# EDGAR Filing Document

**Accession Number:** 0001559109
**File Stem:** 0000940400-26-026166
**Filing Date:** 2026-6
**Character Count:** 548071
**Document Hash:** d04a82841d78cf85d596b5bfe77bb5c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-026166.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0000940400-26-026166

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ETFis Series Trust I
- **CENTRAL INDEX KEY:** 0001559109

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22819
- **FILM NUMBER:** 261132226

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 14TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **BUSINESS PHONE:** 2125934383

**MAIL ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 14TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ETF Actively Managed Trust
- **DATE OF NAME CHANGE:** 20120926

## Series and Classes Contracts Data

### Virtus Newfleet Multi-Sector Bond ETF (Series ID: S000048895)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000153845 | Virtus Newfleet Multi-Sector Bond ETF | NFLT            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ETFis Series Trust I

- **b. Investment Company Act file number:** 811-22819

- **c. CIK number of Registrant:** 0001559109

- **d. LEI of Registrant:** 5493002CWTVLBPSYFT98

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

  - **Street Address 1:** 1301 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 1-888-383-0553

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

- **a. Name of Series:** Virtus Newfleet Multi-Sector Bond ETF

- **b. EDGAR series identifier (if any):** S000048895

- **c. LEI of Series:** 549300GEZPD8IV08PZ43

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $428692045.42

**Total Liabilities:** $4490739.43

**Net Assets:** $424201305.99

**Cash Not Reported:** $7365165.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -3.25125488 | **5-Year:** -6535.22419300 | **10-Year:** -40858.89927000 | **30-Year:** -69317.68334000

