | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                             | DEL MONTE FOODS CORP II INC                                                 | CUSIP: 24521WAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1113782 | PA      | $868750.19    | 0.02%             | 2026-04-02      | Floating      | 13.28%                | No            |                  3 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                       | USAC 7.125 03/15/29 144A                                                    | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2900704.44   | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MFA TRUST 2022-INV2                                                                              | MFRA 2022-INV2 A1                                                           | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2178836 | PA      | $2172793.31   | 0.05%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                                               | TKO Group Holdings (UFC) Term Loan B 200 2031-11-01                         | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   3486578 | PA      | $3482115.31   | 0.07%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                               | BX 2025-ROIC C                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    976016 | PA      | $967500.02    | 0.02%             | 2030-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/35 REGS                                                      | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    782000 | PA      | $685814.00    | 0.01%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-2                                                        | EFMT 2019-2 A3                                                              | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    487682 | PA      | $475298.60    | 0.01%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-3                                                                  | JPMMT 2017-3 2A2                                                            | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1149816 | PA      | $1005048.54   | 0.02%             | 2047-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES1 A1A                                                         | CUSIP: 12596SAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5151916 | PA      | $5179689.78   | 0.11%             | 2060-05-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 4 07/01/29 144A                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  11502000 | PA      | $11129076.87  | 0.23%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                              | BPL 6.75 02/01/30 144A                                                      | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2445866.07   | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OBX 2018-1 Trust                                                                                 | OBX 2018-1 A2                                                               | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1116891 | PA      | $1104602.93   | 0.02%             | 2057-06-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL V7.95 10/15/54 144A                                                  | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1925723.80   | 0.04%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V5.272 01/15/31                                                        | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    805000 | PA      | $817200.15    | 0.02%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH FKA Igloo Holdings Corp                                                          | Minimax Viking Term Loan B 225 2032-02-09                                   | CUSIP: 55404TAF9<br>LEI: 549300Z5C6IXF1KV0Z78 | Long             | LON              | CORP              | US        |   1156284 | PA      | $1156284.32   | 0.02%             | 2032-03-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST 2023-1                                                           | VCU 2023-1A A4                                                              | CUSIP: 92347BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9585000 | PA      | $9653385.14   | 0.20%             | 2028-12-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2024-1                                                                   | PWRP 2024-1A A                                                              | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3081158 | PA      | $3140515.89   | 0.07%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2024-NQM6                                                                     | ADMT 2024-NQM6 A1                                                           | CUSIP: 00249YAC0<br>LEI: 984500ZC5CFCDPFA8942 | Long             | ABS-O            | CORP              | US        |  10563628 | PA      | $10604098.09  | 0.22%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                         | SNAP 6.875 03/15/34 144A                                                    | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2088062.74   | 0.04%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-XL5 A                                                               | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5498515 | PA      | $5504813.67   | 0.12%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                                                                  | Eagle Broadband Investments LLC                                             | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   4289457 | PA      | $4079445.53   | 0.09%             | 2027-11-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2024-C                                                                | CPS 2024-C C                                                                | CUSIP: 223920AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6810000 | PA      | $6873964.97   | 0.14%             | 2030-10-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| UPGRADE RECEIVABLES TRUST 2024-1                                                                 | UPGR 2024-1A B                                                              | CUSIP: 91533NAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3887240 | PA      | $3892232.01   | 0.08%             | 2031-02-18      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AC6992                                                                   | CUSIP: 31417TXW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    693403 | PA      | $700785.96    | 0.01%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS F 10/21/29                                                               | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001001.34   | 0.04%             | 2029-10-21      | Floating      | 4.55%                 | No            |                  2 | On Loan: —       |
| VERUS SECURITIZATION TRUST 2025-11                                                               | VERUS 2025-11 A1                                                            | CUSIP: 924935AC3<br>LEI: 213800H1O4C5SRNN4B66 | Long             | ABS-O            | CORP              | US        |   8399648 | PA      | $8359745.88   | 0.18%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ETHIOPIA, REPUBLIC OF                                                                            | ETHOPI 6.625 12/11/24 144A                                                  | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    890000 | PA      | $907800.00    | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 TR                                                                                 | OBX 2025-NQM6 A1                                                            | CUSIP: 67448UAA0<br>LEI: 254900W46UQEWQMYYZ02 | Long             | ABS-O            | CORP              | US        |   6720704 | PA      | $6754085.84   | 0.14%             | 2065-03-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2024-5A B                                                              | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3456501 | PA      | $3460364.45   | 0.07%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                            | PRMWCN 6.25 04/01/29 144A                                                   | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   4820000 | PA      | $4827813.22   | 0.10%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.875 04/15/32 144A                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7035000 | PA      | $7280854.75   | 0.15%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ACM AUTO TRUST 2024-2                                                                            | ACMAT 2024-2A A                                                             | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41997 | PA      | $42007.88     | 0.00%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                                       | Genmab A/S Term Loan B 300 2032-11-05                                       | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | US        |    810000 | PA      | $812276.10    | 0.02%             | 2032-12-10      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL MORTGAGE LOAN TRUST 2020-1                                                           | RMLT 2020-1 A1                                                              | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44569 | PA      | $44418.88     | 0.00%             | 2060-01-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 7 12/01/18                                                             | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   1584000 | PA      | $602712.00    | 0.01%             | 2018-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2020-4 TRUST                                              | WFMBS 2020-4 A1                                                             | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970647 | PA      | $1723635.47   | 0.04%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.46.V1                                                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $2232222.98   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST                                                                   | FKH 2021-SFR1 D                                                             | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8165000 | PA      | $8071845.52   | 0.17%             | 2038-08-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2017-2                                                       | NRZT 2017-2A A3                                                             | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6341222 | PA      | $6146223.56   | 0.13%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                        | SOBOCN 5.026 10/01/29                                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   8560000 | PA      | $8615151.57   | 0.18%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SEASONED MORTGAGE TRUST 2024-1                                                         | JPSMT 2024-1 A4                                                             | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6646966 | PA      | $6498916.50   | 0.14%             | 2063-01-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2019 Llc                                                                    | TRL 2019-1A A                                                               | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12020803 | PA      | $12014617.91  | 0.25%             | 2049-04-17      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Gates Corporation                                                                                | Gates Industrial (Gates Global) Term Loan B 225 2031-05-19                  | CUSIP: 36740UAY8<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   3924532 | PA      | $3917271.66   | 0.08%             | 2031-06-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 5.375 02/08/35                                                         | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1359000 | PA      | $1355602.50   | 0.03%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4 02/01/32 144A                                                      | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1932000 | PA      | $1391040.00   | 0.03%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| VFI ABS 2025-1 LLC                                                                               | VFI 2025-1A A                                                               | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250028 | PA      | $3260167.06   | 0.07%             | 2030-06-24      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 3.875 03/17/28                                                       | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   2874000 | PA      | $2825142.00   | 0.06%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6 10/20/33                                                           | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   7797000 | PA      | $7802847.75   | 0.16%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji AS                                                                    | LIMYEN 9.625 08/12/30 144A                                                  | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    900000 | PA      | $870750.00    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| UPGRADE AUTO RECEIVABLES TRUST 2025-1                                                            | UPGA 2025-1A B                                                              | CUSIP: 91531AAE4<br>LEI: 254900GMCGPEMKJRNA46 | Long             | ABS-O            | CORP              | US        |   6431000 | PA      | $6357752.20   | 0.13%             | 2032-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2023-1                                                              | VEROS 2023-1 B                                                              | CUSIP: 924933AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1775381 | PA      | $1778192.34   | 0.04%             | 2028-11-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 05/31/27                                                            | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75435000 | PA      | $75485093.37  | 1.58%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces8                                                                    | RCKT 2024-CES8 A1A                                                          | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2578314 | PA      | $2588181.82   | 0.05%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5139                                                                   | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29785721 | PA      | $30437359.72  | 0.64%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V7.161 10/30/29 MTN                                                     | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4718981.54   | 0.10%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-3                                                                  | AOMT 2021-3 A2                                                              | CUSIP: 03465EAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295077 | PA      | $1132337.21   | 0.02%             | 2066-05-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4785                                                                   | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8883550 | PA      | $8808529.83   | 0.18%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   9736000 | PA      | $9760340.00   | 0.20%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 2023-2                                                           | PART 2023-2A B                                                              | CUSIP: 74113VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727219 | PA      | $727685.59    | 0.02%             | 2027-12-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 7 05/01/31 144A                                                        | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4572079.80   | 0.10%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2025-1                                                              | VEROS 2025-1 C                                                              | CUSIP: 92511BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5435000 | PA      | $5491722.92   | 0.12%             | 2029-12-17      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2024-3                                                         | GCAR 2024-3A C                                                              | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5754024.03   | 0.12%             | 2031-02-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                                    | TransDigm Term Loan J 250 2031-02-01                                        | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3152967 | PA      | $3152619.68   | 0.07%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2024-Ces9                                                                    | RCKT 2024-CES9 A1A                                                          | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5434727 | PA      | $5456261.69   | 0.11%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FHF TRUST 2023-1                                                                                 | FHF 2023-1A A2                                                              | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    276257 | PA      | $277213.11    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.875 01/12/36 144A                                                     | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   3286000 | PA      | $3184955.50   | 0.07%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                                  | SBGI 8.125 02/15/33 144A                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $5077742.18   | 0.11%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                                        | SR V6.25 06/01/56                                                           | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5992417.06   | 0.13%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2024-CES1 A1A                                                         | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5117871 | PA      | $5140982.79   | 0.11%             | 2054-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | Medline Industries Term Loan B (Incremental) 200 2030-10-01                 | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   3233638 | PA      | $3237163.02   | 0.07%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle Acquireco, Inc.                                                                        | Electronic Arts Term Loan B 350 2033-03-14                                  | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |   2730000 | PA      | $2712937.50   | 0.06%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.6 02/15/38 144A                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2744370 | PA      | $2452781.05   | 0.05%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2021-SFR1                                                                     | TCN 2021-SFR1 B                                                             | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8815000 | PA      | $8746875.92   | 0.18%             | 2038-07-19      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.551 02/04/28 MTN                                                     | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3668217.07   | 0.08%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MOMNT TECHNOLOGIES TRUST 2023-1                                                                  | MMNT 2023-1A A                                                              | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    729266 | PA      | $730442.05    | 0.02%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                                                   | Truist Insurance Holdings Term Loan B 275 2031-05-01                        | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2895000 | PA      | $2850677.55   | 0.06%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Frontdoor Inc                                                                                    | frontdoor Term Loan B 225 2031-12-04                                        | CUSIP: 35905CAK1<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | LON              | CORP              | US        |   2468750 | PA      | $2470305.31   | 0.05%             | 2031-12-17      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TR 2021-1                                                                     | FFIN 2021-1A A                                                              | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   3806006 | PA      | $3630766.36   | 0.08%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2025-1 C                                                               | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13835000 | PA      | $13909476.57  | 0.29%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-1                                                             | MCMLT 2017-1 M2                                                             | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1289954 | PA      | $1280017.64   | 0.03%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AO5149                                                                   | CUSIP: 3138LVWK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23127 | PA      | $22953.97     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM2                                                               | JPMMT 2025-NQM2 A1                                                          | CUSIP: 46590SAC1<br>LEI: 529900LIO4UMWFLNQ670 | Long             | ABS-O            | CORP              | US        |   7436531 | PA      | $7465883.92   | 0.16%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM3                                                                     | ADMT 2023-NQM3 A1                                                           | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9420317 | PA      | $9452340.47   | 0.20%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.85 04/01/33 144A                                                     | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    720000 | PA      | $689666.40    | 0.01%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                                   | ATWALD 4.625 11/15/28                                                       | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4599328.75   | 0.10%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2026-1                                                     | ODART 2026-1A A                                                             | CUSIP: 682940AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8950000 | PA      | $8881780.42   | 0.19%             | 2033-12-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2016-4                                                                 | TPMT 2016-4 B1                                                              | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8095000 | PA      | $7864694.82   | 0.17%             | 2056-07-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL2                                                                                   | PRET 2026-NPL2 A1                                                           | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2804462 | PA      | $2782389.62   | 0.06%             | 2056-02-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 4.375 07/15/30 144A                                                  | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   5040000 | PA      | $4750527.10   | 0.10%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 4.625 05/01/30 144A                                                     | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   5070000 | PA      | $4879210.88   | 0.10%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                         | OBX 2026-NQM5 Trust                                                         | CUSIP: 67124DAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10500000 | PA      | $10499959.05  | 0.22%             | 2066-01-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017-RPL1                                                                             | CSMC 2017-RPL1 A1                                                           | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6596581 | PA      | $6465371.53   | 0.14%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 6.375 09/01/29 144A                                                    | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1589864.37   | 0.03%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.35 03/15/33 144A                                                   | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    613634 | PA      | $510389.91    | 0.01%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                                           | BXC 6 11/15/29 144A                                                         | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |   6511000 | PA      | $6314993.51   | 0.13%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 806318                                                                   | CUSIP: 31406CYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88869 | PA      | $90837.00     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 9.25 04/17/30 REGS                                                   | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   2158000 | PA      | $2247557.00   | 0.05%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2023-D                                                                | CPS 2023-D C                                                                | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2900042 | PA      | $2924789.41   | 0.06%             | 2030-01-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V4.625 PERP F                                                            | CUSIP: 064058AF7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   9470000 | PA      | $9430637.95   | 0.20%             | N/A             | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 3.15 01/14/30 144A                                                     | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   5969000 | PA      | $5596653.78   | 0.12%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                                            | FLS 3.5 10/01/30                                                            | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   8885000 | PA      | $8358019.90   | 0.18%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.5 03/31/31 144A                                                       | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519052.80    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8350                                                                   | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7163781 | PA      | $7335229.92   | 0.15%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-6                                                                 | TPMT 2018-6 A1A                                                             | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347684 | PA      | $346192.42    | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2025-1                                                                   | PWRP 2025-1A A                                                              | CUSIP: 73940MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3221655 | PA      | $3212824.49   | 0.07%             | 2041-11-18      | Fixed         | 5.23%                 | 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        |   2810973 | PA      | $2795906.39   | 0.06%             | 2030-10-13      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance 2025-1 LLC                                                           | WEF 2025-1A A2                                                              | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3795000 | PA      | $3790784.13   | 0.08%             | 2033-09-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                              | VNT 2.4 04/01/28                                                            | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   8630000 | PA      | $8271867.17   | 0.17%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1                                                   | PLNT 2024-1A A2I                                                            | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   9922890 | PA      | $9986389.55   | 0.21%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2021-B                                                                  | BHG 2021-B B                                                                | CUSIP: 08862BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1940458 | PA      | $1929507.41   | 0.04%             | 2034-10-17      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Sodexo Inc                                                                                       | SWFP 5.15 08/15/30 144A                                                     | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   6795000 | PA      | $6887332.77   | 0.14%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                                         | ALL V0 08/15/53 B                                                           | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   5111000 | PA      | $5109595.50   | 0.11%             | 2053-08-15      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                                                       | DAEAVI L 10/31/31 19                                                        | CUSIP: 26812CAP1<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |    948436 | PA      | $948008.95    | 0.02%             | 2031-10-31      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V4.875 PERP                                                            | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   9800000 | PA      | $9674697.20   | 0.20%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES                           | GN 563381                                                                   | CUSIP: 36213S2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1907 | PA      | $1951.71      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                     | AMXCA 2025-5 A                                                              | CUSIP: 02582JKT6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |  13575000 | PA      | $13714608.02  | 0.29%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES V7.6 01/15/55                                                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4042066.26   | 0.08%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.075 04/01/36 144A                                                  | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1548000 | PA      | $1572902.83   | 0.03%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                                 | TEVA 3.15 10/01/26                                                          | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2132000 | PA      | $2111383.56   | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AI2472                                                                   | CUSIP: 3138AFXA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622015 | PA      | $615582.56    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JSC National Company KazMunayGas                                                                 | KZOKZ 5.375 04/24/30 144A                                                   | CUSIP: 48667QAQ8<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |   2505000 | PA      | $2522034.00   | 0.05%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance Us Inc                                                                        | STLA 5.75 03/18/30 144A                                                     | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6787874.46   | 0.14%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 3.875 04/01/29 144A                                                  | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2311994.70   | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 7.6003 03/01/29 144A                                                  | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   5032000 | PA      | $5132816.12   | 0.11%             | 2029-03-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.1 01/15/30 144A                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   2609842 | PA      | $2407579.06   | 0.05%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2021-1                                                                    | LFT 2021-1A A                                                               | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10385000 | PA      | $10168438.48  | 0.21%             | 2031-11-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2                                                           | CRVNA 2021-N2 C                                                             | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    471105 | PA      | $462617.66    | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-3                                                                   | VERUS 2024-3 A1                                                             | CUSIP: 92540MAA3<br>LEI: 2138005NRONUFED1TZ38 | Long             | ABS-O            | CORP              | US        |    777522 | PA      | $783857.14    | 0.02%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| South Field Energy LLC                                                                           | South Field Term Loan B 300 2031-08-01                                      | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |   1122568 | PA      | $1123275.03   | 0.02%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2026-4                                                                    | SEMT 2026-4 A4                                                              | CUSIP: 81750QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9205000 | PA      | $9229540.06   | 0.19%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2018-2                                                       | NRZT 2018-2A A1                                                             | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-O            | CORP              | US        |   3407767 | PA      | $3364886.67   | 0.07%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                                            | ODART 2022-1A C                                                             | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7485000 | PA      | $7496495.46   | 0.16%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                         | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6785221.52   | 0.14%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2025-4A B                                                              | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3730000 | PA      | $3725772.05   | 0.08%             | 2030-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP / OTG Co Issuer Inc.                                                       | ONGAME 8 08/01/30 144A                                                      | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |   4765000 | PA      | $4566824.89   | 0.10%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 5.875 01/31/31 144A                                                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   9930000 | PA      | $9847491.63   | 0.21%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Virtus ETF Trust II                                                                              | Virtus Newfleet Short Duration High Yield Bond ETF                          | CUSIP: 92790A207<br>LEI: 549300CTRZXMY9595O30 | Long             | EC               | RF                | US        |   1031000 | NS      | $22176810.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXT ABS 2023-1 LLC                                                                              | DEXT 2023-1 A2                                                              | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345907 | PA      | $1350759.12   | 0.03%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                             | FMGAU 5.875 04/15/30 144A                                                   | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   3264000 | PA      | $3303163.46   | 0.07%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 7.375 04/08/31 144A                                                  | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |   1788000 | PA      | $1657476.00   | 0.03%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3                                                    | GSKY 2025-3A B                                                              | CUSIP: 39571WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4685000 | PA      | $4676538.42   | 0.10%             | 2060-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.375 01/13/31 144A                                                     | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   3616000 | PA      | $3695154.24   | 0.08%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                                       | ESAB 5.625 04/01/31 144A                                                    | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    585000 | PA      | $589100.85    | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-1A A                                                             | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   8050000 | PA      | $8226843.21   | 0.17%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 889578                                                                   | CUSIP: 31410KJX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20765 | PA      | $21462.65     | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                                | SFRFP 6.5 04/15/32 144A                                                     | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3723326 | PA      | $3527792.25   | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 2.125 09/22/31 REGS                                                  | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   3009000 | PA      | $2548623.00   | 0.05%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                           | STANLN V6.301 01/09/29 144A                                                 | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1514589.00   | 0.03%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8.25 05/09/28 144A                                                    | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   2812000 | PA      | $2834496.00   | 0.06%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/29 144A                                                       | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   5154625 | PA      | $4912357.63   | 0.10%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER V6.95 03/10/55                                                          | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   4340000 | PA      | $4441890.27   | 0.09%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 941322                                                                   | CUSIP: 31413CG78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3806 | PA      | $3879.31      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                                                                | GIP Pilot Acquisition Partners Term Loan B 200 2030-10-01                   | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |   3746432 | PA      | $3745495.02   | 0.08%             | 2030-10-04      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2023-2                                                                    | LFT 2024-1A A                                                               | CUSIP: 52603DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6046075.20   | 0.13%             | 2032-06-21      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.75 03/15/32                                                           | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3303658.01   | 0.07%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                         | FG 6.5 06/04/29                                                             | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7330505.75   | 0.15%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                                          | NXST 7.25 04/15/34 144A                                                     | CUSIP: 65346UAA7<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1078199.93   | 0.02%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                                    | RCKTL 2025-1A C                                                             | CUSIP: 74939RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5607000 | PA      | $5608882.83   | 0.12%             | 2034-07-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.323 04/26/28                                                         | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $5927292.36   | 0.12%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM1 TRUST                                                                              | OBX 2024-NQM1 A1                                                            | CUSIP: 67448LAA0<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-O            | CORP              | US        |   3026748 | PA      | $3035826.34   | 0.06%             | 2063-11-25      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                               | CMLTI 2013-A A                                                              | CUSIP: 17320XAA2<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |   1823176 | PA      | $1682578.92   | 0.04%             | 2042-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| UPG HI ISSUER TRUST 2025-2                                                                       | UPGHI 2025-2 A                                                              | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7825346 | PA      | $7779653.01   | 0.16%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.5 01/31/34                                                          | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3698000 | PA      | $3335596.00   | 0.07%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 5.95 07/16/29                                                         | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   7205000 | PA      | $7098530.49   | 0.15%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                                 | AOMT 2022-5 A1                                                              | CUSIP: 03464HAA3<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |   5022819 | PA      | $5001341.17   | 0.11%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 5.6 01/15/35                                                          | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1546000 | PA      | $1568958.10   | 0.03%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                                | TSCO 1.75 11/01/30                                                          | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   8070000 | PA      | $7113867.53   | 0.15%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                                | PETRPE 4.75 06/19/32 REGS                                                   | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   2756000 | PA      | $2165065.37   | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL HONG KONG BRANCH                                                                | BBLTB V3.733 09/25/34 144A                                                  | CUSIP: 059895AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |   3220000 | PA      | $3046764.00   | 0.06%             | 2034-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fhf Issuer Trust 2024-1                                                                          | FHF 2024-1A A2                                                              | CUSIP: 31568AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4139628 | PA      | $4163885.71   | 0.09%             | 2030-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Formula One Management Limited                                                                   | DELTA 2 LUX SARL                                                            | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | US        |   3640000 | PA      | $3629080.00   | 0.08%             | 2031-09-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                             | CAPCOP 6.75 03/31/33 144A                                                   | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   5775000 | PA      | $5736965.85   | 0.12%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco Bv                                                                                 | PEGASUS BIDCO BV                                                            | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | US        |   1999962 | PA      | $1990582.49   | 0.04%             | 2029-07-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 5.5 11/15/32 144A                                                       | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4685000 | PA      | $4641788.84   | 0.10%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                          | WEEKHM 4.875 09/15/28 144A                                                  | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |   6005000 | PA      | $5814817.45   | 0.12%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                        | BCP V6.45 07/30/35 144A                                                     | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    928000 | PA      | $934960.00    | 0.02%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 11/15/32 144A                                                     | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270236.25    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020-MH1                                                               | TPMT 2020-MH1 A2                                                            | CUSIP: 89178YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12111000 | PA      | $11713573.90  | 0.25%             | 2060-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV2 TRUST                                                                              | NLT 2021-INV2 A1                                                            | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7429159 | PA      | $6517365.66   | 0.14%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ AUTO RECEIVABLES TRUST                                                                  | LENDBUZZ AUTO RECEIVABLES TRUST                                             | CUSIP: 52611DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4088048 | PA      | $4093680.57   | 0.09%             | 2030-06-17      | Floating      | 5.57%                 | No            |                  3 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.35 02/15/30                                                          | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8220000 | PA      | $8190853.77   | 0.17%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-INV4                                         | MSRM 2024-INV4 A1                                                           | CUSIP: 61776XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3734003 | PA      | $3773676.65   | 0.08%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2024-1 LLC                                                            | PEAC 2024-1A B                                                              | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5490000 | PA      | $5602269.40   | 0.12%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR2                                                                  | TAH 2020-SFR2 D                                                             | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5243000 | PA      | $4999079.39   | 0.10%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                            | DNKN 2025-1A A2I                                                            | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   3167062 | PA      | $3136888.95   | 0.07%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyality IP Ltd (American Airlines Inc)                                               | American Airlines Term Loan B 225 2028-04-01                                | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3205775 | PA      | $3171216.75   | 0.07%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                         | SW 5.2 01/15/30                                                             | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   8006000 | PA      | $8152943.97   | 0.17%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts 2020-1 Llc                                                                      | WESTR 2024-1A A                                                             | CUSIP: 96034KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3443265 | PA      | $3484293.38   | 0.07%             | 2038-01-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.375 03/01/33 144A                                                    | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3881462.24   | 0.08%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                                            | Blackfin Pipeline Term Loan B 300 2032-09-21                                | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |   4349100 | PA      | $4366757.35   | 0.09%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7 06/15/30 144A                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4906390.67   | 0.10%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                                  | DUBAEE 3.375 03/20/28 144A                                                  | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   2803000 | PA      | $2696850.39   | 0.06%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 4.875 09/23/32 144A                                                  | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1469000 | PA      | $1354050.75   | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                                        | Construction Partners Term Loan B 250 2031-10-20                            | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |   3478612 | PA      | $3473185.15   | 0.07%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-3A D                                                             | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4031199.60   | 0.08%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                        | TIBX 9 09/30/29 144A                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   6965000 | PA      | $6718951.62   | 0.14%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                                          | OWLEF 2024-1A A2                                                            | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2352729 | PA      | $2360338.93   | 0.05%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL3 LLC                                                                               | PRET 2026-NPL3 A1                                                           | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |   9946698 | PA      | $9865155.23   | 0.21%             | 2056-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2024-1                                                                    | MFT 2024-1A B                                                               | CUSIP: 57108VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2551400 | PA      | $2559287.88   | 0.05%             | 2034-07-17      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V8 05/15/54                                                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1330190.38   | 0.03%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2023-P3                                                           | CRVNA 2023-N4 C                                                             | CUSIP: 14688LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4970000 | PA      | $5081065.09   | 0.11%             | 2030-02-11      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8492                                                                   | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  62066784 | PA      | $61257538.40  | 1.29%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                                     | Flutter Entertainment Term Loan B 175 2030-11-01                            | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | US        |   4547107 | PA      | $4490268.44   | 0.09%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                                          | NYC 2025-300P A                                                             | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10550000 | PA      | $10486908.89  | 0.22%             | 2042-07-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                           | BWY 9.25 04/15/30 144A                                                      | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $2899003.54   | 0.06%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-1                                                   | UACST 2023-1 D                                                              | CUSIP: 90945CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2955897 | PA      | $2971416.51   | 0.06%             | 2028-07-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.385 11/02/28                                                        | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3215000 | PA      | $3348311.49   | 0.07%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST 2026-1                                                          | FIAOT 2026-1A B                                                             | CUSIP: 32059JAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5770000 | PA      | $5769125.27   | 0.12%             | 2032-07-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                                                       | EART 2026-2A C                                                              | CUSIP: 30166WAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6483895.60   | 0.14%             | 2032-08-16      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 5.75 03/15/31 144A                                                      | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285611.43    | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R                                                   | NRZT 2021-NQ2R A1                                                           | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1521611 | PA      | $1462788.43   | 0.03%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | SWK V6.707 03/15/60                                                         | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   6285000 | PA      | $6138139.66   | 0.13%             | 2060-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-4                                                      | DRMT 2021-4 A1                                                              | CUSIP: 24381JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4769161 | PA      | $4225476.73   | 0.09%             | 2066-11-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.516 01/21/32                                                          | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    981000 | PA      | $966129.95    | 0.02%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones                                                                   | BCICI V7.5 PERP 144A                                                        | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |   3430000 | PA      | $3576975.50   | 0.08%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                           | TRITOB 5.95 01/14/31 144A                                                   | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    655000 | PA      | $657620.00    | 0.01%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECV TR 2024-1                                                                        | SAFCO 2024-1A B                                                             | CUSIP: 78637EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    966035 | PA      | $966738.06    | 0.02%             | 2028-11-20      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS8791                                                                   | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7834229 | PA      | $7989848.86   | 0.17%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2022-R2                                                                                | CIM 2022-R2 A1                                                              | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3735984 | PA      | $3528241.25   | 0.07%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                 | ALIANT 6.75 04/15/28 144A                                                   | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4524525.00   | 0.09%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3                                                       | NRZT 2018-3A A1                                                             | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-O            | CORP              | US        |   5012185 | PA      | $4880870.36   | 0.10%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                                                              | PEER HOLDING III BV                                                         | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |   2900800 | PA      | $2893548.00   | 0.06%             | 2030-10-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| South Field Energy LLC                                                                           | SOUFIE L 08/29/31 9                                                         | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     70200 | PA      | $70244.49     | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 2022-1 TRUST                                                           | CAFL 2022-1 A                                                               | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3572596 | PA      | $3583290.80   | 0.08%             | 2055-06-17      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Hexcel Corporation                                                                               | HXL 3.95 02/15/27                                                           | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |  10770000 | PA      | $10734285.71  | 0.23%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1                                            | FCRT 2024-1 C                                                               | CUSIP: 35105AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5062349.00   | 0.11%             | 2029-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                                | AMERICAN AXLE & MFG INC                                                     | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |   2281950 | PA      | $2269125.44   | 0.05%             | 2033-02-03      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC (TAQA)                                                         | TAQAUH 4.375 01/24/29 144A                                                  | CUSIP: 00388WAL5<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   1786000 | PA      | $1762692.70   | 0.04%             | 2029-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 5.625 05/18/34 144A                                                  | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |   2929000 | PA      | $2580449.00   | 0.05%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TIC HOME IMPROVEMENT TRUST 2024-A                                                                | TIC 2024-A A                                                                | CUSIP: 87252DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4143225 | PA      | $4206995.49   | 0.09%             | 2046-10-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                                                             | YPFDAR 6.95 07/21/27 144A                                                   | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   2358000 | PA      | $2359768.50   | 0.05%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                              | MEDIND 5.25 10/01/29 144A                                                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5739009.21   | 0.12%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES2                                                                    | RCKT 2023-CES2 A1A                                                          | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3387407 | PA      | $3400301.37   | 0.07%             | 2043-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3                                                     | WLAKE 2025-3A A3                                                            | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3775000 | PA      | $3774623.26   | 0.08%             | 2029-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 5 07/01/32 144A                                                      | CUSIP: 486661BN0<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   3960000 | PA      | $3942180.00   | 0.08%             | 2032-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT V4.125 12/15/51 144A                                                 | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   9360000 | PA      | $9143842.69   | 0.19%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SIERRA RECEIVABLES FUNDING CO LLC                                                                | SRFC 2024-2A A                                                              | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3647870 | PA      | $3674229.59   | 0.08%             | 2041-06-20      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts 2022-1 Llc                                                                      | WESTR 2022-1A B                                                             | CUSIP: 96034JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254982 | PA      | $253896.37    | 0.01%             | 2036-08-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2025-1                                                                           | REACH 2025-1A A                                                             | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1531505 | PA      | $1533962.32   | 0.03%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NOTE TRUST 2023-A                                                                | BXGNT 2023-A A                                                              | CUSIP: 123919AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2624622 | PA      | $2658351.18   | 0.06%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST5                                                 | UMPT 2025-ST5 A                                                             | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2511868 | PA      | $2514173.09   | 0.05%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 8.625 02/28/29 144A                                                  | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   3145000 | PA      | $3281807.50   | 0.07%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                                       | SCLP 2025-1 A                                                               | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3306379 | PA      | $3313306.60   | 0.07%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM                                                                              | RFR 2025-SGRM A                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2930000 | PA      | $2964559.64   | 0.06%             | 2041-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2018-2                                                                     | ARRW 2019-1 A1                                                              | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2735710 | PA      | $2668184.89   | 0.06%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/36 144A                                                    | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1266000 | PA      | $646926.00    | 0.01%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-3                                                                | LADAR 2024-3A C                                                             | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6065000 | PA      | $6104474.66   | 0.13%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                  | BNTNF 10 01/01/29 NTNF                                                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  49710000 | PA      | $8848672.22   | 0.19%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC                                                                           | DIN 2023-1A A2                                                              | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10430000 | PA      | $10514131.51  | 0.22%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V6.95 11/30/54                                                           | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5370000 | PA      | $5521965.63   | 0.12%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                             | ROCC 2024-CNTR A                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2735000 | PA      | $2780367.63   | 0.06%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 6.25 06/01/32 144A                                                      | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4584941.87   | 0.10%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES3                                                                    | RCKT 2023-CES3 A1A                                                          | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7848116 | PA      | $7907780.00   | 0.17%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| BXG RECEIVABLES NOTE TRUST 2020-A                                                                | BXGNT 2020-A B                                                              | CUSIP: 05608TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1124325 | PA      | $1098622.22   | 0.02%             | 2036-02-28      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                                                       | STAR 2020-1 A1                                                              | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    309031 | PA      | $297526.15    | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| ACWA Power Management & Investments One Ltd.                                                     | INTLWT 5.95 12/15/39 144A                                                   | CUSIP: 005117AA4<br>LEI: 635400M3OWQGQBZOYO38 | Long             | DBT              | CORP              | AE        |   1534578 | PA      | $1507737.90   | 0.03%             | 2039-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-A                                                                 | AQFIT 2025-A A                                                              | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3462357 | PA      | $3504661.88   | 0.07%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| 180 Medical Inc.                                                                                 | CTECLN 3.875 10/15/29 144A                                                  | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   9625000 | PA      | $9350606.65   | 0.20%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2026-ACES1                                                              | JPMMT 2026-ACES1 A1                                                         | CUSIP: 46664MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6864711 | PA      | $6825261.57   | 0.14%             | 2065-10-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                                                 | North American Bancard Term Loan B 250 2028-11-01                           | CUSIP: 66345FAB7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |   3979519 | PA      | $3630197.10   | 0.08%             | 2028-11-24      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL1127                                                                   | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39586835 | PA      | $40353520.46  | 0.85%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR3 TRUST                                                             | PROG 2021-SFR3 D                                                            | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11130000 | PA      | $11087428.86  | 0.23%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | Quikrete Term Loan B-1 225 2029-03-01                                       | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   3732159 | PA      | $3726859.21   | 0.08%             | 2029-03-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust 2022-2                                                                       | DTAOT 2022-2A D                                                             | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4396576 | PA      | $4411056.94   | 0.09%             | 2028-03-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 6.625 10/15/32 144A                                                  | CUSIP: 04364VAX1<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4869312.00   | 0.10%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST 2025-1                                                              | SAFCO 2025-1A A                                                             | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1374708 | PA      | $1372737.82   | 0.03%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                              | CITADL 4.75 02/14/29 144A                                                   | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5565178.46   | 0.12%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HINNT 2025-A LLC                                                                                 | HINTT 2025-A B                                                              | CUSIP: 433403AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    747758 | PA      | $756717.80    | 0.02%             | 2044-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2021-2A D                                                             | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3815000 | PA      | $3771721.50   | 0.08%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                                            | HOMES 2025-NQM5 A1                                                          | CUSIP: 43762CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5504940 | PA      | $5477104.66   | 0.11%             | 2070-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                                           | REACH 2024-1A B                                                             | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600982 | PA      | $2615889.80   | 0.05%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                  | SOBOCN V7.625 03/01/55                                                      | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1675000 | PA      | $1724529.75   | 0.04%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST                                                                              | OBX 2023-NQM5 A1A                                                           | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4927094 | PA      | $4928739.97   | 0.10%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                         | APTV V6.875 12/15/54                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1155000 | PA      | $1165761.94   | 0.02%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2025-1                                                                | LADAR 2025-1A C                                                             | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3130000 | PA      | $3167085.81   | 0.07%             | 2030-07-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | GEL 8.875 04/15/30                                                          | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $7408641.57   | 0.16%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                            | DELMFD L 08/02/28 1                                                         | CUSIP: 24521WAC3<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |   2198335 | PA      | $65950.04     | 0.00%             | 2028-08-02      | Floating      | 8.02%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                                 | DB V6.819 11/20/29                                                          | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1784945.43   | 0.04%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4805                                                                   | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20022453 | PA      | $19402784.27  | 0.41%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2024-A LLC                                                                          | NMEF 2024-A A2                                                              | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2671077 | PA      | $2683956.36   | 0.06%             | 2031-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                                       | ALK 4.8 08/15/27 144A                                                       | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |   8288924 | PA      | $8290029.86   | 0.17%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                          | AQNCN 5.365 06/15/26                                                        | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   4565000 | PA      | $4568763.11   | 0.10%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020-4                                                                  | AOMT 2020-4 A1                                                              | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1329366 | PA      | $1292382.88   | 0.03%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                        | PDVSA 9 11/17/21 REGS                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |  14050000 | PA      | $5416275.00   | 0.11%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                        | JMIKE 2024-1A A2                                                            | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4167900 | PA      | $4215068.96   | 0.09%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 09/15/27                                                          | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   9261000 | PA      | $9306277.03   | 0.20%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 4.125 07/09/35                                                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   4500000 | PA      | $3253500.00   | 0.07%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                                         | FLTR 5.875 06/04/31 144A                                                    | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   9510000 | PA      | $9421461.90   | 0.20%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1728                                                                   | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  40271997 | PA      | $41220708.50  | 0.87%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                                       | ENTAIN HOLDINGS GIBRALTA                                                    | CUSIP: 000000000<br>LEI: 213800ATWJIEYQ8NF838 | Long             | LON              | CORP              | GI        |   3450826 | PA      | $3447064.76   | 0.07%             | 2029-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES4                                                                                   | EFMT 2025-CES4 A1                                                           | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |  10763151 | PA      | $10779532.11  | 0.23%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 7.75 10/13/19                                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   4851000 | PA      | $1967080.50   | 0.04%             | 2019-10-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                          | MRP 6.375 08/01/30 144A                                                     | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2979072.92   | 0.06%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-2                                                             | LBZZ 2024-2A A2                                                             | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4850434 | PA      | $4878968.50   | 0.10%             | 2029-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                                                                    | Life Time Fitness Term Loan B 200 2031-11-01                                | CUSIP: 50218KAN8<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   3493438 | PA      | $3490154.18   | 0.07%             | 2031-11-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 4.25 11/01/29 144A                                                    | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7835074.00   | 0.16%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM2 TRUST                                                                              | MFRA 2024-NQM2 A1                                                           | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-O            | CORP              | US        |   5697496 | PA      | $5692752.60   | 0.12%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| TSC Spv Funding LLC                                                                              | TROP 2024-1A A2                                                             | CUSIP: 898912AA8<br>LEI: 21380072ODEONQKNZ348 | Long             | ABS-O            | CORP              | US        |   9899688 | PA      | $9992755.45   | 0.21%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 6.125 01/21/31                                                        | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1883000 | PA      | $1852872.00   | 0.04%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2022-1                                                          | FIAOT 2022-1A C                                                             | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805524 | PA      | $804930.47    | 0.02%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                   | TCBI V5.301 02/27/32                                                        | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1981769.67   | 0.04%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 8.25 11/29/31 144A                                                      | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    553000 | PA      | $566825.00    | 0.01%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2013-8                                                                    | SEMT 2013-8 B1                                                              | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-O            | CORP              | US        |    846484 | PA      | $824276.16    | 0.02%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                                | VERUS 2025-7 A1                                                             | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |   2495770 | PA      | $2492755.22   | 0.05%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                                               | TPMT 2019-HY2 M1                                                            | CUSIP: 89177HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4045000 | PA      | $4048242.47   | 0.08%             | 2058-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Composecure Holdings LLC                                                                         | COMPOS 5.625 02/01/33 144A                                                  | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $29308.50     | 0.00%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.95 03/15/37 144A                                                   | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1361000 | PA      | $1384104.74   | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Benin (The Republic of)                                                                          | BENIN 7.96 02/13/38 144A                                                    | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    667000 | PA      | $652543.31    | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 5.875 04/01/31 144A                                                     | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2879188.51   | 0.06%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 5.7 05/15/28                                                            | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4267000 | PA      | $4349609.12   | 0.09%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                             | WSTOP 2024-1A A2                                                            | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11350000 | PA      | $11526700.21  | 0.24%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1                                              | ACAR 2026-1 C                                                               | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3987199.60   | 0.08%             | 