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

- **3-Month:** -0.05046952 | **1-Year:** -64.11325340 | **5-Year:** -15863.87051000 | **10-Year:** -25351.67522000 | **30-Year:** -15127.16398000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153845 | 0.88%                | -1.68%               | 1.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $387884.93               | $1338089.48                                |
| Month 2  | $-315930.36              | $-8151300.00                               |
| Month 3  | $160486.94               | $3809912.33                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                                                          | CDS CDX.NA.HY.46.V1                                                                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $283720.87    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 4 02/01/32 144A                                                                                                                  | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    474000 | PA      | $363676.50    | 0.09%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS 5.05 03/25/48                                                                                                                       | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $289203.91    | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIPMENT FINANCE 2025-1 LLC                                                  | CEFI 2025-1A A                                                                                                                          | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583479 | PA      | $583991.34    | 0.14%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                                    | IHS 8.25 11/29/31 144A                                                                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $62840.70     | 0.01%             | 2031-11-29      | Fixed         | 8.25%                 | 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        |    458644 | PA      | $459616.76    | 0.11%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2024-XL5 A                                                                                                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    501254 | PA      | $502321.12    | 0.12%             | 2041-03-15      | Floating      | 5.05%                 | 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        |   1000000 | PA      | $995612.40    | 0.23%             | 2042-07-15      | Variable      | 4.88%                 | 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        |    900000 | PA      | $921986.10    | 0.22%             | 2040-01-13      | Variable      | 5.47%                 | 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        |    747417 | PA      | $744955.08    | 0.18%             | 2065-10-25      | Variable      | 5.09%                 | 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        |    245000 | PA      | $248528.69    | 0.06%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                                      | BPL 6.75 02/01/30 144A                                                                                                                  | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155248.50    | 0.04%             | 2030-02-01      | Fixed         | 6.75%                 | 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        |    100000 | PA      | $87391.68     | 0.02%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                                | HALO 0.875 11/15/32                                                                                                                     | CUSIP: 40637HAJ8<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70077.00     | 0.02%             | 2032-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 5.662 02/23/38                                                                                                                   | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    522000 | PA      | $525915.00    | 0.12%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                | APODS 6.9 04/13/29                                                                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    305000 | PA      | $314999.87    | 0.07%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| B2GOLD CORP                                                                              | BTOCN 2.75 02/01/30                                                                                                                     | CUSIP: 11777QAC4<br>LEI: 549300F7OK456M5NLM05 | Long             | DBT              | CORP              | CA        |     42000 | PA      | $67546.50     | 0.02%             | 2030-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                 | DTV 5.875 08/15/27 144A                                                                                                                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56076.55     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                                         | Ensemble RC 01/28/33                                                                                                                    | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    190000 | PA      | $188975.90    | 0.04%             | 2033-02-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                    | PLAYTIKA 03/13/28                                                                                                                       | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    302611 | PA      | $291757.84    | 0.07%             | 2028-03-13      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WELLS FARGO & COMPANY 7.5% NON-CUMULATIVE PERPETUAL CONVERTIBLE CLASS A PREFERRED STOCK, SERIES L                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        49 | NS      | $58349.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                                                                             | INVA 2.125 03/15/28                                                                                                                     | CUSIP: 45781MAD3<br>LEI: 549300ACOX4QTBES6535 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33673.75     | 0.01%             | 2028-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                   | NY 2025-299P A                                                                                                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    790000 | PA      | $820671.83    | 0.19%             | 2047-02-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 6.95 03/15/37 144A                                                                                                               | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    325000 | PA      | $339909.38    | 0.08%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 6.6 06/01/36 144a                                                                                                                | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    234000 | PA      | $241546.50    | 0.06%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                                                                    | SOFI 1.25 03/15/29                                                                                                                      | CUSIP: 83406FAC6<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $73890.00     | 0.02%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM                                                                      | RFR 2025-SGRM A                                                                                                                         | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $885379.34    | 0.21%             | 2041-03-13      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                                    | AR 5.375 03/01/30 144A                                                                                                                  | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201317.40    | 0.05%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S                                                                                | ARTFI 2026-1A A1                                                                                                                        | CUSIP: 83589DAA4<br>LEI: 549300P5BAAMQQ7VL735 | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $923485.59    | 0.22%             | 2033-06-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                          | NRG Energy Term Loan B (Incremental) 175 2033-04-12                                                                                     | CUSIP: 62937NBF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120000 | PA      | $120585.00    | 0.03%             | 2033-04-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NMR TRUST 2026-CGCTR                                                                     | NMR 2026-CGCTR A                                                                                                                        | CUSIP: 62924TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $901869.30    | 0.21%             | 2031-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 5.227 02/23/34                                                                                                                   | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    519000 | PA      | $518740.50    | 0.12%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                  | KEY V6.401 03/06/35                                                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $478630.67    | 0.11%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MSSG TRUST 2017-237P                                                                     | MSSG 2017-237P A                                                                                                                        | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    901000 | PA      | $865722.88    | 0.20%             | 2039-09-13      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 4.125 12/01/30 144A                                                                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $149028.20    | 0.04%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                | SUN 5.625 03/15/31 144A                                                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240985.44    | 0.06%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST 2025-HGLR                                                    | HGMT 2025-HGLR A                                                                                                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $870873.62    | 0.21%             | 2045-02-07      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE TRUST 2016-2                                                              | CHASE 2016-SH2 M4                                                                                                                       | CUSIP: 16164AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267465 | PA      | $247166.18    | 0.06%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                                 | White 02/10/33                                                                                                                          | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    255000 | PA      | $253565.63    | 0.06%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA                                                                           | TELSAT 6.5 10/15/27 144A                                                                                                                | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $21175.03     | 0.00%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD5594                                                                                                                               | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953412 | PA      | $961934.23    | 0.23%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2019-OC11 B                                                                                                                          | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $351958.06    | 0.08%             | 2041-12-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                                | Hunter Douglas Term Loan B 325 2032-01-05                                                                                               | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    210000 | PA      | $208387.20    | 0.05%             | 2032-01-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                             | COTIVIT 05/01/31                                                                                                                        | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    206251 | PA      | $190008.82    | 0.04%             | 2031-05-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2                                             | WLAKE 2024-1A B                                                                                                                         | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111696 | PA      | $111887.16    | 0.03%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                               | VIASAT 02/23/29                                                                                                                         | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    215574 | PA      | $216834.95    | 0.05%             | 2029-03-02      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 5.1 02/10/54                                                                                                                      | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     60000 | PA      | $55524.60     | 0.01%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 5.5 03/30/36                                                                                                                       | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    294000 | PA      | $297895.50    | 0.07%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2020-1                                                             | ARRW 2020-1 A3                                                                                                                          | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $752902.61    | 0.18%             | 2055-03-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8492                                                                                                                               | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5700428 | PA      | $5625018.44   | 1.33%             | 2055-01-01      | Fixed         | 5.00%                 | 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        |    517000 | PA      | $507564.75    | 0.12%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                                                               | SWFP 5.8 08/15/35 144A                                                                                                                  | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    615000 | PA      | $627414.03    | 0.15%             | 2035-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                             | AM 5.75 01/15/28 144A                                                                                                                   | CUSIP: 03690AAF3<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180072.94    | 0.04%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO E INVERSIONES SA                                                        | BCICI V7.5 PERP 144A                                                                                                                    | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    221000 | PA      | $234836.81    | 0.06%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                        | SM 8.75 07/01/31 144A                                                                                                                   | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167909.44    | 0.04%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MODIVCARE BUYER LLC                                                                      | MODIVCARE BUYER LLC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2671 | NS      | $17361.50     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                             | BHRAIN 7.5 07/07/37 144A                                                                                                                | CUSIP: 05674RAR5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    131000 | PA      | $133559.74    | 0.03%             | 2037-07-07      | Fixed         | 7.50%                 | 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        |     30418 | PA      | $30591.52     | 0.01%             | 2028-04-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 5.375 03/22/33                                                                                                                      | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    433000 | PA      | $426093.65    | 0.10%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                          | RAND PAREN 03/17/30                                                                                                                     | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    148869 | PA      | $149656.13    | 0.04%             | 2030-03-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC                                                                            | KKR & CO. INC 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                                                                      | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       650 | NS      | $28847.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                            | RCKT 2024-CES3 A1A                                                                                                                      | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546719 | PA      | $552412.80    | 0.13%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORP                                                                | GWCN 8.375 11/15/32 144A                                                                                                                | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $413025.20    | 0.10%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                            | EGYPT 5.875 02/16/31 144a                                                                                                               | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    388000 | PA      | $369686.40    | 0.09%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SL3344                                                                                                                               | CUSIP: 31427QWE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2168848 | PA      | $2139867.40   | 0.50%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V6.125 PERP GG                                                                                                                      | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    795000 | PA      | $798009.87    | 0.19%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WEST MARINE (RISING TIDE)                                                                | WEST MARINE (RISING TIDE)                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                       | MNET 2025-2A A2                                                                                                                         | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $565122.66    | 0.13%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V6.27 11/17/33                                                                                                                        | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139003.81    | 0.03%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                | SCHW V4 PERP I                                                                                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339659.18    | 0.08%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC / RIVERS ENTERPRISE FINANCE CORP                          | RIVENT 6.25 10/15/30 144A                                                                                                               | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76331.03     | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| APTIV PLC/APTIV GLOBAL FINANCING DAC                                                     | APTV V6.875 12/15/54                                                                                                                    | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     50000 | PA      | $51288.36     | 0.01%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 6.625 02/17/45 31Y                                                                                                               | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    214000 | PA      | $188642.07    | 0.04%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                            | CRWV 1.75 10/01/32                                                                                                                      | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     15000 | PA      | $18030.00     | 0.00%             | 2032-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                 | CRBG V6.875 12/15/52                                                                                                                    | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    315000 | PA      | $319920.62    | 0.08%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLTD CO                                                          | SW 5.438 04/03/34                                                                                                                       | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $433024.30    | 0.10%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                                      | AFRM 0.75 12/15/29                                                                                                                      | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $28552.50     | 0.01%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc.                                                                     | LANNETT C 06/16/30                                                                                                                      | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |      1292 | PA      | $1091.68      | 0.00%             | 2030-06-16      | Floating      | 2.00%                 | No            |                  3 | On Loan: No      |
| HINNT 2024-A LLC                                                                         | HINTT 2024-A A                                                                                                                          | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    351126 | PA      | $356691.20    | 0.08%             | 2043-03-16      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                          | CTECLN 5.3 10/08/35 144a                                                                                                                | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    955000 | PA      | $935524.02    | 0.22%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                         | PSD 4.224 03/15/32                                                                                                                      | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263029.25    | 0.06%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                    | FABSJV 5.875 01/25/34                                                                                                                   | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487612.38    | 0.11%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                                                                              | CNMD 2.25 06/15/27                                                                                                                      | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38025.00     | 0.01%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                              | LEBAN 6.1 10/04/22 EMTN                                                                                                                 | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    946000 | PA      | $242176.00    | 0.06%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 5.75 03/31/34 144A                                                                                                                  | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48738.38     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                     | LADR 4.25 02/01/27 144A                                                                                                                 | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    865000 | PA      | $858480.67    | 0.20%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                                               | AESOP 2024-2A D                                                                                                                         | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    914000 | PA      | $925760.90    | 0.22%             | 2028-10-20      | Fixed         | 7.43%                 | 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        |    386000 | PA      | $384355.64    | 0.09%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                              | ASPIRE BAKERIES 12/23/30                                                                                                                | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    271634 | PA      | $253910.26    | 0.06%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                                              | TD V8.125 10/31/82                                                                                                                      | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $806631.63    | 0.19%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 5.6 04/01/34                                                                                                                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    365000 | PA      | $374253.45    | 0.09%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                            | Hologi 01/14/33                                                                                                                         | CUSIP: 43644ABL2<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | LON              | CORP              | US        |    255000 | PA      | $253885.65    | 0.06%             | 2033-04-07      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 6.25 05/22/36                                                                                                                    | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    334000 | PA      | $333332.00    | 0.08%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                                     | SAMMIN 9.5 06/30/31 144A                                                                                                                | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    102993 | PA      | $103404.97    | 0.02%             | 2031-06-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Pac Dac LLC                                                                              | PAC DA 10/28/30                                                                                                                         | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    339150 | PA      | $336535.15    | 0.08%             | 2030-10-28      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                | HBAN V6.141 11/18/39                                                                                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412867.57    | 0.10%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                                | ANGOL 8 11/26/29 144A                                                                                                                   | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    231000 | PA      | $235851.00    | 0.06%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                                         | TKOCN 8.25 05/01/30 144A                                                                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $314428.80    | 0.07%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2024-2                                                               | OPTN 2024-2 B                                                                                                                           | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100042 | PA      | $100087.43    | 0.02%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                                  | HCA 5.5 06/01/33                                                                                                                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173951.31    | 0.04%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8382                                                                                                                               | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2839704 | PA      | $2805994.08   | 0.66%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                         | CSCHLD 11.75 01/31/29 144A                                                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $430027.14    | 0.10%             | 2029-01-31      | Fixed         | 11.75%                | 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        |    342827 | PA      | $343072.45    | 0.08%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 3.875 07/31/30                                                                                                                        | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1705000 | PA      | $1697440.73   | 0.40%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                   | TRITOB 6.4 06/26/34 144A                                                                                                                | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      2000 | PA      | $2054.00      | 0.00%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH (f/k/a AI Alpine AT Bidco)                                      | INNIO Group Hldg 11/02/31                                                                                                               | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | US        |    118824 | PA      | $119288.79    | 0.03%             | 2031-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH (f/k/a AI Alpine AT Bidco)                                      | INNIO Group Hldg 11/02/31                                                                                                               | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | US        |      4695 | PA      | $4713.83      | 0.00%             | 2031-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH (f/k/a AI Alpine AT Bidco)                                      | INNIO Group Hldg 11/02/31                                                                                                               | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | US        |    146480 | PA      | $147053.08    | 0.03%             | 2031-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 5.85 07/02/32                                                                                                                       | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    465000 | PA      | $474765.00    | 0.11%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                                       | AZORRA 7.25 01/15/31 144A                                                                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $287012.60    | 0.07%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                                | XYZ 6 08/15/33 144A                                                                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89898.75     | 0.02%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | CHILE 5.65 01/13/37                                                                                                                     | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    220000 | PA      | $230835.00    | 0.05%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                             | BHRAIN 7.375 05/14/30 144A                                                                                                              | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    436000 | PA      | $447410.12    | 0.11%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 7 03/15/33 144A                                                                                                                     | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    651000 | PA      | $708064.71    | 0.17%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC                                                              | ANGINC V7 12/01/55                                                                                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107603.52    | 0.03%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                        | VERUS 2023-8 A1                                                                                                                         | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |    223529 | PA      | $224967.99    | 0.05%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                     | DEL MONTE FOOD 08/05/28                                                                                                                 | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72377 | PA      | $1538.01      | 0.00%             | 2028-08-02      | Floating      | 8.52%                 | No            |                  3 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                             | UAL 4.875 03/01/29                                                                                                                      | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355522.17    | 0.08%             | 2029-03-01      | Fixed         | 4.88%                 | 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        |     95000 | PA      | $96681.50     | 0.02%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALPHATEC HOLDINGS INC                                                                    | ATEC 0.75 03/15/30                                                                                                                      | CUSIP: 02081GAD4<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11944.80     | 0.00%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 7.25 02/15/35 144A                                                                                                               | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $403091.82    | 0.10%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINANCE LTD                                                               | ARDGRP 8.875 02/15/32 144A                                                                                                              | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     15000 | PA      | $14942.70     | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE LTD                                                                       | AZORRA 6.25 02/15/34 144A                                                                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    145000 | PA      | $139381.25    | 0.03%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                 | CRBG V6.375 09/15/54                                                                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    634000 | PA      | $630744.79    | 0.15%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC                                                                        | WEEKHM 4.875 09/15/28 144A                                                                                                              | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |    645000 | PA      | $631637.21    | 0.15%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                                                  | COSTAR 7.3 11/13/54 144A                                                                                                                | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    224000 | PA      | $253120.00    | 0.06%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 4.5 02/01/29 REGS                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     14422 | PA      | $11249.16     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                                                       | Agiliti Health, 04/06/30                                                                                                                | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    135706 | PA      | $132313.59    | 0.03%             | 2030-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                                  | NMEF 2026-A C                                                                                                                           | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $946381.22    | 0.22%             | 2034-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ANGOLA, REPUBLIC OF - MINISTRY OF FINANCE                                                | ANGOL 8.75 04/14/32 144A                                                                                                                | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    294000 | PA      | $306534.69    | 0.07%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                                 | FTAI 7 05/01/31 144A                                                                                                                    | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238204.56    | 0.06%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                                        | FINANCIERE M 11/08/30                                                                                                                   | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | US        |     54312 | PA      | $54694.59     | 0.01%             | 2030-11-08      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                                  | KGS 6.75 10/01/35 144A                                                                                                                  | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192265.94    | 0.05%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                                    | DIRECTV FINA 08/02/29                                                                                                                   | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254930 | PA      | $255985.55    | 0.06%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                            | CRWV 1.75 12/01/31                                                                                                                      | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     17000 | PA      | $22090.65     | 0.01%             | 2031-12-01      | Fixed         | 1.75%                 | 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        |    840000 | PA      | $840489.55    | 0.20%             | 2034-07-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco Bv                                                                         | PEGASUS BIDCO BV                                                                                                                        | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | US        |    244384 | PA      | $245836.06    | 0.06%             | 2029-07-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                                                | HBAN V5.709 02/02/35                                                                                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245693.71    | 0.06%             | 2035-02-02      | Fixed         | 5.71%                 | 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        |    312859 | PA      | $303486.32    | 0.07%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                        | NWG V6.475 06/01/34                                                                                                                     | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $450769.52    | 0.11%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                             | CNC 3.375 02/15/30                                                                                                                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    605000 | PA      | $562479.51    | 0.13%             | 2030-02-15      | Fixed         | 3.38%                 | 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        |    157065 | PA      | $157870.79    | 0.04%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                      | ALA 2025-OANA A                                                                                                                         | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $995209.28    | 0.23%             | 2040-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Finbe USA Trust 2025-1                                                                   | FINBE 2025-1A B                                                                                                                         | CUSIP: 317967AB3<br>LEI: 4469000001BR51E83192 | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $662371.16    | 0.16%             | 2030-12-16      | Fixed         | 6.60%                 | 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        |    561450 | PA      | $565164.33    | 0.13%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 6.625 03/15/35                                                                                                                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    886000 | PA      | $919256.01    | 0.22%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                      | AHTLN 5.8 04/15/34 144A                                                                                                                 | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    540000 | PA      | $554266.32    | 0.13%             | 2034-04-15      | Fixed         | 5.80%                 | 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        |     54751 | PA      | $50700.75     | 0.01%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                                      | IVC ACQUISITIO 12/12/28                                                                                                                 | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | US        |    103678 | PA      | $103768.32    | 0.02%             | 2028-12-12      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                                 | FTAI 7 06/15/32 144A                                                                                                                    | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490687.83    | 0.12%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                                      | MESQUITE ENERGY INC 7.25% SNR SEC PERP NTS USD (144A)                                                                                   | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |     12000 | PA      | $60.60        | 0.00%             | 2500-12-31      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| BLOCK INC                                                                                | XYZ 6.5 05/15/32                                                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $484306.98    | 0.11%             | 2032-05-15      | Fixed         | 6.50%                 | 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        |    240000 | PA      | $241848.22    | 0.06%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC                                                          | IBP 5.625 02/01/34 144A                                                                                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9975.39      | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                     | KENINT 9.5 03/05/36 144A                                                                                                                | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     68000 | PA      | $68340.00     | 0.02%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL4 TRUST                                                                     | CSMC 2020-RPL4 A1                                                                                                                       | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429756 | PA      | $388605.80    | 0.09%             | 2060-01-25      | Variable      | 2.00%                 | 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        |    106000 | PA      | $108809.00    | 0.03%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST                                                                      | OBX 2023-NQM5 A1A                                                                                                                       | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248921 | PA      | $248875.72    | 0.06%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Omnia Partners, LLC                                                                      | OMNIA PARTNER 12/31/32                                                                                                                  | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     78804 | PA      | $79345.78     | 0.02%             | 2032-12-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 07/31/29                                                                                                                            | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5995000 | PA      | $6007528.59   | 1.42%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 6.625 01/29/38                                                                                                                      | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    194000 | PA      | $200363.20    | 0.05%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CZECH, REPUBLIC - MINISTRY OF FINANCE                                                    | CZGB 1.75 06/23/32 138                                                                                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  51040000 | PA      | $2094214.53   | 0.49%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation (f/k/a Terrier Media Buyer Inc)                                    | CMG MEDIA 06/18/29                                                                                                                      | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    232719 | PA      | $219570.53    | 0.05%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                               | COF V2.359 07/29/32                                                                                                                     | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $297448.33    | 0.07%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                      | NEE V6.5 08/15/55 .                                                                                                                     | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    750000 | PA      | $782152.50    | 0.18%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                              | NGERIA 7.375 09/28/33 144A                                                                                                              | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    412000 | PA      | $422139.32    | 0.10%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2023-1 LLC                                                                      | DEXT 2023-1 A2                                                                                                                          | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9946 | PA      | $9976.80      | 0.00%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP V7.003 10/19/34 144A                                                                                                             | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $344387.70    | 0.08%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                       | SNLN 5.4 03/20/34                                                                                                                       | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $604594.32    | 0.14%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | ACGCAP 6.75 10/25/28 144A                                                                                                               | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83699.90     | 0.02%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | BACR V7.437 11/02/33                                                                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $520526.00    | 0.12%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc (f/k/a KAR Auction Services Inc)                                            | OPENLAN 10/08/32                                                                                                                        | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     74812 | PA      | $75186.56     | 0.02%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 5.55 02/06/53                                                                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $95518.64     | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                | OXY 6.2 03/15/40                                                                                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382599.24    | 0.09%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                                                     | CENTURY DE BUYE 10/30/30                                                                                                                | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    394139 | PA      | $388534.38    | 0.09%             | 2030-10-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                                                                    | RIVN 4.625 03/15/29                                                                                                                     | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |     38000 | PA      | $43533.75     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRHYTHM HOLDINGS INC                                                                     | IRTC 1.5 09/01/29                                                                                                                       | CUSIP: 450056AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $36848.00     | 0.01%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                     | KENINT 7.875 10/09/33 144A                                                                                                              | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    309000 | PA      | $294863.25    | 0.07%             | 2033-10-09      | Fixed         | 7.88%                 | 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        |    278000 | PA      | $268378.85    | 0.06%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                                 | BROADSTREET PART 06/13/31                                                                                                               | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     26805 | PA      | $26667.31     | 0.01%             | 2031-06-13      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                                      | NEE 3 03/01/27                                                                                                                          | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     34000 | PA      | $49461.50     | 0.01%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                                 | BROADSTREET PART 06/13/31                                                                                                               | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    328652 | PA      | $326964.46    | 0.08%             | 2031-06-13      | Floating      | 6.15%                 | 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        |    331034 | PA      | $331388.50    | 0.08%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                 | NGL 8.125 02/15/29 144A                                                                                                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20741.26     | 0.00%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                | SOBOCN 5.584 10/01/34                                                                                                                   | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139579.88    | 0.03%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                                                | MPEL 5.375 12/04/29 144A                                                                                                                | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $195513.49    | 0.05%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                             | BHRAIN 6.625 10/06/37 144A                                                                                                              | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |    426000 | PA      | $405300.66    | 0.10%             | 2037-10-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                                | STLA 6.45 03/18/35 144A                                                                                                                 | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    815000 | PA      | $814259.20    | 0.19%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                                 | SRILAN 3.6 06/15/35 144A                                                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    455787 | PA      | $353234.93    | 0.08%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY LP                                                       | ATWALD 5.25 01/15/33                                                                                                                    | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    890000 | PA      | $870709.15    | 0.21%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                      | LBM ACQUISITIO 06/06/31                                                                                                                 | CUSIP: 000000000<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    229416 | PA      | $192824.35    | 0.05%             | 2031-06-06      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                               | AMNPHA 6.875 08/01/32 144A                                                                                                              | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20795.76     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                                     | GTLS 9.5 01/01/31 144A                                                                                                                  | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84145.28     | 0.02%             | 2031-01-01      | Fixed         | 9.50%                 | 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        |   5340000 | PA      | $997010.56    | 0.24%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                                | MILANO ACQUISITI 08/13/27                                                                                                               | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    418004 | PA      | $411647.96    | 0.10%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                               | AMNEAL PHARMACEU 08/01/32                                                                                                               | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    169150 | PA      | $170101.47    | 0.04%             | 2032-08-02      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 7.125 11/15/31                                                                                                                      | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $329764.18    | 0.08%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                             | BHRAIN 7.1 02/03/38 144A                                                                                                                | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |    210000 | PA      | $205275.00    | 0.05%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                             | RIG 7.875 10/15/32 144A                                                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    125000 | PA      | $134000.50    | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                                                                      | FOUR 6.75 08/15/32 144A                                                                                                                 | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354573.65    | 0.08%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                 | NGL 8.375 02/15/32 144A                                                                                                                 | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    415000 | PA      | $435750.00    | 0.10%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                                      | CHDN 6.75 05/01/31 144A                                                                                                                 | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675884.22    | 0.16%             | 2031-05-01      | Fixed         | 6.75%                 | 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        |    142987 | PA      | $143589.30    | 0.03%             | 2034-03-15      | Fixed         | 5.68%                 | 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        |    324420 | PA      | $323786.45    | 0.08%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                                 | MEXPCP 5.5 08/17/30 144A                                                                                                                | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    393000 | PA      | $396026.10    | 0.09%             | 2030-08-17      | Fixed         | 5.50%                 | 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        |    218603 | PA      | $217444.20    | 0.05%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                             | ASPIRE BAKERIES 12/23/30                                                                                                                | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    202950 | PA      | $204346.30    | 0.05%             | 2030-12-23      | Floating      | 6.41%                 | 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        |    202640 | PA      | $204454.87    | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                                       | GREEN INFRASTRUC 09/22/32                                                                                                               | CUSIP: 39306DAB6<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | US        |    150000 | PA      | $150562.50    | 0.04%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  3 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                     | KENINT 8.7 02/26/39 144A                                                                                                                | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    239000 | PA      | $225330.40    | 0.05%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V6.342 10/18/33                                                                                                                      | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139366.40    | 0.03%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                  | MRP 6.25 09/15/32 144A                                                                                                                  | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $276420.75    | 0.07%             | 2032-09-15      | Fixed         | 6.25%                 | 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        |    220000 | PA      | $214500.00    | 0.05%             | 2029-07-03      | Fixed         | 4.38%                 | 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        |     92656 | PA      | $93244.90     | 0.02%             | 2029-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 4.5 02/01/36 REGS                                                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2403 | PA      | $1429.79      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| VCAT 2026-NPL2                                                                           | VCAT 2026-NPL2 A1                                                                                                                       | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    736414 | PA      | $734507.89    | 0.17%             | 2056-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                                  | Albion Fing 3 05/21/31                                                                                                                  | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    361173 | PA      | $363384.78    | 0.09%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                 | EDF 6.9 05/23/53 144A                                                                                                                   | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    675000 | PA      | $718408.28    | 0.17%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc                                                                            | MODIVCARE BUYE 12/30/25                                                                                                                 | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |     13862 | PA      | $12533.45     | 0.00%             | 2030-12-02      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                                         | CYH 4.75 02/15/31 144A                                                                                                                  | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    635000 | PA      | $594547.52    | 0.14%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                               | OASIS 2024-1A A                                                                                                                         | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $359164.19    | 0.08%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                                         | COOP 5.75 11/15/31 144A                                                                                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $187307.88    | 0.04%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 6 05/07/36                                                                                                                          | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    529000 | PA      | $532187.23    | 0.13%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2024-1                                                      | VEROS 2024-1 C                                                                                                                          | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $256018.75    | 0.06%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                                           | AES V7.6 01/15/55                                                                                                                       | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290496.51    | 0.07%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| MALAYSIA, FEDERATION OF                                                                  | MGS 2.632 04/15/31 0220                                                                                                                 | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   8990000 | PA      | $2190865.63   | 0.52%             | 2031-04-15      | Fixed         | 2.63%                 | 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        |     88000 | PA      | $92070.00     | 0.02%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| KENYA, GOVERNMENT OF                                                                     | KENINT 7.875 02/26/34 144A                                                                                                              | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    155000 | PA      | $144731.25    | 0.03%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                                 | IRM 6.25 01/15/33 144A                                                                                                                  | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396244.68    | 0.09%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 5.6 01/15/35                                                                                                                      | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1519000 | PA      | $1564949.75   | 0.37%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                   | WCC 6.625 03/15/32 144A                                                                                                                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62214.90     | 0.01%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods Inc                                                                      | TREEHOUSE 02/03/33                                                                                                                      | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    310000 | PA      | $312955.85    | 0.07%             | 2033-02-04      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 5.5 02/04/35                                                                                                                     | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    322000 | PA      | $330372.00    | 0.08%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELDIK BANK OJSC                                                                          | ELDIKB 8.5 04/23/31 144A                                                                                                                | CUSIP: 68370XAA4<br>LEI: 529900MRXI5QEMS86V46 | Long             | DBT              | CORP              | KG        |    604000 | PA      | $606645.52    | 0.14%             | 2031-04-23      | Fixed         | 8.50%                 | 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        |    300000 | PA      | $303999.18    | 0.07%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                                               | SWK V6.707 03/15/60                                                                                                                     | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    695000 | PA      | $687852.84    | 0.16%             | 2060-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| HARDEE'S FUNDING LLC                                                                     | HNGRY 2024-1A A2                                                                                                                        | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    837900 | PA      | $858886.38    | 0.20%             | 2054-03-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                                          | CATAWBA NATION G 12/13/31                                                                                                               | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $161120.80    | 0.04%             | 2032-03-29      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                     | OMAN 6.25 01/25/31 144A                                                                                                                 | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    723000 | PA      | $769901.01    | 0.18%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                                                             | FOCS 6.75 09/15/31 144A                                                                                                                 | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    560000 | PA      | $570077.04    | 0.13%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 4.875 10/04/33 10Y                                                                                                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    182000 | PA      | $182728.00    | 0.04%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                            | WLK 5.55 11/15/35                                                                                                                       | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    845000 | PA      | $845767.63    | 0.20%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                    | SWTCH 2024-2A A2                                                                                                                        | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $695126.46    | 0.16%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                                               | Potomac En 08/05/32                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    217920 | PA      | $219826.38    | 0.05%             | 2032-08-05      | Floating      | 6.41%                 | 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        |    355000 | PA      | $363667.33    | 0.09%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                                                      | BIFM CA Buyer 05/31/28                                                                                                                  | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | US        |    167950 | PA      | $168685.01    | 0.04%             | 2028-05-31      | Floating      | 6.90%                 | 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        |   1092387 | PA      | $1085625.68   | 0.26%             | 2065-10-25      | Variable      | 7.73%                 | No            |                  2 | On Loan: No      |
| SPDR SERIES TRUST                                                                        | SPDR SERIES TRUST STATE STREET SPDR BLOOMBERG HIGH YIELD BOND ETF                                                                       | CUSIP: 78468R622<br>LEI: 5493004JVD6CQEEJSS37 | Long             | EC               | RF                | US        |     30537 | NS      | $2956897.71   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2017-1                                                      | MST 2019-1A A1A                                                                                                                         | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180539 | PA      | $178763.98    | 0.04%             | 2058-04-25      | Variable      | 3.75%                 | 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        |    924508 | PA      | $779397.98    | 0.18%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                              | GEOPAR 8.75 01/31/30 144A                                                                                                               | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    171000 | PA      | $172068.75    | 0.04%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                          | BRAZIL 6 10/20/33                                                                                                                       | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    607000 | PA      | $614891.00    | 0.14%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                                                         | UA 7.25 07/15/30 144A                                                                                                                   | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239983.41    | 0.06%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                              | W 7.25 10/31/29 144A                                                                                                                    | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5127.07      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 0 02/01/34 REGS                                                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9813 | PA      | $4661.18      | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHOBANI LLC / CHOBANI FINANCE CORP INC                                                   | CHBANI 6.375 04/15/34 144A                                                                                                              | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $336913.75    | 0.08%             | 2034-04-15      | Fixed         | 6.38%                 | 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        |    480000 | PA      | $478289.32    | 0.11%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                                    | LITE 0.5 06/15/28                                                                                                                       | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $137288.00    | 0.03%             | 2028-06-15      | Fixed         | 0.50%                 | 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        |    400000 | PA      | $400600.00    | 0.09%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | CHILE 4.95 01/05/36                                                                                                                     | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1232000 | PA      | $1233509.20   | 0.29%             | 2036-01-05      | Fixed         | 4.95%                 | 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        |    155000 | PA      | $156819.39    | 0.04%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                       | GHANA 0 07/03/26 REGS                                                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1600 | PA      | $1588.00      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                                                          | MADIAQ 5.875 06/30/29 144A                                                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354326.81    | 0.08%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 6.75 03/15/32                                                                                                                       | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135129.80    | 0.03%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                                     | ARES MANAGEMENT CORP 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK                                                               | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       650 | NS      | $25506.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FS LUXEMBOURG SARL                                                                       | FSBIOE 8.625 06/25/33 144A                                                                                                              | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    215000 | PA      | $210431.25    | 0.05%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SURINAME, REPUBLIC OF - MINISTRY OF FINANCE                                              | SURINM 8.5 11/06/35 144A                                                                                                                | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    288000 | PA      | $315936.00    | 0.07%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                           | ALBEMARLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       800 | NS      | $62352.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SRI LANKA, GOVERNMENT OF                                                                 | SRILAN 3.6 02/15/38 144A                                                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    207250 | PA      | $196058.50    | 0.05%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                                                                 | ARCLINE FM HLDG 06/23/30                                                                                                                | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    244327 | PA      | $245832.12    | 0.06%             | 2030-06-23      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | OWL 3.125 06/10/31                                                                                                                      | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $444132.02    | 0.10%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-3                                                                  | FHF 2024-3A C                                                                                                                           | CUSIP: 30339EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $547174.41    | 0.13%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                             | ETR V7.125 12/01/54                                                                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $489303.68    | 0.12%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 0 02/01/30 REGS                                                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2626 | PA      | $1667.51      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.95 01/28/60                                                                                                                     | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    424000 | PA      | $353382.80    | 0.08%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Argent Finco LLC                                                                         | Sebia SA Term Loan B 250 2032-11-10                                                                                                     | CUSIP: 04020SAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    230000 | PA      | $230754.40    | 0.05%             | 2032-11-12      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                          | CMS V4.75 06/01/50                                                                                                                      | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $363538.54    | 0.09%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FA1731                                                                                                                               | CUSIP: 3140W14R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1914336 | PA      | $1958372.91   | 0.46%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 6 03/15/34 144A                                                                                                                     | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248151.35    | 0.06%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                       | GHANA 0 01/03/30 REGS                                                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8058 | PA      | $7102.20      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS7751                                                                                                                               | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1097145 | PA      | $1031889.49   | 0.24%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                           | EPR PROPERTIES 5.75% SERIES C CUMULATIVE CONVERTIBLE PREFERRED SHARES                                                                   | CUSIP: 26884U208<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EP               | CORP              | US        |      1400 | NS      | $34874.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 5.5 06/16/34 144A                                                                                                                | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    275000 | PA      | $279174.97    | 0.07%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| USQ RAIL III LLC/ LLP                                                                    | STEAM 2024-1A A                                                                                                                         | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364340 | PA      | $359495.29    | 0.08%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                      | ACRISU 6 08/01/29 144A                                                                                                                  | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $500488.37    | 0.12%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM1 TRUST                                                                     | GCAT 2020-NQM1 A1                                                                                                                       | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111174 | PA      | $110114.48    | 0.03%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                                                      | VIAV 0.625 03/01/31                                                                                                                     | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |     34000 | PA      | $132685.00    | 0.03%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 6.125 05/15/30                                                                                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65006.63     | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MBONO 8.5 05/31/29 M                                                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  26190000 | PA      | $1509245.81   | 0.36%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc FKA Osmosis Buyer Limited                                         | OSMOSIS BUYE 07/31/28                                                                                                                   | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      8549 | PA      | $8580.38      | 0.00%             | 2028-07-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM1 TRUST                                                                      | MFRA 2025-NQM5 A1                                                                                                                       | CUSIP: 59319DAC7<br>LEI: 254900T233AM4RM23465 | Long             | ABS-O            | CORP              | US        |   1214010 | PA      | $1215371.18   | 0.29%             | 2070-11-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                                                          | NORTHLAND/MEGA B 11/12/27                                                                                                               | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    362617 | PA      | $352320.33    | 0.08%             | 2027-11-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                                            | LYV 2.875 01/15/30                                                                                                                      | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39060.00     | 0.01%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                                | MCGRAW-HILL EDUC 08/06/31                                                                                                               | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    157081 | PA      | $157245.37    | 0.04%             | 2031-08-06      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc FKA Osmosis Buyer Limited                                         | OSMOSIS BUYE 07/31/28                                                                                                                   | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165184 | PA      | $165789.88    | 0.04%             | 2028-07-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc FKA Osmosis Buyer Limited                                         | OSMOSIS BUYE 07/31/28                                                                                                                   | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173734 | PA      | $174370.25    | 0.04%             | 2028-07-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                               | GMABDC 7.25 12/15/33 144A                                                                                                               | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     30000 | PA      | $31295.02     | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                                | AMGN 5.65 03/02/53                                                                                                                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    635000 | PA      | $611042.64    | 0.14%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 5.125 09/18/34 10Y                                                                                                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    172000 | PA      | $173634.00    | 0.04%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-1                                                          | OCTL 2025-1A A2                                                                                                                         | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $809657.73    | 0.19%             | 2031-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                                       | CEN PAREN 07/06/29                                                                                                                      | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254058 | PA      | $117120.54    | 0.03%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SL4455                                                                                                                               | CUSIP: 31427R5R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2396905 | PA      | $2308880.55   | 0.54%             | 2056-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                          | BMCAUS 5.875 03/15/34 144A                                                                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278144.95    | 0.07%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Resilience Parent LLC                                                                    | RESILIENCE PAREN 01/21/33                                                                                                               | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $175612.50    | 0.04%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                     | OWL 6.25 04/18/34                                                                                                                       | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265911.81    | 0.06%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                                                             | TCBI V4 05/06/31                                                                                                                        | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69975.15     | 0.02%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                                      | XRAY 3.25 06/01/30                                                                                                                      | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    860000 | PA      | $795876.07    | 0.19%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 6.5 03/15/33                                                                                                                        | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $308717.90    | 0.07%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                                 | PLASTIPAK HLDG 10/14/24                                                                                                                 | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    177750 | PA      | $177210.53    | 0.04%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                             | Univision Comm 01/23/29                                                                                                                 | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    225776 | PA      | $224929.08    | 0.05%             | 2029-01-31      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                                       | CIFR 7.125 11/15/30 144A                                                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $347649.32    | 0.08%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 6.5 02/07/35                                                                                                                          | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    370000 | PA      | $377220.63    | 0.09%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hut 8 DC LLC                                                                             | HUTRBA 6.192 11/15/42 144A                                                                                                              | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | CA        |    465000 | PA      | $469142.50    | 0.11%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                                      | GRAY TELEVISIO 12/01/28                                                                                                                 | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    183544 | PA      | $184327.86    | 0.04%             | 2028-12-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 7.69 01/23/50                                                                                                                     | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    370000 | PA      | $340770.00    | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                                      | OBX 2024-NQM3 A1                                                                                                                        | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |     87736 | PA      | $88321.88     | 0.02%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| AZERBAIJAN, REPUBLIC OF - MINISTRY OF FINANCE                                            | AZERBJ 3.5 09/01/32 REGS                                                                                                                | CUSIP: 000000000<br>LEI: 7890009G02BUL1M3LS88 | Long             | DBT              | NUSS              | AZ        |    162000 | PA      | $152667.18    | 0.04%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                                     | WEC US HLDG 01/27/31                                                                                                                    | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    978467 | PA      | $981695.58    | 0.23%             | 2031-01-27      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES, REPUBLIC OF - DEPARTMENT OF FINANCE                                         | PHILIP 4.75 03/05/35                                                                                                                    | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    221000 | PA      | $215289.08    | 0.05%             | 2035-03-05      | Fixed         | 4.75%                 | 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        |    531658 | PA      | $528158.11    | 0.12%             | 2066-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDINGS LLC                                                            | WHTCAP 7.375 11/15/30 144A                                                                                                              | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121426.56    | 0.03%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                  | BAH 3.875 09/01/28 144A                                                                                                                 | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127245.62    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNERGY INFRASTRUCTURE HOLDINGS LLC                                                      | SYNRGY 7.875 12/01/30 144a                                                                                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $484105.84    | 0.11%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                                | DG INVT INTER HL 07/09/32                                                                                                               | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    441909 | PA      | $443015.64    | 0.10%             | 2032-07-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                   | VENLNG V9 PERP 144a                                                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212791.46    | 0.05%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 5.5 03/18/54 30Y                                                                                                                 | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    195000 | PA      | $181935.00    | 0.04%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                               | COF V6.377 06/08/34                                                                                                                     | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $380718.84    | 0.09%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                     | ASHWOO 4.625 04/01/30 144A                                                                                                              | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $424005.57    | 0.10%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CANADIAN INFRASTRUCTURE HOLDINGS LTD                                           | SOBOCN V7.5 03/01/55                                                                                                                    | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $536680.92    | 0.13%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                                     | WDC 3 11/15/28                                                                                                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     19000 | PA      | $218415.45    | 0.05%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                                                                | ESAB 5.625 04/01/31 144A                                                                                                                | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60702.53     | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PANAMA, REPUBLIC OF - MINISTRY OF PLANNING AND ECONOMIC POLICY                           | PANAMA 6.7 01/26/36                                                                                                                     | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    161000 | PA      | $175691.25    | 0.04%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ (NOKIA CORP)                                                                   | NOKIA 6.625 05/15/39                                                                                                                    | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    295000 | PA      | $311189.60    | 0.07%             | 2039-05-15      | Fixed         | 6.62%                 | 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        |    408964 | PA      | $413418.73    | 0.10%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIRUM PHARMACEUTICALS INC                                                                | MIRM 4 05/01/29                                                                                                                         | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |     14000 | PA      | $44142.00     | 0.01%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                                      | NTRS V5.117 11/19/40                                                                                                                    | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    885000 | PA      | $867564.34    | 0.20%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                     | OMF 6.75 09/15/33                                                                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73863.61     | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                                   | WCC 5.5 04/15/34 144A                                                                                                                   | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209984.88    | 0.05%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 5.5 04/04/53 30Y                                                                                                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     65000 | PA      | $60691.80     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 5.805 05/01/50                                                                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92631.92     | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES INC                                                             | TCBI V5.301 02/27/32                                                                                                                    | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411740.16    | 0.10%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | CHILE 3.5 01/31/34                                                                                                                      | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    161000 | PA      | $147218.40    | 0.03%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                                      | S 8.75 03/15/32                                                                                                                         | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    380000 | PA      | $452279.78    | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                                             | ARDONAGH GROU 02/18/31                                                                                                                  | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |     87117 | PA      | $86118.96     | 0.02%             | 2031-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                                             | ARDONAGH GROU 02/18/31                                                                                                                  | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |    115855 | PA      | $114527.57    | 0.03%             | 2031-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| BULGARIA, REPUBLIC OF - MINISTRY OF FINANCE                                              | BGARIA 5 03/05/37 13Y                                                                                                                   | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |     66000 | PA      | $64391.58     | 0.02%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                            | EGYPT 8.625 02/04/30 144A                                                                                                               | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    396000 | PA      | $419029.38    | 0.10%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                                        | Ineos US Fi 02/18/30                                                                                                                    | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    286953 | PA      | $267941.96    | 0.06%             | 2030-02-19      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                                       | LXU 6.25 10/15/28 144A                                                                                                                  | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    985000 | PA      | $986104.19    | 0.23%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                                             | ARDONAGH GROU 02/18/31                                                                                                                  | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |      9886 | PA      | $9773.20      | 0.00%             | 2031-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                                           | GPOR 6.75 09/01/29 144A                                                                                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292740.89    | 0.07%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                             | HBR FGHT TOOLS U 06/05/31                                                                                                               | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    220050 | PA      | $220050.40    | 0.05%             | 2031-06-11      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8343                                                                                                                               | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    740474 | PA      | $759074.27    | 0.18%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                                | HUNTER DOUGLA 01/14/32                                                                                                                  | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     84504 | PA      | $83855.47     | 0.02%             | 2032-01-17      | Floating      | 6.70%                 | 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        |     34892 | PA      | $33718.52     | 0.01%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                            | F 6.054 11/05/31                                                                                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121774.24    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                                    | ECL ENTM 08/30/30                                                                                                                       | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    217458 | PA      | $217152.07    | 0.05%             | 2030-08-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.625 02/15/55                                                                                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7810000 | PA      | $7357416.59   | 1.73%             | 2055-02-15      | Fixed         | 4.62%                 | 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        |   1165000 | PA      | $1065970.92   | 0.25%             | 2058-12-25      | Variable      | 3.67%                 | 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        |     28124 | PA      | $27180.00     | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                               | AER V6.5 01/31/56                                                                                                                       | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    240000 | PA      | $244474.32    | 0.06%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                    | LEVEL 3 Fin 03/29/32                                                                                                                    | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    215000 | PA      | $215997.60    | 0.05%             | 2032-03-29      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SL0019                                                                                                                               | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3031748 | PA      | $3050016.22   | 0.72%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                                   | PRGS 3.5 03/01/30                                                                                                                       | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31899.00     | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                  | BAH 5.95 08/04/33                                                                                                                       | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    515000 | PA      | $526120.74    | 0.12%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                   | RADIOLOGY PARTNE 06/30/25                                                                                                               | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    253725 | PA      | $250157.63    | 0.06%             | 2032-06-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                                           | NET 0 06/15/30                                                                                                                          | CUSIP: 18915MAE7<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     21000 | PA      | $24160.42     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                               | GMABDC 6.25 12/15/32 144A                                                                                                               | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     20000 | PA      | $20536.50     | 0.00%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HINNT 2025-B LLC                                                                         | HINTT 2025-B B                                                                                                                          | CUSIP: 433401AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416685 | PA      | $414407.87    | 0.10%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST 2026-1                                                | LOBEL 2026-1 B                                                                                                                          | CUSIP: 53948VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1060000 | PA      | $1058605.25   | 0.25%             | 2029-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI AS                                                          | TCELLT 7.65 01/24/32 144A                                                                                                               | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    150000 | PA      | $156750.00    | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-1                                                                | RCO 2026-1 A1                                                                                                                           | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912492 | PA      | $910596.36    | 0.21%             | 2031-03-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GHANA, REPUBLIC OF                                                                       | GHANA 5 07/03/35 REGS                                                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    537600 | PA      | $494265.62    | 0.12%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V6.174 05/25/34                                                                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    357000 | PA      | $372045.33    | 0.09%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                             | AVGO 3.137 11/15/35 144A                                                                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $511657.64    | 0.12%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 3.5 02/12/34                                                                                                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    126000 | PA      | $108171.00    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Achv ABS Trust 2024-1PL                                                                  | ACHV 2024-1PL A                                                                                                                         | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12752 | PA      | $12790.24     | 0.00%             | 2031-04-25      | Fixed         | 5.90%                 | 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        |    535000 | PA      | $536525.12    | 0.13%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 5.5 08/03/35                                                                                                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233563.31    | 0.06%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SOLUTIONS INC                                                      | GOINSO 7.5 04/15/32 144A                                                                                                                | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $338901.44    | 0.08%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                                                 | BROPAR 5.875 04/15/29 144A                                                                                                              | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532108.49    | 0.13%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HOLDINGS INC                                                                   | ALRM 2.25 06/01/29                                                                                                                      | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33930.00     | 0.01%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW HOME COMPANY INC (THE)                                                               | NWHM 8.5 11/01/30 144A                                                                                                                  | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40918.93     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | 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        |    195000 | PA      | $199739.48    | 0.05%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 5.375 02/08/35                                                                                                                     | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1203000 | PA      | $1217736.75   | 0.29%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                                                   | MAVIS TIRE EXPRE 05/04/28                                                                                                               | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    202950 | PA      | $203517.25    | 0.05%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017-RPL1                                                                     | CSMC 2017-RPL1 A1                                                                                                                       | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    758747 | PA      | $745302.97    | 0.18%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                       | Nouryon F 04/03/28                                                                                                                      | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | US        |     63582 | PA      | $63304.14     | 0.01%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| IRV TRUST 2025-200P                                                                      | IRV 2025-200P B                                                                                                                         | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $808404.46    | 0.19%             | 2047-03-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                       | Nouryon F 04/03/28                                                                                                                      | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | US        |    233488 | PA      | $232466.45    | 0.05%             | 2028-04-03      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                                           | ELSALV 7.65 06/15/35 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    292000 | PA      | $300530.05    | 0.07%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                                                           | AEIS 2.5 09/15/28                                                                                                                       | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |     37000 | PA      | $105446.30    | 0.02%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V4.988 08/05/33 144A                                                                                                                | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    650000 | PA      | $647061.44    | 0.15%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                   | PNC V5.575 01/29/36                                                                                                                     | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    645000 | PA      | $660017.72    | 0.16%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                        | NWL 6.375 09/15/27                                                                                                                      | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262604.42    | 0.06%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corporation                                                            | Columbus McKinno 02/03/33                                                                                                               | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    119208 | PA      | $119556.38    | 0.03%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN, REPUBLIC OF - MINISTRY OF FINANCE                                            | UZBEK 6.9 02/28/32 144A                                                                                                                 | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    328000 | PA      | $351575.00    | 0.08%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NEW HOME COMPANY INC (THE)                                                               | NWHM 9.25 10/01/29 144A                                                                                                                 | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $389569.13    | 0.09%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 3.75 01/21/55 144A                                                                                                                  | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    725000 | PA      | $502062.50    | 0.12%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                        | NWL 6.625 09/15/29                                                                                                                      | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    476000 | PA      | $475996.67    | 0.11%             | 2029-09-15      | Fixed         | 6.62%                 | 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        |    100000 | PA      | $100485.00    | 0.02%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC)              | GENESYS CLOUD SE 01/23/32                                                                                                               | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    268390 | PA      | $259969.07    | 0.06%             | 2032-01-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                                                           | EG G 01/30/31                                                                                                                           | CUSIP: 28228QAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    570000 | PA      | $571282.50    | 0.13%             | 2031-02-10      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LCI INDUSTRIES                                                                           | LCII 3 03/01/30                                                                                                                         | CUSIP: 501812AD3<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | DBT              | CORP              | US        |     54000 | PA      | $64192.50     | 0.02%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                              | NGERIA 9.625 06/09/31 144A                                                                                                              | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    190000 | PA      | $214405.50    | 0.05%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                             | RealPage 04/24/28                                                                                                                       | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    194491 | PA      | $190686.62    | 0.04%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-CES2                                                     | JPMMT 2025-CES2 A1                                                                                                                      | CUSIP: 46595TAC4<br>LEI: 529900TE3BWT8J4WHE11 | Long             | ABS-O            | CORP              | US        |    384404 | PA      | $385934.32    | 0.09%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                | IQV 6.25 02/01/29                                                                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332134.72    | 0.08%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                             | PYEBARKER FIRE S 12/16/32                                                                                                               | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     24700 | PA      | $24829.30     | 0.01%             | 2032-12-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                      | CLYDESDALE ACQUI 04/13/29                                                                                                               | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    285000 | PA      | $272692.28    | 0.06%             | 2029-04-13      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                                                      | RGA 6.722 05/15/55                                                                                                                      | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $184751.85    | 0.04%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 5.875 08/08/54                                                                                                                     | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    388000 | PA      | $378785.00    | 0.09%             | 2054-08-08      | Fixed         | 5.88%                 | 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        |    295000 | PA      | $292672.16    | 0.07%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4980                                                                                                                               | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404233 | PA      | $414752.21    | 0.10%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BA 5.93 05/01/60                                                                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    473000 | PA      | $458287.32    | 0.11%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL & GAS OPERATING LLC                                                         | MGY 6.875 12/01/32 144A                                                                                                                 | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |    845000 | PA      | $874772.73    | 0.21%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP INC                                                         | HLX 9.75 03/01/29 144A                                                                                                                  | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $404564.16    | 0.10%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                                      | PAREXEL INT 12/09/32                                                                                                                    | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     89775 | PA      | $89887.22     | 0.02%             | 2031-12-12      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                         | DINO 6.25 01/15/35                                                                                                                      | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    800000 | PA      | $830136.54    | 0.20%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                | SUN 5.875 03/15/34 144A                                                                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154522.79    | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                  | SORT 2020-1 A1                                                                                                                          | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88010 | PA      | $73967.12     | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 7.375 04/25/30                                                                                                                    | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    332000 | PA      | $348600.00    | 0.08%             | 2030-04-25      | Fixed         | 7.38%                 | 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        |   7260000 | PA      | $1288593.92   | 0.30%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-1                                     | BLAST 2025-1 C                                                                                                                          | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $523804.63    | 0.12%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                             | GRAHAM PACKAGING 01/14/33                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    270000 | PA      | $269831.25    | 0.06%             | 2033-01-26      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                                   | ESKOM 8.45 08/10/28 144A                                                                                                                | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    188000 | PA      | $198227.20    | 0.05%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| MFA TRUST 2022-INV2                                                                      | MFRA 2022-INV2 A1                                                                                                                       | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520436 | PA      | $519498.42    | 0.12%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| M6 Etx Holdings II Midco LLC                                                             | M6 ETX HLDGS II 04/01/32                                                                                                                | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166853 | PA      | $167641.91    | 0.04%             | 2032-04-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BANK OF AMERICA CORP 7.25% NON-CUMULATIVE PERPETUAL CONVERTIBLE PREFERRED STOCK SERIES L                                                | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |        17 | NS      | $20787.