2033-01-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AH4009                                                                   | CUSIP: 3138A5N32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1027276 | PA      | $992162.62    | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 8 10/01/30 144A                                                        | CUSIP: 04288BAB6<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $3008972.63   | 0.06%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                                            | BX 2022-LP2 D                                                               | CUSIP: 05610HAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7987000 | PA      | $7982008.13   | 0.17%             | 2039-02-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                               | ZAXBY 2021-1A A2                                                            | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13518025 | PA      | $12823975.80  | 0.27%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.95 09/16/35                                                        | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1864000 | PA      | $1787110.00   | 0.04%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-1                                                                | FCAT 2023-1 D                                                               | CUSIP: 337955AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3460000 | PA      | $3480824.70   | 0.07%             | 2029-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2021-SFR5 TRUST                                                             | PROG 2021-SFR5 D                                                            | CUSIP: 74333FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2479902.50   | 0.05%             | 2038-07-19      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.6 06/15/35 144A                                                    | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    414344 | PA      | $313865.58    | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                              | TPMT 2025-CES4 A1A                                                          | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |   8589871 | PA      | $8546100.95   | 0.18%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-2                                                                | VERUS 2021-2 A1                                                             | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2928811 | PA      | $2676697.12   | 0.06%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2017-1                                                              | VEROS 2026-1 B                                                              | CUSIP: 92511CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2520000 | PA      | $2518538.15   | 0.05%             | 2029-05-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 A                                                              | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1571980.61   | 0.03%             | 2041-12-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.75 01/18/28 144A                                                      | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2008000 | PA      | $2008753.00   | 0.04%             | 2028-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-5                                                                  | JPMMT 2017-5 A1                                                             | CUSIP: 46590YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    574017 | PA      | $571131.99    | 0.01%             | 2048-10-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                                         | AZURGY 8.125 01/23/30 144A                                                  | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1009800.00   | 0.02%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                                          | UKG Term Loan B 350 2031-01-20                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3762745 | PA      | $3590148.32   | 0.08%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC 2023-A                                                                          | NMEF 2023-A B                                                               | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10120000 | PA      | $10262725.40  | 0.22%             | 2030-06-17      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CBQ Finance Limited                                                                              | COMQAT 5.375 03/28/29 EMTN                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |   2646000 | PA      | $2648477.45   | 0.06%             | 2029-03-28      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayport Polymers LLC                                                                             | BRLS 4.743 04/14/27 144A                                                    | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10485000 | PA      | $10490006.38  | 0.22%             | 2027-04-14      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC                                                                            | FGP 5.875 04/01/29 144A                                                     | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5052447.84   | 0.11%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V4.999 09/11/30                                                          | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6811935.70   | 0.14%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.222 01/29/31                                                         | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8965000 | PA      | $9145153.20   | 0.19%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS F 01/21/32 .                                                             | CUSIP: 38141GD92<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6995000 | PA      | $6944875.02   | 0.15%             | 2032-01-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: —       |
| FHF TRUST 2022-2                                                                                 | FHF 2022-2A B                                                               | CUSIP: 31568EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8847000 | PA      | $8849548.82   | 0.19%             | 2029-01-16      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5072                                                                   | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22868378 | PA      | $23047784.31  | 0.48%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 7.375 04/25/30                                                        | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   6461000 | PA      | $6706518.00   | 0.14%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 2020-3 TRUST                                                           | CAFL 2020-3 A                                                               | CUSIP: 21873CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270588 | PA      | $269172.10    | 0.01%             | 2053-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-3                                                         | GCAR 2021-3A E                                                              | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13050000 | PA      | $13041782.42  | 0.27%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2025-CES5 A1A                                                          | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |   4378700 | PA      | $4406007.98   | 0.09%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                            | SWTCH 2024-2A A2                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9920000 | PA      | $9723968.90   | 0.20%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 9.625 06/09/31 144A                                                  | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   6038000 | PA      | $6607081.50   | 0.14%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                                                             | CENTURY DE BUYER LLC                                                        | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |   2035165 | PA      | $1974537.12   | 0.04%             | 2030-10-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                                         | PMTLT 2024-INV2 A1                                                          | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3852252 | PA      | $3893182.32   | 0.08%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                  | ACHC 5.5 07/01/28 144A                                                      | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4739338.87   | 0.10%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2025-INV1                                                          | CMLTI 2025-INV1 A2                                                          | CUSIP: 17332GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6205457 | PA      | $6271389.76   | 0.13%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                                                    | RCKTL 2025-1A B                                                             | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3445000 | PA      | $3453678.30   | 0.07%             | 2034-07-25      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| COLT 2023-4 MORTGAGE LOAN TRUST                                                                  | COLT 2023-4 A1                                                              | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-O            | CORP              | US        |   1014330 | PA      | $1021490.68   | 0.02%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 2.783 01/23/31                                                         | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   5226000 | PA      | $4771207.35   | 0.10%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.625 01/15/28                                                          | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1802241.81   | 0.04%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2II                                                         | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10279875 | PA      | $10369180.39  | 0.22%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                        | AQFIT 2019-A C                                                              | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7741122 | PA      | $7576578.21   | 0.16%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2026-1                                                              | UPST 2026-1 B                                                               | CUSIP: 91681BAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7590000 | PA      | $7536769.81   | 0.16%             | 2036-03-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                                | UNGUZB 8.75 05/07/30 144A                                                   | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |   1707000 | PA      | $1794231.97   | 0.04%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 7.875 09/15/31                                                          | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4541136.00   | 0.10%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                              | CLAST 2025-1A A                                                             | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9887250 | PA      | $9957904.38   | 0.21%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  3 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.75 02/28/48 2048                                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        | 295000000 | PA      | $15757972.96  | 0.33%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.875 04/15/30                                                         | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  11130000 | PA      | $10839183.56  | 0.23%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 11/30/26                                                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11720000 | PA      | $11759028.54  | 0.25%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-3                                                                | LADAR 2023-3A D                                                             | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3067332.30   | 0.06%             | 2030-12-16      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                                            | PEAC 2025-1A C                                                              | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1164080.03   | 0.02%             | 2032-07-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Telesat Canada /Telesat LLC                                                                      | TELSAT 6.5 10/15/27 144A                                                    | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | CA        |   2485000 | PA      | $1153888.01   | 0.02%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                                    | CCSI 6.5 10/15/28 144A                                                      | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2144693.60   | 0.05%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS6515                                                                   | CUSIP: 3138WGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1397824 | PA      | $1344804.95   | 0.03%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust 2019-D                                                                  | AJAXM 2019-D