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STAR 2025-SFR5                                                                           | STAR 2025-SFR5 A                                                                                                                        | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339552 | PA      | $339647.69    | 0.08%             | 2042-02-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                                   | BPLN V4.875 PERP                                                                                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $491068.46    | 0.12%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KLEOPATRA FINCO SA RL                                                                    | KLEOPATRA FINCO SA RL                                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36594 | NS      | $54673.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                         | RGA V6.65 09/15/55                                                                                                                      | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402098.15    | 0.09%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TSC Spv Funding LLC                                                                      | TROP 2024-1A A2                                                                                                                         | CUSIP: 898912AA8<br>LEI: 21380072ODEONQKNZ348 | Long             | ABS-O            | CORP              | US        |    316000 | PA      | $318278.58    | 0.08%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2025-125 JA                                                                                                                         | CUSIP: 38381MVV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1208821 | PA      | $1211935.92   | 0.29%             | 2050-11-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE INC                                                              | AIMEGR 7.375 10/01/32 144A                                                                                                              | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250322.40    | 0.06%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC                                                                | HALO 1 08/15/28                                                                                                                         | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     27000 | PA      | $34411.50     | 0.01%             | 2028-08-15      | Fixed         | 1.00%                 | 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        |    470000 | PA      | $487021.05    | 0.11%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                       | HEWLETT PACKARD ENTERPRISE COMPANY 7.625% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       600 | NS      | $45972.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners LLC                                                             | FOCUS FINL PARTN 09/15/31                                                                                                               | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    352495 | PA      | $350274.63    | 0.08%             | 2031-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                                                       | UPSTREAM NEWC 11/20/29                                                                                                                  | CUSIP: 91678HAJ1<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    212632 | PA      | $198396.60    | 0.05%             | 2029-11-20      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                                                         | CPM HOL 09/21/28                                                                                                                        | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    229431 | PA      | $229923.96    | 0.05%             | 2028-09-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1 LLC                                                              | TRACTC 5.875 03/01/31 144A                                                                                                              | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $338720.55    | 0.08%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | COOPR 2025-CES3 A1A                                                                                                                     | CUSIP: 216926AA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    716219 | PA      | $711298.41    | 0.17%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS 6.45 05/01/36                                                                                                                        | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138659.70    | 0.03%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                                   | GWRE 1.25 11/01/29                                                                                                                      | CUSIP: 40171VAC4<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24640.63     | 0.01%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC                                                                   | DIN 2023-1A A2                                                                                                                          | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549000 | PA      | $554894.67    | 0.13%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS LP                                                | XIFR 7.75 04/15/34 144A                                                                                                                 | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251681.04    | 0.06%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                                                 | GVA 3.25 06/15/30                                                                                                                       | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     59000 | PA      | $108781.25    | 0.03%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHILE, REPUBLIC OF - MINISTRY OF FINANCE                                                 | CHILE 3.1 05/07/41                                                                                                                      | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    409000 | PA      | $314009.75    | 0.07%             | 2041-05-07      | Fixed         | 3.10%                 | 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        |    265921 | PA      | $245712.51    | 0.06%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                                 | CRNAU 9.25 10/01/29 144A                                                                                                                | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $435693.47    | 0.10%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2018-CBM                                                                     | BBCMS 2018-CBM A                                                                                                                        | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $784660.47    | 0.18%             | 2037-07-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 4.75 03/01/30 144A                                                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $673395.52    | 0.16%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vantor Holdings Inc.                                                                     | GALILEO 02/25/33                                                                                                                        | CUSIP: 000000000<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |    370000 | PA      | $370464.35    | 0.09%             | 2033-03-03      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                             | ACRISUR 11/06/30                                                                                                                        | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    231099 | PA      | $228037.42    | 0.05%             | 2030-11-06      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                                           | BEACH ACQUISITIO 06/25/32                                                                                                               | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    269325 | PA      | $270924.79    | 0.06%             | 2032-09-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                                | EOFP 6.75 09/15/33 144A                                                                                                                 | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $361222.92    | 0.09%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                              | W 6.75 11/15/32 144A                                                                                                                    | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146692.44    | 0.03%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2013-8                                                            | SEMT 2013-8 B1                                                                                                                          | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-O            | CORP              | US        |     36542 | PA      | $35630.26     | 0.01%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                            | F 4.75 01/15/43                                                                                                                         | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61835.70     | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                              | NGERIA 8.6308 01/13/36 144A                                                                                                             | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    110000 | PA      | $120587.50    | 0.03%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                             | STRATEGY INC 8.00% SERIES A PERPETUAL STRIKE PREFERRED STOCK                                                                            | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       320 | NS      | $25036.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FA1728                                                                                                                               | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572685 | PA      | $1613251.14   | 0.38%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                                 | CLOUD SOFTWARE G 03/21/31                                                                                                               | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       948 | PA      | $879.10       | 0.00%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                                | IQV 5.7 05/15/28                                                                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203758.00    | 0.05%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 5.5 03/26/36 144A                                                                                                                | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    786000 | PA      | $788358.00    | 0.19%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                                 | CLOUD SOFTWARE G 03/21/31                                                                                                               | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    376158 | PA      | $349004.57    | 0.08%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2022-R2                                                                        | CIM 2022-R2 A1                                                                                                                          | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185859 | PA      | $175994.20    | 0.04%             | 2061-12-25      | Variable      | 3.75%                 | 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        |    125000 | PA      | $129042.88    | 0.03%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                 | AXP V5.625 07/28/34                                                                                                                     | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1395792.97   | 0.33%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                      | NSANY 5.625 09/29/28 144A                                                                                                               | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    425000 | PA      | $422858.74    | 0.10%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                     | ALPGEN 6.25 01/15/34 144A                                                                                                               | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288193.18    | 0.07%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EL SALVADOR, REPUBLIC OF - MINISTRY OF FINANCE                                           | ELSALV 7.625 02/01/41 REGS                                                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    349000 | PA      | $349610.75    | 0.08%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 4.125 07/09/35                                                                                                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    935000 | PA      | $698912.50    | 0.16%             | 2035-07-09      | Variable      | 4.12%                 | 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        |    700000 | PA      | $688684.15    | 0.16%             | 2055-07-25      | Fixed         | 5.67%                 | 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        |    520000 | PA      | $518406.56    | 0.12%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                                      | ACRISU 8.25 02/01/29 144A                                                                                                               | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135578.61    | 0.03%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA SA                                                                | PDVSA 9 11/17/21 REGS                                                                                                                   | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   2660000 | PA      | $1205645.00   | 0.28%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                                                      | EXP 5 03/15/36                                                                                                                          | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    475000 | PA      | $457112.58    | 0.11%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                                    | Petco Health Wel 02/03/31                                                                                                               | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    215000 | PA      | $213965.85    | 0.05%             | 2031-01-22      | Floating      | 7.95%                 | 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        |    459000 | PA      | $461754.00    | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 8.75 11/14/53                                                                                                                     | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     82000 | PA      | $93373.40     | 0.02%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                       | BX 2025-ROIC C                                                                                                                          | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644170 | PA      | $642674.34    | 0.15%             | 2030-03-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                                      | ARIVO 2025-1A A2                                                                                                                        | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    668464 | PA      | $670649.58    | 0.16%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                              | NGERIA 9.1297 01/13/46 144A                                                                                                             | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    179000 | PA      | $197795.00    | 0.05%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                               | AER V6.95 03/10/55                                                                                                                      | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155393.42    | 0.04%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                               | HGVLLC 5 06/01/29 144A                                                                                                                  | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $406711.33    | 0.10%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                                      | NTRS V3.375 05/08/32                                                                                                                    | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    635000 | PA      | $626970.31    | 0.15%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                 | SNAP 6.875 03/01/33 144A                                                                                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297125.57    | 0.07%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Motion Finco LLC                                                                         | MOTION FINC 11/12/29                                                                                                                    | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | US        |    152124 | PA      | $135199.78    | 0.03%             | 2029-11-12      | Floating      | 7.20%                 | 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        |     99617 | PA      | $99576.17     | 0.02%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 6.25 09/22/32 144A                                                                                                               | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    463000 | PA      | $494585.86    | 0.12%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                                 | BAX 3.132 12/01/51                                                                                                                      | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $988493.99    | 0.23%             | 2051-12-01      | Fixed         | 3.13%                 | 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        |    485000 | PA      | $482889.47    | 0.11%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 0.75 07/09/30                                                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    680400 | PA      | $588460.95    | 0.14%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB6857                                                                                                                               | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1225870 | PA      | $1184336.20   | 0.28%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V3.98 03/20/30                                                                                                                        | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142573.47    | 0.03%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                         | DTMINC 4.375 06/15/31 144A                                                                                                              | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $439942.74    | 0.10%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V5.389 04/24/34                                                                                                                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    215000 | PA      | $218935.01    | 0.05%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD                                                            | MFCC 2024-2A A                                                                                                                          | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $525521.54    | 0.12%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| WINNEBAGO INDUSTRIES INC                                                                 | WGO 3.25 01/15/30                                                                                                                       | CUSIP: 974637AF7<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17717.50     | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                       | BX 2019-OC11 D                                                                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $564685.94    | 0.13%             | 2041-12-11      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| ZAMBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | ZAMBIN 5.75 06/30/33 144A                                                                                                               | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    187371 | PA      | $185353.72    | 0.04%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                              | LEBAN 7.15 11/20/31 GMTN                                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    283000 | PA      | $73014.00     | 0.02%             | 2031-11-20      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                       | HBRLN 6.327 04/01/35 144A                                                                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $952301.12    | 0.22%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                    | WFC V6.491 10/23/34                                                                                                                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $514893.60    | 0.12%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                                                                  | EA 8.75 07/01/34 144A                                                                                                                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    320000 | PA      | $333195.81    | 0.08%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                                         | Lummus Tech Hldg 12/31/29                                                                                                               | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    360742 | PA      | $360097.78    | 0.08%             | 2029-12-31      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                      | OBX 2024-NQM9 A1                                                                                                                        | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |    342833 | PA      | $345828.64    | 0.08%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 6 09/26/35 144A                                                                                                                  | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    510000 | PA      | $532057.50    | 0.13%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                                 | SNAP 6.875 03/15/34 144A                                                                                                                | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164684.49    | 0.04%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MIRA TRUST 2023-MILE                                                                     | M1RA 2023-MILE A                                                                                                                        | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $277311.17    | 0.07%             | 2038-06-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 4.55 01/11/28                                                                                                                     | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201372.00    | 0.05%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                                                      | GH 1.25 02/15/31                                                                                                                        | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |     24000 | PA      | $39002.40     | 0.01%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                         | DTMINC 4.125 06/15/29 144A                                                                                                              | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $102820.29    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 3.5 07/09/41                                                                                                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    726000 | PA      | $502029.00    | 0.12%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | SUN 5.625 07/15/34 144A                                                                                                                 | CUSIP: 86765KAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49354.58     | 0.01%             | 2034-07-15      | Fixed         | 5.62%                 | 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        |    310000 | PA      | $312531.12    | 0.07%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE)                              | NGERIA 10.375 12/09/34 144A                                                                                                             | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    499000 | PA      | $597552.50    | 0.14%             | 2034-12-09      | Fixed         | 10.38%                | 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        |    457970 | PA      | $461462.26    | 0.11%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| URUGUAY, REPUBLICA ORIENTAL DEL - MINISTERIO DE ECONOMIA Y FINANZAS                      | URUGUA 5.1 06/18/50                                                                                                                     | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    750000 | PA      | $699000.00    | 0.16%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                                     | LSF12 CROWN US C 12/02/31                                                                                                               | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    236097 | PA      | $237719.84    | 0.06%             | 2031-12-02      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| PERTAMINA (PERSERO) PT                                                                   | PERTIJ 6.45 05/30/44 144A                                                                                                               | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    350000 | PA      | $359738.75    | 0.08%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PERU SA                                                             | BCP V6.45 07/30/35 144A                                                                                                                 | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    230000 | PA      | $236980.50    | 0.06%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                                   | PNC V5.423 01/25/41                                                                                                                     | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201134.61    | 0.05%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC                                                | AXIS 2025-1A D                                                                                                                          | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    745000 | PA      | $753490.32    | 0.18%             | 2032-08-20      | Fixed         | 5.68%                 | 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        |    533432 | PA      | $507687.69    | 0.12%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                                     | PETMK 5.848 04/03/55 144A                                                                                                               | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    610000 | PA      | $631880.70    | 0.15%             | 2055-04-03      | Fixed         | 5.85%                 | 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        |    223163 | PA      | $223549.95    | 0.05%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                            | EGYPT 6.875 04/30/40 144A                                                                                                               | CUSIP: 038461AF6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    233000 | PA      | $203519.68    | 0.05%             | 2040-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | ACGCAP 6.375 07/15/30 144A                                                                                                              | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    515000 | PA      | $543438.46    | 0.13%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | SUN 5.375 07/15/31 144A                                                                                                                 | CUSIP: 86765KAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29876.56     | 0.01%             | 2031-07-15      | 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        |     50160 | PA      | $49041.83     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V2.972 02/04/33 MTN                                                                                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99699.19     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                | SCHW V4 PERP H                                                                                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    497000 | PA      | $463538.08    | 0.11%             | N/A             | Fixed         | 4.00%                 | 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        |    510000 | PA      | $502894.68    | 0.12%             | 2029-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 6.125 06/15/33 144A                                                                                                              | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    232000 | PA      | $227070.00    | 0.05%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & LIME CO INC                                                       | NEENST 9.75 07/15/28 144A                                                                                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86063.48     | 0.02%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                     | Del Monte 06/01/26                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16013 | PA      | $12730.72     | 0.00%             | 2026-04-02      | Floating      | 13.26%                | No            |                  3 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                                     | DYNAMO US BIDC 09/30/31                                                                                                                 | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68954 | PA      | $61886.15     | 0.01%             | 2031-09-30      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                                  | MTSI 0 12/15/29                                                                                                                         | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $67013.00     | 0.02%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 5.875 01/30/29 144A                                                                                                              | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    142000 | PA      | $144504.88    | 0.03%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                                                             | INDV 0.625 03/15/31                                                                                                                     | CUSIP: 45579UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $44417.10     | 0.01%             | 2031-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 5 07/31/40 REGS                                                                                                                    | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    459000 | PA      | $384645.72    | 0.09%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                          | TRAVERSE MIDSTRE 02/16/28                                                                                                               | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    293688 | PA      | $294458.67    | 0.07%             | 2028-02-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                        | POST 6.375 03/01/33 144A                                                                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575147.20    | 0.14%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                           | BCRED 5.95 07/16/29                                                                                                                     | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $445459.12    | 0.11%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N1                                                   | CRVNA 2024-N1 B                                                                                                                         | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201127.28    | 0.05%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                                      | USLBMH 6.25 01/15/29 144A                                                                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    625000 | PA      | $433713.03    | 0.10%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIVE GUYS FUNDING LLC                                                                    | GUYS 2023-1A A2                                                                                                                         | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |    832325 | PA      | $847502.86    | 0.20%             | 2054-01-25      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                                            | VISTA MGMT HLD 03/26/31                                                                                                                 | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119436 | PA      | $118689.21    | 0.03%             | 2031-04-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB0534                                                                                                                               | CUSIP: 3140QKSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4516477 | PA      | $3965269.97   | 0.93%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                                            | VISTA MGMT HLD 03/26/31                                                                                                                 | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29859 | PA      | $29672.30     | 0.01%             | 2031-04-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-6                                                         | TPMT 2018-6 A2                                                                                                                          | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $92585.98     | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                              | IMBLN 5.625 07/01/35 144A                                                                                                               | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    645000 | PA      | $651259.82    | 0.15%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                                           | HAMILTON PROJS A 05/31/31                                                                                                               | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    140110 | PA      | $141121.67    | 0.03%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                           | GTN 5.375 11/15/31 144A                                                                                                                 | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $469173.00    | 0.11%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 7.25 05/29/32                                                                                                                    | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    152000 | PA      | $155637.36    | 0.04%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AL GCX Holdings LLC                                                                      | AL GCX FD VIII H 01/30/32                                                                                                               | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    178789 | PA      | $179257.97    | 0.04%             | 2032-01-30      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS4438                                                                                                                               | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341275 | PA      | $338118.51    | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SL0627                                                                                                                               | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2187466 | PA      | $2237225.82   | 0.53%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                       | VISIO 2022-1 A2                                                                                                                         | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56594 | PA      | $56517.23     | 0.01%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BLACKLINE INC                                                                            | BL 1 06/01/29                                                                                                                           | CUSIP: 09239BAF6<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50558.75     | 0.01%             | 2029-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 6.95 09/16/35                                                                                                                    | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    253000 | PA      | $249964.00    | 0.06%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MBONO 7.75 11/13/42 M                                                                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  13000000 | PA      | $625876.72    | 0.15%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                        | OGN 5.125 04/30/31 144A                                                                                                                 | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94465.83     | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | 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        |    270000 | PA      | $275258.71    | 0.06%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                         | DB V5.06 04/14/32                                                                                                                       | CUSIP: 25160PAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $639424.47    | 0.15%             | 2032-04-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                                    | IEP 5.25 05/15/27                                                                                                                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89192.88     | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V6.254 10/23/34                                                                                                                     | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118014.04    | 0.03%             | 2034-10-23      | Fixed         | 6.25%                 | 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        |    326152 | PA      | $330140.91    | 0.08%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ARGENTINA, REPUBLIC OF - SUBSECRETARIA DE FINANCIAMIENTO                                 | ARGENT 4.125 07/09/46                                                                                                                   | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1835682 | PA      | $1293926.22   | 0.31%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                      | MEDIND 5.25 10/01/29 144A                                                                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428172.80    | 0.10%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                                | PCG 4.25 12/01/27                                                                                                                       | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24606.00     | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                                   | ICECR 6 08/01/32 144a                                                                                                                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $549239.43    | 0.13%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                        | OGN 4.125 04/30/28 144a                                                                                                                 | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454253.11    | 0.11%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                             | FLEXIH 3.363 06/30/31 144A                                                                                                              | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    430000 | PA      | $394158.35    | 0.09%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                                                            | TEM 0.75 07/15/30                                                                                                                       | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |     23000 | PA      | $24075.25     | 0.01%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                                | TRPCN V6.375 10/17/56 .                                                                                                                 | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80645.12     | 0.02%             | 2056-10-17      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                                  | NSIT 6.625 05/15/32 144A                                                                                                                | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332461.74    | 0.08%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                                | BAUSCH LOMB 01/15/31                                                                                                                    | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | US        |    128988 | PA      | $129894.93    | 0.03%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 7.125 01/17/33 144A                                                                                                              | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    670000 | PA      | $711556.75    | 0.17%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL COMPANY JSC                                                         | KZOKZ 6.375 10/24/48 144A                                                                                                               | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    101000 | PA      | $102167.06    | 0.02%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                                | CRS 5.625 03/01/34 144A                                                                                                                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15027.78     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                                 | ICLR 6 05/08/34                                                                                                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    645000 | PA      | $659434.46    | 0.16%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 6.8 11/04/36                                                                                                                     | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    362000 | PA      | $352215.14    | 0.08%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                 | PRU V5.125 03/01/52                                                                                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $96524.56     | 0.02%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                                              | Red SPV 03/15/32                                                                                                                        | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    233238 | PA      | $233748.29    | 0.06%             | 2032-03-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 5.8 01/15/36                                                                                                                        | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    329647 | PA      | $342791.70    | 0.08%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                           | ZD 3.625 03/01/28                                                                                                                       | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30682.25     | 0.01%             | 2028-03-01      | Fixed         | 3.62%                 | 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        |    111000 | PA      | $118242.75    | 0.03%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS                                                                        | BX 2022-CLS A                                                                                                                           | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $410268.80    | 0.10%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                                     | CAPCOP 6.75 03/31/33 144A                                                                                                               | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $784134.12    | 0.18%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                                                               | USCLN 2026-RVM1 C                                                                                                                       | CUSIP: 90355PAL0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    763497 | PA      | $757260.30    | 0.18%             | 2046-12-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Delta TopCo Inc                                                                          | DELTA TOPCO INC                                                                                                                         | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    214456 | PA      | $207000.15    | 0.05%             | 2029-11-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GUATEMALA, REPUBLIC OF - MINISTRY OF PUBLIC FINANCE                                      | GUATEM 6.25 08/15/36 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    252000 | PA      | $263844.00    | 0.06%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                | FMBT 2024-FBLU A                                                                                                                        | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350643.65    | 0.08%             | 2039-12-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO                          | COLOM 7.5 02/02/34                                                                                                                      | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1524000 | PA      | $1596466.20   | 0.38%             | 2034-02-02      | Fixed         | 7.50%                 | 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        |     44525 | PA      | $44636.05     | 0.01%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| STRIDE INC                                                                               | LRN 1.125 09/01/27                                                                                                                      | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |     21000 | PA      | $39669.00     | 0.01%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                              | IONPLA 9.5 05/30/29 144a                                                                                                                | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215261.04    | 0.05%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                          | BAMCN 5.795 04/24/35                                                                                                                    | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $693849.74    | 0.16%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                     | RGCARE 10 06/01/32 144A                                                                                                                 | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199826.25    | 0.05%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP                                                                    | NVST 1.75 08/15/28                                                                                                                      | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33957.50     | 0.01%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LIVANOVA PLC                                                                             | LIVN 2.5 03/15/29                                                                                                                       | CUSIP: 53802LAB8<br>LEI: 2138001K2FX6SHK2B339 | Long             | DBT              | CORP              | GB        |     29000 | PA      | $33054.20     | 0.01%             | 2029-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 6.3 03/14/33                                                                                                                     | CUSIP: 900123DT4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    117000 | PA      | $113051.25    | 0.03%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                        | FS 2026-ORL A                                                                                                                           | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1151312.73   | 0.27%             | 2041-02-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                                       | Caturus Energy LLC                                                                                                                      | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    480000 | PA      | $502106.02    | 0.12%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                                                           | WT 4.5 10/01/31                                                                                                                         | CUSIP: 97717PAL8<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72819.50     | 0.02%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                            | EGYPT 7.0529 01/15/32 144A                                                                                                              | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    346000 | PA      | $340699.28    | 0.08%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 6.9 07/31/35 REGS                                                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     96000 | PA      | $89208.00     | 0.02%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                           | EFMT 2025-NQM2 A1                                                                                                                       | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-O            | CORP              | US        |    413539 | PA      | $416128.26    | 0.10%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                                              | ALNY 1 09/15/27                                                                                                                         | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     29000 | PA      | $35890.40     | 0.01%             | 2027-09-15      | Fixed         | 1.00%                 | 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        |    249418 | PA      | $252468.91    | 0.06%             | 2059-12-25      | Variable      | 6.00%                 | 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        |      8987 | PA      | $9002.17      | 0.00%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA TEXAS BRANCH                                                              | BBVASM V8.125 01/08/39 144A                                                                                                             | CUSIP: 07336UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $159855.15    | 0.04%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 3.771 05/24/61                                                                                                                      | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    248000 | PA      | $150412.00    | 0.04%             | 2061-05-24      | Fixed         | 3.77%                 | 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        |     24978 | PA      | $25237.56     | 0.01%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V5.424 07/21/34 MTN                                                                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208992.71    | 0.05%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                                     | FLTR 5.875 06/04/31 144A                                                                                                                | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    720000 | PA      | $717868.80    | 0.17%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 6.875 04/15/32 144A                                                                                                                 | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    310000 | PA      | $323757.18    | 0.08%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                      | TGE 9 08/01/29 144A                                                                                                                     | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    315000 | PA      | $329117.36    | 0.08%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                                      | APPLIED Sy 02/23/32                                                                                                                     | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     10000 | PA      | $9945.85      | 0.00%             | 2032-02-23      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                             | ATDBCN 5.077 09/29/35 144A                                                                                                              | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $777142.85    | 0.18%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                           | WES 5.25 02/01/50                                                                                                                       | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    935000 | PA      | $792843.05    | 0.19%             | 2050-02-01      | Fixed         | 5.25%                 | 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        |    231622 | PA      | $226316.35    | 0.05%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Innio Group Holding GmbH (f/k/a AI Alpine AT Bidco)                                      | Innio (previously GE Distributed Power) Term Loan B 200 2031-11-01                                                                      | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | US        |    210000 | PA      | $210821.10    | 0.05%             | 2031-11-03      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                     | RGCARE 9.875 08/15/30 144A                                                                                                              | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $350277.18    | 0.08%             | 2030-08-15      | Fixed         | 9.88%                 | 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        |    355000 | PA      | $355716.11    | 0.08%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                                         | NAB HLDG 11/24/28                                                                                                                       | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    428497 | PA      | $401450.41    | 0.09%             | 2028-11-24      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 2.85 02/14/30                                                                                                                     | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    218000 | PA      | $204821.90    | 0.05%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                                        | VTOL 6.75 02/01/33 144A                                                                                                                 | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147632.95    | 0.03%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                                              | CDEL 6.44 01/26/36 REGS                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    330000 | PA      | $353540.55    | 0.08%             | 2036-01-26      | Fixed         | 6.44%                 | 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        |    675000 | PA      | $667711.74    | 0.16%             | 2051-12-15      | Fixed         | 4.12%                 | 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        |    780000 | PA      | $784931.63    | 0.19%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                                         | CONNECTWISE LLC 09/24/28                                                                                                                | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    131595 | PA      | $122853.68    | 0.03%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                     | RGCARE 5.375 01/15/29 144A                                                                                                              | CUSIP: 53219LAU3<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246095.45    | 0.06%             | 2029-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                      | MEDIND 6.25 04/01/29 144A                                                                                                               | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    755000 | PA      | $773022.61    | 0.18%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                            | EGYPT 8.5 01/31/47 144A                                                                                                                 | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    354000 | PA      | $323556.00    | 0.08%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V5.35 06/01/34                                                                                                                      | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $490085.12    | 0.12%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                                 | APA 6.75 02/15/55                                                                                                                       | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1032961.54   | 0.24%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                         | NUMERICABLE U 04/30/28                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    183458 | PA      | $184604.40    | 0.04%             | 2028-05-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V5.25 04/21/34 MTN                                                                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580925.57    | 0.14%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                        | CHARIOT BUYE 09/08/32                                                                                                                   | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    266480 | PA      | $266518.94    | 0.06%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE PLC / VISTA MANAGEMENT HOLDING INC                                | VSTJET 9.5 06/01/28 144A                                                                                                                | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $667766.02    | 0.16%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Grifols International Services Designated Activity Company                               | Grifols In Dolla 04/01/33                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $501740.00    | 0.12%             | 2033-04-14      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 3.6 01/15/72                                                                                                                       | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    124000 | PA      | $77996.00     | 0.02%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2024-1                                      | ARIVO 2024-1A B                                                                                                                         | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228000 | PA      | $231600.71    | 0.05%             | 2030-06-17      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4 02/15/34                                                                                                                            | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1040000 | PA      | $1021779.69   | 0.24%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 6.375 01/30/34 144A                                                                                                              | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1313000 | PA      | $1329201.95   | 0.31%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 5.375 07/24/44 30Y                                                                                                                 | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     78000 | PA      | $63375.00     | 0.01%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 5.75 03/24/35 144A                                                                                                               | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    166000 | PA      | $160002.23    | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                                | SCHW V6.136 08/24/34                                                                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192192.72    | 0.05%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                            | VST 5.7 12/30/34 144A                                                                                                                   | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429438.70    | 0.10%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UFC Holdings LLC (Zuffa)/TKO Group                                                       | UFC HLDG 11/21/31                                                                                                                       | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |    138950 | PA      | $139480.79    | 0.03%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                     | OMAN 6.75 01/17/48 144A                                                                                                                 | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    297000 | PA      | $324389.34    | 0.08%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHF TRUST 2023-1                                                                         | FHF 2023-1A A2                                                                                                                          | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9262 | PA      | $9290.55      | 0.00%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                                 | MSCI 3.625 09/01/30 144A                                                                                                                | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    814000 | PA      | $770756.64    | 0.18%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                                  | VENZ 11.75 10/21/26                                                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    595000 | PA      | $340488.75    | 0.08%             | 2026-10-21      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                      | ROCSOF 9 11/28/28 144A                                                                                                                  | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    590000 | PA      | $587566.90    | 0.14%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                                         | AlixPa 07/30/32                                                                                                                         | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    204488 | PA      | $204779.92    | 0.05%             | 2032-08-12      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | MS V5.948 01/19/38                                                                                                                      | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     97000 | PA      | $99963.72     | 0.02%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC                                                            | JHXAU 6.125 07/31/32 144A                                                                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651877.85    | 0.15%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                         | BKH 6.15 05/15/34                                                                                                                       | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    405000 | PA      | $428202.03    | 0.10%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                                         | TEINEN 6.875 04/15/29 144A                                                                                                              | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $110198.00    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR3 TRUST                                                                     | AMSR 2021-SFR3 D                                                                                                                        | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $98604.37     | 0.02%             | 2038-10-19      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                                                       | JPMMT 2024-NQM1 A3                                                                                                                      | CUSIP: 465983AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195559 | PA      | $196239.51    | 0.05%             | 2064-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                                              | W 3.5 11/15/28                                                                                                                          | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |     15000 | PA      | $23166.00     | 0.01%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-4                                                         | TPMT 2017-4 A2                                                                                                                          | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1425000 | PA      | $1360023.42   | 0.32%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genm 11/19/32                                                                                                                           | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | US        |     73125 | PA      | $73668.68     | 0.02%             | 2032-12-10      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 5.625 01/13/35 REGS                                                                                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    395000 | PA      | $410602.50    | 0.10%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2                                           | UACST 2022-2 D                                                                                                                          | CUSIP: 90944KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137747 | PA      | $138176.49    | 0.03%             | 2028-01-10      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                                            | SINCLAIR TELEVIS 12/31/30                                                                                                               | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    224433 | PA      | $203463.33    | 0.05%             | 2030-12-31      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| JBT MAREL CORP                                                                           | JBTM 0.375 09/15/30                                                                                                                     | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |     27000 | PA      | $25447.50     | 0.01%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM9 TRUST                                                                      | OBX 2023-NQM9 A1                                                                                                                        | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-O            | CORP              | US        |    482418 | PA      | $486147.11    | 0.11%             | 2063-10-25      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V5.518 10/25/35                                                                                                                     | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1224572.35   | 0.29%             | 2035-10-25      | Fixed         | 5.52%                 | 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        |    570000 | PA      | $576975.04    | 0.14%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                                     | GFLCN 6.625 04/01/32 144A                                                                                                               | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108402.84    | 0.03%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                                                                 | ALHC 4.25 11/15/29                                                                                                                      | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $38151.25     | 0.01%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Composecure Holdings, L.L.C.                                                             | CompoSecure Hldg 01/14/33                                                                                                               | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    115000 | PA      | $115479.55    | 0.03%             | 2033-01-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MVW 2024-1 LLC                                                                           | MVWOT 2024-1A A                                                                                                                         | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102255 | PA      | $103286.18    | 0.02%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                                          | OSIS 2.25 08/01/29                                                                                                                      | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     42000 | PA      | $68659.50     | 0.02%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                                         | Southern Veterin 12/04/31                                                                                                               | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    272134 | PA      | $271948.69    | 0.06%             | 2031-12-04      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                   | CNP 2.875 05/15/29                                                                                                                      | CUSIP: 15189TBT3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66633.60     | 0.02%             | 2029-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 6.95 03/15/37 REGS                                                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1123000 | PA      | $1174517.63   | 0.28%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                         | TMUS 5.05 07/15/33                                                                                                                      | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96472.46     | 0.02%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                                          | CATAWBA NATION GAMING AUTHORITY                                                                                                         | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    195000 | PA      | $196365.98    | 0.05%             | 2032-03-29      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 7.625 05/15/34 10Y                                                                                                               | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    775000 | PA      | $808228.13    | 0.19%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                            | UHS 5.05 10/15/34                                                                                                                       | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    745000 | PA      | $717587.49    | 0.17%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                                   | TK Elevator Midc 04/30/30                                                                                                               | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    100104 | PA      | $101070.69    | 0.02%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 5.375 04/14/36 10Y                                                                                                               | CUSIP: 857524AK8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    536000 | PA      | $539877.96    | 0.13%             | 2036-04-14      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Turquoise Topco LTD                                                                      | TRQ SALE 08/13/32                                                                                                                       | CUSIP: 89776TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $157400.00    | 0.04%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 4 02/01/32 REGS                                                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1024900 | PA      | $787357.64    | 0.19%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                                   | ATLANTIC BROADBA 09/15/30                                                                                                               | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    186744 | PA      | $177440.78    | 0.04%             | 2030-09-18      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| BENIN, REPUBLIC OF - MINISTRY OF FINANCE                                                 | BENIN 7.96 02/13/38 144A                                                                                                                | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    260000 | PA      | $268125.00    | 0.06%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY GLOBAL INC                                                          | RAX 5.375 12/01/28 144A                                                                                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $24700.00     | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                                        | FDX 5.25 03/15/36 144A                                                                                                                  | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    925000 | PA      | $900812.08    | 0.21%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I, Inc.                                                                    | NOURISH BUYER 07/09/32                                                                                                                  | CUSIP: 66979CAK7<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |     85000 | PA      | $85743.75     | 0.02%             | 2032-07-09      | Floating      | 7.67%                 | 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        |    283402 | PA      | $283209.30    | 0.07%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                              | VST V8 PERP 144A                                                                                                                        | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51472.41     | 0.01%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                         | ALTICE FRANCE SA                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6745 | NS      | $139413.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VENEZUELA, BOLIVARIAN REPUBLIC OF - MINISTRY OF FINANCE                                  | VENZ 12.75 08/23/22                                                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    800000 | PA      | $457200.04    | 0.11%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                                         | LUMMUS 9 07/01/28 144A                                                                                                                  | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |    101000 | PA      | $101242.68    | 0.02%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                  | AKAM 0.25 05/15/33                                                                                                                      | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $59141.25     | 0.01%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                                           | GTN 9.625 07/15/32 144A                                                                                                                 | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406952.00    | 0.10%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                                                           | TRUIST INS HLDG 05/06/31                                                                                                                | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    515000 | PA      | $512425.00    | 0.12%             | 2031-05-06      | Floating      | 6.45%                 | 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        |    313313 | PA      | $306587.13    | 0.07%             | 2063-01-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                                                     | KSA 4.875 09/09/35 144A                                                                                                                 | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |    248000 | PA      | $244528.00    | 0.06%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDINGS LLC/ARU FINANCE CORP                                     | ASCRES 6.625 07/15/33 144A                                                                                                              | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $493402.56    | 0.12%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Transdigm Inc                                                                            | TransDigm Term Loan N 250 2033-02-07                                                                                                    | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    125000 | PA      | $125348.13    | 0.03%             | 2033-02-10      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUTIONS HOLDING COMPANY                                               | BWY 9.25 04/15/30 144A                                                                                                                  | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    330000 | PA      | $314736.18    | 0.07%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                     | CENT 2025-CITY A                                                                                                                        | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1190000 | PA      | $1196559.76   | 0.28%             | 2040-07-12      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                                   | TK Elevator Midc 04/30/30                                                                                                               | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    107804 | PA      | $108844.52    | 0.03%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                           | Proofpoin 08/31/28                                                                                                                      | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    260870 | PA      | $253736.02    | 0.06%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                             | APOLLO GLOBAL MANAGEMENT INC 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                       | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       450 | NS      | $29578.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumexa Imaging, Inc.                                                                     | LUMEXA IMAGIN 12/13/32                                                                                                                  | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |    129675 | PA      | $130424.52    | 0.03%             | 2032-12-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                        | Chamberlain Group Term Loan B 300 2032-07-12                                                                                            | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    125000 | PA      | $125018.13    | 0.03%             | 2032-09-08      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| OMAN, GOVERNMENT OF THE SULTANATE OF                                                     | OMAN 6.5 03/08/47 144A                                                                                                                  | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    851000 | PA      | $910242.37    | 0.21%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                            | NIPLIF V6.25 09/13/53 144A                                                                                                              | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208046.37    | 0.05%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                     | CLF 7.625 01/15/34 144A                                                                                                                 | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555983.45    | 0.13%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                        | HRI 7.25 06/15/33 144A                                                                                                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115261.19    | 0.03%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                            | VOLTAG 7.375 11/01/30 144A                                                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332283.84    | 0.08%             | 2030-11-01      | Fixed         | 7.38%                 | 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        |    700000 | PA      | $703732.54    | 0.17%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                                 | ACI 4.875 02/15/30 144A                                                                                                                 | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    790000 | PA      | $773784.14    | 0.18%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PR RNO PROPERTY OWNER 1 LLC                                                              | TRACTD 6.5 05/01/31 144A                                                                                                                | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $252895.97    | 0.06%             | 2031-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                        | SM 6.625 04/15/34 144A                                                                                                                  | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86211.68     | 0.02%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN, REPUBLIC OF - MINISTRY OF FINANCE                                            | KAZAKS 4.412 10/28/30 144A                                                                                                              | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    476000 | PA      | $469667.20    | 0.11%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELL 3.125 07/15/29                                                                                                                     | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     23000 | PA      | $39859.00     | 0.01%             | 2029-07-15      | Fixed         | 3.12%                 | 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        |    590000 | PA      | $559828.82    | 0.13%             | 2030-09-17      | Fixed         | 5.95%                 | 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        |    440000 | PA      | $436797.33    | 0.10%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                         | THPT 2023-THL A                                                                                                                         | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    633588 | PA      | $635486.29    | 0.15%             | 2034-12-14      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                         | WULF 7.75 10/15/30 144A                                                                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $289192.80    | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                                                            | GME 0 06/15/32                                                                                                                          | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |     29000 | PA      | $31465.00     | 0.01%             | 2032-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| W.R. GRACE HOLDINGS LLC                                                                  | GRA 5.625 08/15/29 144A                                                                                                                 | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668491.82    | 0.16%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EGYPT, ARAB REPUBLIC OF - MINISTRY OF FINANCE                                            | EGYPT 8.75 09/30/51 144A                                                                                                                | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    530000 | PA      | $490602.45    | 0.12%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                          | CVS V6.75 12/10/54                                                                                                                      | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    331000 | PA      | $343086.80    | 0.08%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                                 | PRMWCN 6.25 04/01/29 144A                                                                                                               | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455869.51    | 0.11%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                             | RIG 8.5 05/15/31 144A                                                                                                                   | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    385000 | PA      | $407340.78    | 0.10%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER (US HOLDINGS) INC                                                          | CPXCN 6.189 06/01/35 144A                                                                                                               | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $428677.03    | 0.10%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 6.5 01/03/35                                                                                                                     | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    731000 | PA      | $705597.75    | 0.17%             | 2035-01-03      | Fixed         | 6.50%                 | 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        |    396663 | PA      | $403081.61    | 0.10%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                            | GBLATL V7.95 10/15/54 144A                                                                                                              | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185976.80    | 0.04%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| KAZAKHSTAN, REPUBLIC OF - MINISTRY OF FINANCE                                            | KAZAKS 5.5 07/01/37 144A                                                                                                                | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    633000 | PA      | $646609.50    | 0.15%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                                             | NCLH 0.875 04/15/30                                                                                                                     | CUSIP: 62886HBT7<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     36000 | PA      | $37935.00     | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT COMPANY                                                             | SPHR 3.5 12/01/28                                                                                                                       | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |     16000 | PA      | $64904.00     | 0.02%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING LLC                                                                    | BELL 2025-1A A2I                                                                                                                        | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $748072.35    | 0.18%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS LP                                                             | SPH 6.5 12/15/35 144A                                                                                                                   | CUSIP: 864486AM7<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    420000 | PA      | $416917.03    | 0.10%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC V5.122 01/26/34 MTN                                                                                                                 | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144965.13    | 0.03%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                         | CSGP 2.8 07/15/30 144A                                                                                                                  | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    973000 | PA      | $884123.80    | 0.21%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VARONIS SYSTEMS INC                                                                      | VRNS 1 09/15/29                                                                                                                         | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |     37000 | PA      | $33697.75     | 0.01%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 5.75 07/04/36 144A                                                                                                               | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    196000 | PA      | $184887.83    | 0.04%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                            | F 3.25 02/12/32                                                                                                                         | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92165.26     | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                       | META 5.75 11/15/65                                                                                                                      | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    995000 | PA      | $906024.74    | 0.21%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERIALS INC                                                          | SOLADV 5.625 09/30/33 144A                                                                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    305000 | PA      | $303506.54    | 0.07%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                         | ENDEAVOR OPERATI 01/28/32                                                                                                               | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    282862 | PA      | $284382.89    | 0.07%             | 2032-03-24      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                                   | ARNC 11.5 10/01/31 144A                                                                                                                 | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    320000 | PA      | $346579.20    | 0.08%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                                | HASI 6.375 07/01/34                                                                                                                     | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    808000 | PA      | $827852.57    | 0.20%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                              | Allied 08/06/32                                                                                                                         | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    268650 | PA      | $269727.29    | 0.06%             | 2032-08-20      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                          | MVWOT 2021-1WA B                                                                                                                        | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231391 | PA      | $224539.76    | 0.05%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| TRAFIGURA SECURITISATION FINANCE PLC                                                     | TRFIG 2024-1A A2                                                                                                                        | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    635000 | PA      | $637307.34    | 0.15%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                             | RIG 8.25 05/15/29 144A                                                                                                                  | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $31164.63     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FA1378                                                                                                                               | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2599412 | PA      | $2447613.08   | 0.58%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                            | GBLATL 6.75 03/15/54 144A                                                                                                               | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    365000 | PA      | $345120.89    | 0.08%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                                       | STX 3.5 06/01/28                                                                                                                        | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     19000 | PA      | $154816.75    | 0.04%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| A&K TRAVEL GROUP HOLDINGS LTD                                                            | A&K TRAVEL GROUP HOLDINGS LTD 7.5% SNR NTS 15/05/2033 USD (144A)                                                                        | CUSIP: 00039UAA6<br>LEI: 254900QJTRYLWP442517 | Long             | DBT              | CORP              | JE        |    160000 | PA      | $160988.64    | 0.04%             | 2033-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                                    | BLACKFIN PIPELIN 10/01/32                                                                                                               | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    288550 | PA      | $291196.00    | 0.07%             | 2032-09-29      | Floating      | 6.69%                 | 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        |    655000 | PA      | $631854.59    | 0.15%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                                             | TRIVIU 12.25 01/15/31 144A                                                                                                              | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $180022.26    | 0.04%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                           | NRG 6.125 05/15/36 144A                                                                                                                 | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184381.46    | 0.04%             | 2036-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                                | OXY 5.55 10/01/34                                                                                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $361405.62    | 0.09%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                      | CNT HLDGS I 11/08/32                                                                                                                    | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    262079 | PA      | $263364.41    | 0.06%             | 2032-11-08      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                                                              | SURCEN 7.25 04/15/32 144A                                                                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    525000 | PA      | $524254.66    | 0.12%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                                             | RIG 8.75 02/15/30 144A                                                                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     52500 | PA      | $55012.97     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                                      | APPLIED Sy 02/24/31                                                                                                                     | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    336577 | PA      | $332619.05    | 0.08%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                              | Epicor Sof 05/30/31                                                                                                                     | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    189519 | PA      | $187269.40    | 0.04%             | 2031-05-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                                            | POWSOL 6.75 09/15/32 144A                                                                                                               | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102352.00    | 0.02%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                                  | MKSI 1.25 06/01/30                                                                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |     46000 | PA      | $90597.00     | 0.02%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                                     | RKT 6.375 08/01/33 144A                                                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $263495.70    | 0.06%             | 2033-08-01      | Fixed         | 6.38%                 | 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        |     24831 | PA      | $24919.23     | 0.01%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                                   | Glatfelter 10/10/31                                                                                                                     | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    247351 | PA      | $238817.51    | 0.06%             | 2031-11-04      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                                            | MTB V5.4 07/30/35                                                                                                                       | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580684.82    | 0.14%             | 2035-07-30      | Fixed         | 5.40%                 | 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        |    770438 | PA      | $769255.62    | 0.18%             | 2067-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ JSC                                                                        | UNGUZB 8.75 05/07/30 144A                                                                                                               | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    227000 | PA      | $243741.25    | 0.06%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                                     | BBIO 2.25 02/01/29                                                                                                                      | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33385.50     | 0.01%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SB8269                                                                                                                               | CUSIP: 3132D6FJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     88122 | PA      | $90995.59     | 0.02%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                                   | CNP 3 08/01/28                                                                                                                          | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     54000 | PA      | $57289.23     | 0.01%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V5.717 09/14/33                                                                                                                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238722.18    | 0.06%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Ion Platform Finance Us, Inc.                                                            | ION PLATFORM FIN 09/30/32                                                                                                               | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    186756 | PA      | $150270.99    | 0.04%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                                      | MTH 3.875 04/15/29 144A                                                                                                                 | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    561000 | PA      | $546772.77    | 0.13%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                              | ORCL 6.25 11/09/32                                                                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410719.56    | 0.10%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                              | STWD 6.75 07/15/27                                                                                                                      | CUSIP: 85571BBA2<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25793.75     | 0.01%             | 2027-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ion Platform Finance Us, Inc.                                                            | ION PLATFORM FIN 09/30/32                                                                                                               | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     33244 | PA      | $26749.81     | 0.01%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTIONS INC                                                          | BMCAUS 6.5 08/15/32 144A                                                                                                                | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166761.38    | 0.04%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                            | GBLATL 7.95 06/15/33 144A                                                                                                               | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $197559.16    | 0.05%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                                  | BROWN GROUP HLD 07/01/31                                                                                                                | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     35434 | PA      | $35663.54     | 0.01%             | 2031-07-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US FINANCE CO INC                                            | POWSOL 6.75 02/15/30 144A                                                                                                               | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15504.15     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                                  | BROWN GROUP HLD 07/01/31                                                                                                                | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     22864 | PA      | $23012.53     | 0.01%             | 2031-07-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                                  | BROWN GROUP HLD 07/01/31                                                                                                                | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     16702 | PA      | $16809.93     | 0.00%             | 2031-07-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.25 01/31/30                                                                                                                         | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4280000 | PA      | $4322047.66   | 1.02%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 7.125 02/12/32 7Y                                                                                                                | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    235000 | PA      | $240287.50    | 0.06%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BAHRAIN, KINGDOM OF - MINISTRY OF FINANCE & NATIONAL ECONOMY                             | BHRAIN 5.625 05/18/34 144A                                                                                                              | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    222000 | PA      | $203685.00    | 0.05%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                                | ENDO FIN HLDG 04/23/31                                                                                                                  | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29550 | PA      | $29284.05     | 0.01%             | 2031-04-23      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| DOMINICAN, REPUBLIC OF - MINISTERIO DE HACIENDA                                          | DOMREP 5.875 10/28/35 144A                                                                                                              | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    468000 | PA      | $458581.50    | 0.11%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                             | ENBCN V8.5 01/15/84                                                                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $267799.13    | 0.06%             | 2084-01-15      | Fixed         | 8.50%                 | 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        |    605000 | PA      | $612374.64    | 0.14%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                                    | TFC V5.867 06/08/34 MTN                                                                                                                 | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    505000 | PA      | $525765.18    | 0.12%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI                           | JPMCC 2024-OMNI A                                                                                                                       | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    440000 | PA      | $444490.38    | 0.10%             | 2039-10-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                               | EZPW 3.75 12/15/29                                                                                                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     41000 | PA      | $122733.50    | 0.03%             | 2029-12-15      | Fixed         | 3.75%                 | 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        |    129000 | PA      | $129322.02    | 0.03%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                                | LHX 5.4 07/31/33                                                                                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    525000 | PA      | $538898.34    | 0.13%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5791                                                                                                                               | CUSIP: 31418FNH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4124831 | PA      | $4068226.91   | 0.96%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                        | VERUS 2025-7 A1                                                                                                                         | CUSIP: 924931AC2<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |    309241 | PA      | $309885.66    | 0.07%             | 2070-08-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                                    | NGGLN 5.994 03/06/33 144A                                                                                                               | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    546000 | PA      | $571814.49    | 0.13%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                            | NIPLIF V6.5 04/30/55 144a                                                                                                               | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $363800.09    | 0.09%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                              | LEBAN 7 03/23/32 15YR                                                                                                                   | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    259000 | PA      | $67145.75     | 0.02%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                                      | COIN 0.25 04/01/30                                                                                                                      | CUSIP: 19260QAF4<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32150.25     | 0.01%             | 2030-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| RIDE TRUST 2025-SHRE                                                                     | RIDE 2025-SHRE C                                                                                                                        | CUSIP: 765692AE8<br>LEI: 5493000HCHF3YP6AGZ15 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $609361.26    | 0.14%             | 2047-02-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8289                                                                                                                               | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1787142 | PA      | $1804681.16   | 0.43%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                                    | IEP 10 11/15/29 144A                                                                                                                    | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $429241.28    | 0.10%             | 2029-11-15      | Fixed         | 10.00%                | 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        |    350000 | PA      | $343910.00    | 0.08%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP / ALLIANCE RESOURCE FINANCE CORP                 | ARLP 8.625 06/15/29 144A                                                                                                                | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $538793.52    | 0.13%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc (f/k/a S2P Acquisition Borrower Inc)                                   | Ja 12/05/31                                                                                                                             | CUSIP: 47189BAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219447 | PA      | $213617.62    | 0.05%             | 2031-12-05      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                                   | VENLNG 9.875 02/01/32 144A                                                                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $289796.40    | 0.07%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2025-CES1                                                     | JPMMT 2025-CES1 A1                                                                                                                      | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-O            | CORP              | US        |    237058 | PA      | $238079.27    | 0.06%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                                  | SAIC 4.875 04/01/28 144A                                                                                                                | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79511.76     | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COMPANIES INC (THE)                                                           | GBX 2.875 04/15/28                                                                                                                      | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |     36000 | PA      | $40730.40     | 0.01%             | 2028-04-15      | Fixed         | 2.88%                 | 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        |     25000 | PA      | $25290.65     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                             | PYEBARKER FIRE S 12/16/32                                                                                                               | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    165300 | PA      | $166165.35    | 0.04%             | 2032-12-16      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LP                                                                    | ONGAME 8 08/01/30 144A                                                                                                                  | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $385607.70    | 0.09%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                       | BANORT V6.625 PERP 144A                                                                                                                 | CUSIP: 05973KAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    100000 | PA      | $98201.00     | 0.02%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                     | LIFEPOINT H 05/16/31                                                                                                                    | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    236787 | PA      | $236121.23    | 0.06%             | 2031-05-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                                                   | PCRX 2.125 05/15/29                                                                                                                     | CUSIP: 695127AJ9<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34346.80     | 0.01%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA, KINGDOM OF                                                                 | KSA 5.625 01/13/35 144A                                                                                                                 | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    976000 | PA      | $1014552.00   | 0.24%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                              | HXL 4.9 05/15/31                                                                                                                        | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235176.63    | 0.06%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-3                                                     | LBZZ 2024-3A B                                                                                                                          | CUSIP: 52609YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437000 | PA      | $435735.19    | 0.10%             | 2030-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                              | GLOB MED RESPONS 09/11/32                                                                                                               | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    303918 | PA      | $305422.54    | 0.07%             | 2032-10-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA5072                                                                                                                               | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208745 | PA      | $210611.20    | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                                        | LADAR 2023-2A D                                                                                                                         | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136814.16    | 0.03%             | 2031-02-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)                      | DECHRA FIN U 07/27/32                                                                                                                   | CUSIP: 24343EAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228275 | PA      | $229084.23    | 0.05%             | 2032-01-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                                    | NEPTUNE BIDCO U 01/28/33                                                                                                                | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    365000 | PA      | $358179.98    | 0.08%             | 2033-02-03      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE COMPANY                                                          | SUMILF V5.875 09/10/55 144A                                                                                                             | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $591536.95    | 0.14%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                                        | Wellsky (Project 03/10/28                                                                                                               | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    316542 | PA      | $316820.52    | 0.07%             | 2028-03-10      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| HERBALIFE LTD                                                                            | HLF 4.25 06/15/28                                                                                                                       | CUSIP: 42703MAF0<br>LEI: 549300BA7TYPBSZZIA41 | Long             | DBT              | CORP              | KY        |     37000 | PA      | $47348.90     | 0.01%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                                             | APO V6 12/15/54                                                                                                                         | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    895000 | PA      | $875911.26    | 0.21%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                     | NLSN 10.375 05/15/31 144A                                                                                                               | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41308.44     | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                       | ET V6.5 PERP H                                                                                                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    555000 | PA      | $557322.12    | 0.13%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 8.075 04/01/36 144A                                                                                                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    218000 | PA      | $231756.89    | 0.05%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORP                                                  | SAIC 5.875 11/01/33 144A                                                                                                                | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281411.59    | 0.07%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                                                                 | FRAX 5.25 09/30/28 144A                                                                                                                 | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    305000 | PA      | $16775.00     | 0.00%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                                     | BOEING COMPANY (THE) 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       900 | NS      | $64980.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC                                                        | SEI 0.25 10/01/31                                                                                                                       | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |     36000 | PA      | $55170.00     | 0.01%             | 2031-10-01      | Fixed         | 0.25%                 | 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        |     91466 | PA      | $93142.38     | 0.02%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                                 | UNVR 8.5 06/15/30 144A                                                                                                                  | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    430000 | PA      | $449408.05    | 0.11%             | 2030-06-15      | Fixed         | 8.50%                 | 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        |    425000 | PA      | $435397.54    | 0.10%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                                 | DKS 4.1 01/15/52                                                                                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    970000 | PA      | $689133.06    | 0.16%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                                | ENDP 8.5 04/15/31 144A                                                                                                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $461306.63    | 0.11%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TURKEY, REPUBLIC OF UNDERSECRETARIAT OF TREASURY                                         | TURKEY 7.625 04/26/29 10Y                                                                                                               | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    150000 | PA      | $157237.50    | 0.04%             | 2029-04-26      | Fixed         | 7.62%                 | 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        |     83022 | PA      | $83463.47     | 0.02%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                      | D V7 06/01/54 B                                                                                                                         | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    180000 | PA      | $192474.72    | 0.05%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST 2026-1                                                                        | MAPSL 2026-1A A                                                                                                                         | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981817 | PA      | $966997.51    | 0.23%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                         | WELL 2.75 05/15/28                                                                                                                      | CUSIP: 95041AAB4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $91340.00     | 0.02%             | 2028-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP V6.915 01/14/46 144A                                                                                                             | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $71616.19     | 0.02%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGREKO HOLDINGS INC                                           | AGKLN 7 05/21/30 144A                                                                                                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $537430.40    | 0.13%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SL1127                                                                                                                               | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2312555 | PA      | $2362653.31   | 0.56%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2024-1 LLC                                                         | XCAP 2024-1A B                                                                                                                          | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $366127.92    | 0.09%             | 2031-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 4.5 02/01/29 144A                                                                                                                | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    159422 | PA      | $124349.16    | 0.03%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| COTE D'IVOIRE, REPUBLIC OF                                                               | IVYCST 8.25 01/30/37 144A                                                                                                               | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    127000 | PA      | $136647.56    | 0.03%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                | APODS 5.875 08/30/30                                                                                                                    | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366850.04    | 0.09%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Karman Holdings LLC                                                                      | Karman Hldg 04/01/32                                                                                                                    | CUSIP: 48571CAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259350 | PA      | $260862.01    | 0.06%             | 2032-04-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 6.125 12/11/37 144A                                                                                                                | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    251000 | PA      | $239460.28    | 0.06%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                               | ALVGR V6.35 09/06/53 144A                                                                                                               | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    205000 | PA      | $214789.57    | 0.05%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA3663                                                                                                                               | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19783 | PA      | $18231.37     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                                         | MXPRLL 7.75 07/15/30 144A                                                                                                               | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    415000 | PA      | $430709.00    | 0.10%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                       | ZAXBY 2021-1A A2                                                                                                                        | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1239202 | PA      | $1182061.63   | 0.28%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                                                                 | Fairbanks Morse Defense Term Loan B 275 2030-06-01                                                                                      | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    119400 | PA      | $120135.50    | 0.03%             | 2030-06-23      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| YACIMIENTOS PETROLIFEROS FISCALES SA                                                     | YPFDAR 9.5 01/17/31 144A                                                                                                                | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    112000 | PA      | $119882.56    | 0.03%             | 2031-01-17      | Fixed         | 9.50%                 | 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        |    360313 | PA      | $363027.95    | 0.09%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SL2922                                                                                                                               | CUSIP: 31427QG89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2216592 | PA      | $2234449.88   | 0.53%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                               | EVRG 4.5 12/15/27                                                                                                                       | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     29000 | PA      | $39563.25     | 0.01%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                                    | THC 6 11/15/33 144A                                                                                                                     | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    385000 | PA      | $389321.24    | 0.09%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                       | SUBWAY 2024-1A A2II                                                                                                                     | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    985000 | PA      | $992722.01    | 0.23%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS INC                                                             | UAL 5.375 03/01/31                                                                                                                      | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29605.92     | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                                                                 | TIBX 9 09/30/29 144A                                                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    630000 | PA      | $619110.54    | 0.15%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                       | ALLY 8 11/01/31 *                                                                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1100594.14   | 0.26%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                                                        | MPUS 3 03/01/30                                                                                                                         | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |      6000 | PA      | $18957.00     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                                            | SNOW 0 10/01/27                                                                                                                         | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     64000 | PA      | $73088.00     | 0.02%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL3 LLC                                                                       | PRET 2026-NPL3 A1                                                                                                                       | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |    739882 | PA      | $734759.22    | 0.17%             | 2056-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc Common Stock                                                         | Lannett Company Inc Common Stock                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       277 | NS      | $4517.87      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Trugreen Limited Partnership                                                             | TRUGREEN LTD PAR 03/28/24                                                                                                               | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    235705 | PA      | $225510.65    | 0.05%             | 2027-11-02      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 6.125 02/09/38                                                                                                                      | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    248000 | PA      | $245774.20    | 0.06%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                                             | WMB 5.15 03/15/34                                                                                                                       | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    425000 | PA      | $425598.23    | 0.10%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower LLC                                                                  | SWEETWATER 02/11/33                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105000 | PA      | $105459.90    | 0.02%             | 2033-02-11      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                      | CITADL 5.15 02/14/31 144A                                                                                                               | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63503.40     | 0.01%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TMF Sapphire Bidco BV                                                                    | TMF Sapphire Bid 05/03/28                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       887 | PA      | $890.29       | 0.00%             | 2028-05-03      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                           | CMGMCO 8.875 06/18/29 144A                                                                                                              | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $633298.42    | 0.15%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TMF Sapphire Bidco BV                                                                    | TMF Sapphire Bid 05/03/28                                                                                                               | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | US        |    349331 | PA      | $350772.09    | 0.08%             | 2028-05-03      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 7.95 11/19/54 144A                                                                                                                 | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    708000 | PA      | $724992.00    | 0.17%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                                                         | BTSG 6.75 02/01/27                                                                                                                      | CUSIP: 10950A205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       154 | PA      | $24338.16     | 0.01%             | 2027-02-01      | Fixed         | 6.75%                 | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO                         | MEX 3.75 04/19/71                                                                                                                       | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1248000 | PA      | $726336.00    | 0.17%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                      | CITADL 4.75 02/14/29 144A                                                                                                               | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    540000 | PA      | $531938.57    | 0.13%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM16 TRUST                                                                     | OBX 2024-NQM16 A1                                                                                                                       | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-O            | CORP              | US        |    816715 | PA      | $822773.11    | 0.19%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                             | UVN 8.875 04/15/33 144A                                                                                                                 | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $583593.37    | 0.14%             | 2033-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                                   | TK Ele 04/30/30                                                                                                                         | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |    280000 | PA      | $282508.80    | 0.07%             | 2030-04-30      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                      | DAL 3.625 07/30/27 15-1                                                                                                                 | CUSIP: 24736XAA6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-O            | CORP              | US        |     67735 | PA      | $66968.96     | 0.02%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V5.065 01/21/37                                                                                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    337000 | PA      | $329588.17    | 0.08%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                                                      | LEU 0 08/15/32                                                                                                                          | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      8000 | PA      | $9560.00      | 0.00%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                                 | ECPG 4 03/15/29                                                                                                                         | CUSIP: 292554AP7<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     33000 | PA      | $46810.50     | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                                      | ASCEND LEARNIN 12/11/28                                                                                                                 | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    181557 | PA      | $178703.61    | 0.04%             | 2028-12-11      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                       | RRX 6.4 04/15/33                                                                                                                        | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    485000 | PA      | $516139.09    | 0.12%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                                              | ENOV 3.875 10/15/28                                                                                                                     | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39010.00     | 0.01%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                            | TDG 6.125 07/31/34 144A                                                                                                                 | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105246.74    | 0.02%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MOVIDA EUROPE SA                                                                         | MOVIBZ 7.85 04/11/29 144A                                                                                                               | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    174000 | PA      | $173782.50    | 0.04%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                             | ECOPET 4.625 11/02/31                                                                                                                   | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    128000 | PA      | $115398.85    | 0.03%             | 2031-11-02      | Fixed         | 4.62%                 | 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        |    900000 | PA      | $915079.23    | 0.22%             | 2030-11-15      | Fixed         | 5.61%                 | 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        |      5000 | PA      | $4903.60      | 0.00%             | 2033-02-01      | Fixed         | 5.62%                 | 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        |    106755 | PA      | $107058.19    | 0.03%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 7.1 11/19/36 144A                                                                                                                  | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $524012.50    | 0.12%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8350                                                                                                                               | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786894 | PA      | $807486.50    | 0.19%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                       | RPRX 5.4 09/02/34                                                                                                                       | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $760319.28    | 0.18%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                     | BRLS 5.14 04/14/32 144A                                                                                                                 | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $451737.37    | 0.11%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                                 | BLDR 6.375 03/01/34 144A                                                                                                                | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    570000 | PA      | $567883.70    | 0.13%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                        | GEL 6.75 03/15/34                                                                                                                       | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85648.89     | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2024-INV1                                                                 | PMTLT 2024-INV1 A2                                                                                                                      | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    522635 | PA      | $529696.86    | 0.12%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                         | GARDA WORLD SEC 02/01/29                                                                                                                | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |    519684 | PA      | $520008.95    | 0.12%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO                                 | PERU 2.783 01/23/31                                                                                                                     | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     96000 | PA      | $88440.00     | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                                 | PMTLT 2025-INV7 A7                                                                                                                      | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618653 | PA      | $625902.89    | 0.15%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                                                                              | INDICO 11/22/29                                                                                                                         | CUSIP: 77669LAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340344 | PA      | $341741.34    | 0.08%             | 2029-11-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                        | STT V6.7 PERP I                                                                                                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443390.20    | 0.10%             | N/A             | Fixed         | 6.70%                 | 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        |     71000 | PA      | $73130.00     | 0.02%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                               | ALVGR V5.6 09/03/54 144A                                                                                                                | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $180133.43    | 0.04%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                                          | NCRATL 9.5 04/01/29 144A                                                                                                                | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     77000 | PA      | $81959.72     | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| POLAND, REPUBLIC OF - STATE TREASURY                                                     | POLAND 5.375 02/12/35 10Y                                                                                                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    675000 | PA      | $690592.50    | 0.16%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8309                                                                                                                               | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402729 | PA      | $413567.62    | 0.10%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA4805                                                                                                                               | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339023 | PA      | $327677.04    | 0.08%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                                          | ASCOTG 4.25 12/15/30 144A                                                                                                               | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $182523.70    | 0.04%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                                  | AKAM 0.375 09/01/27                                                                                                                     | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |     19000 | PA      | $21090.00     | 0.00%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRU                                                           | COOPR 2025-CES2 A1A                                                                                                                     | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    318032 | PA      | $319561.09    | 0.08%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                     | ROCC 2024-CNTR A                                                                                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $462016.65    | 0.11%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                                  | UK 02/10/31                                                                                                                             | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    165930 | PA      | $160392.58    | 0.04%             | 2031-02-10      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| COSTA RICA, REPUBLIC OF                                                                  | COSTAR 6.55 04/03/34 144A                                                                                                               | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    170000 | PA      | $182750.00    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                        | STT V6.123 11/21/34                                                                                                                     | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    405000 | PA      | $428085.77    | 0.10%             | 2034-11-21      | Fixed         | 6.12%                 | 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        |     50000 | PA      | $51062.02     | 0.01%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                        | SFRFP 6.875 10/15/30 144A                                                                                                               | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    762196 | PA      | $749862.53    | 0.18%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                                       | FUGUE FI 01/09/32                                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368004 | PA      | $367359.68    | 0.09%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP                                                             | AM 5.75 07/01/34 144A                                                                                                                   | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39919.92     | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MMP CAPITAL 2025-A LLC                                                                   | MMP 2025-A B                                                                                                                            | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $842151.27    | 0.20%             | 2031-12-15      | Fixed         | 5.72%                 | 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        |    680000 | PA      | $664157.36    | 0.16%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SERBIA, REPUBLIC OF - MINISTRY OF FINANCE                                                | SERBIA 5.5 05/06/36 144A                                                                                                                | CUSIP: 817477AK8<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    687000 | PA      | $669660.12    | 0.16%             | 2036-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                     | PPC 6.25 07/01/33                                                                                                                       | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    297000 | PA      | $311792.38    | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                                                     | LERNEN BIDC 10/27/31                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    356538 | PA      | $349407.73    | 0.08%             | 2031-10-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SAGB 8.75 02/28/48 2048                                                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  34700000 | PA      | $1966619.77   | 0.46%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GABON, REPUBLIC OF - MINISTRY OF PUBLIC ACCOUNTS AND DEBT                                | GABON 6.625 02/06/31 144A                                                                                                               | CUSIP: 362420AD3<br>LEI: 213800ZIWIDL1KU8MB19 | Long             | DBT              | NUSS              | GA        |    469000 | PA      | $396825.59    | 0.09%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Snacking Investments Bidco Pty Limited                                                   | SNACKING INVTS B 10/08/32                                                                                                               | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |     74812 | PA      | $75116.24     | 0.02%             | 2032-10-29      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                  | KEY V4.789 06/01/33 MTN                                                                                                                 | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98095.46     | 0.02%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Finastra Usa, Inc.                                                                       | Fin 09/01/32                                                                                                                            | CUSIP: 000000000<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    205000 | PA      | $195743.23    | 0.05%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                            | ENELIM 5.5 06/26/34 144A                                                                                                                | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $111698.02    | 0.03%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                           | PHM 4.9 03/01/36                                                                                                                        | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $747908.78    | 0.18%             | 2036-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLP                                                            | FREEPORT LNG Inv 02/11/33                                                                                                               | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    290000 | PA      | $290816.35    | 0.07%             | 2033-02-11      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                      | UAL 5.45 02/15/37 AA                                                                                                                    | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    291