A1                                                             | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10266636 | PA      | $9898918.10   | 0.21%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC                                                                              | Shift4 Payments (fka Lighthouse Network) Term Loan B 200 2032-05-01         | CUSIP: 82453JAC2<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |   2300000 | PA      | $2292824.00   | 0.05%             | 2032-07-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                                                | Nexstar Broadcasting Term Loan B 250 2032-06-14                             | CUSIP: 65336RBB3<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |   4213825 | PA      | $4164902.49   | 0.09%             | 2032-06-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DTV 5.875 08/15/27 144A                                                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3661000 | PA      | $3657142.04   | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 4.875 11/15/30                                                          | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9231183.33   | 0.19%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2014-1                                            | MSRM 2014-1A B2                                                             | CUSIP: 61763YAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    874657 | PA      | $874214.96    | 0.02%             | 2044-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| HINNT 2024-A LLC                                                                                 | HINTT 2024-A A                                                              | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7120170 | PA      | $7203734.93   | 0.15%             | 2043-03-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.25 02/15/32 144A                                                     | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3384635.65   | 0.07%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                                                          | SASOL 4.375 09/18/26                                                        | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1598561.04   | 0.03%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-2                                                                     | ARRW 2019-2 A1                                                              | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1419119 | PA      | $1380800.38   | 0.03%             | 2049-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                                        | AFFRM 2025-X1 A                                                             | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231513 | PA      | $231649.01    | 0.00%             | 2030-04-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2025-B                                                                | CPS 2025-B C                                                                | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5305000 | PA      | $5341099.46   | 0.11%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN V7.375 01/15/83                                                       | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9500000 | PA      | $9643687.50   | 0.20%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                               | RGA 4.6 11/25/30 144A                                                       | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   7048000 | PA      | $6965464.40   | 0.15%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                                      | IMBLN 5.5 02/01/30 144A                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   6685000 | PA      | $6856429.81   | 0.14%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.388 05/01/31                                                           | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1834106.83   | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                                                        | UOBSP V2 10/14/31 144A                                                      | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   1645000 | PA      | $1623812.40   | 0.03%             | 2031-10-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-Sprl Mortgage Trust                                                            | HY 2025-SPRL A                                                              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4620000 | PA      | $4727496.31   | 0.10%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.125 08/01/30 144A                                                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1599624.80   | 0.03%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2024-2                                                                           | REACH 2024-2A B                                                             | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7030000 | PA      | $7092230.26   | 0.15%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2019-RP1                                                           | CMLTI 2019-RP1 A1                                                           | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000191 | PA      | $3919532.28   | 0.08%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTGATE RESORTS 2026-1 LLC                                                                      | WESTR 2026-1A A                                                             | CUSIP: 959921AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4902255.96   | 0.10%             | 2039-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                        | JMIKE 2026-1A A2I                                                           | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10380000 | PA      | $10237842.79  | 0.21%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES (SERIES 2022-1) LLC                                                 | PWNE 2022-1 B                                                               | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2946135 | PA      | $2947632.44   | 0.06%             | 2028-07-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-3                                                       | EART 2025-3A D                                                              | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9260000 | PA      | $9322519.82   | 0.20%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 5.15 09/02/29                                                          | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   4455000 | PA      | $4535226.09   | 0.10%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 3.875 04/15/29 144A                                                     | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |  10087000 | PA      | $9816561.28   | 0.21%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MIRA TRUST 2023-MILE                                                                             | M1RA 2023-MILE A                                                            | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12180000 | PA      | $12502817.50  | 0.26%             | 2038-06-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                                                                        | IDBILI 5.375 01/26/28                                                       | CUSIP: 000000000<br>LEI: 549300XWZ7BG5G23OF51 | Long             | DBT              | CORP              | IL        |   2619000 | PA      | $2623583.25   | 0.06%             | 2028-01-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 18/1 TRUST                                                             | CAFL 2018-1 D                                                               | CUSIP: 21872BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6267115 | PA      | $6228558.93   | 0.13%             | 2051-06-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2014-1                                                       | NRZT 2014-1A A                                                              | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2224276 | PA      | $2162779.84   | 0.05%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 7.85 10/12/28 144A                                                    | CUSIP: 91822QVX2<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   6350000 | PA      | $6623854.55   | 0.14%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3238                                                                   | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2188850 | PA      | $2206299.12   | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                   | TCBI V4 05/06/31                                                            | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5460958.58   | 0.11%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                                       | SCLP 2025-4 B                                                               | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7727173.15   | 0.16%             | 2035-08-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Composecure Holdings, L.L.C.                                                                     | CompoSecure/Husky Technologies Term Loan B 225 2032-12-31                   | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1020000 | PA      | $1015542.60   | 0.02%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Jp Morgan Mortgage Trust 2015-5                                                                  | JPMMT 2015-5 A2                                                             | CUSIP: 46644XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    514611 | PA      | $512215.25    | 0.01%             | 2045-05-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3                                                          | OMFIT 2022-3A A                                                             | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1233392 | PA      | $1235358.60   | 0.03%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| COLT 2024-5 MORTGAGE LOAN TRUST                                                                  | COLT 2024-5 A1                                                              | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-O            | CORP              | US        |   7406073 | PA      | $7394494.65   | 0.16%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1                                                                     | CCG 2025-1 C                                                                | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2390000 | PA      | $2399799.96   | 0.05%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                                                    | NRZT 2026-NQM3 A1                                                           | CUSIP: 64832PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8665202 | PA      | $8583199.97   | 0.18%             | 2066-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Trust 2016-2                                                                      | CHASE 2016-SH2 M2                                                           | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3118273 | PA      | $2913024.65   | 0.06%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                                                              | GLM 2021-9A AR                                                              | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |  13670000 | PA      | $13670000.00  | 0.29%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  3 | On Loan: No      |
| CSMC 2020-RPL4 TRUST                                                                             | CSMC 2020-RPL4 A1                                                           | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7972728 | PA      | $7187553.01   | 0.15%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECEIVABLES TRUST 2025-1                                                              | SAFCO 2025-1A C                                                             | CUSIP: 785923AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6710000 | PA      | $6646061.75   | 0.14%             | 2030-11-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2024-3                                                                | FCAT 2024-3 B                                                               | CUSIP: 33843YAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1904056.12   | 0.04%             | 2029-07-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                                                           | HBGCN 7.25 06/15/30 144A                                                    | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5434463.22   | 0.11%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                                              | SUZANO 6 01/15/29                                                           | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   2205000 | PA      | $2251746.00   | 0.05%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 D                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7089000 | PA      | $6701511.01   | 0.14%             | 2041-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST 2024-2                                                        | TAST 2024-2A C                                                              | CUSIP: 89616PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3355000 | PA      | $1643950.00   | 0.03%             | 2028-04-17      | Fixed         | 6.93%                 | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Virtus Opportunities Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer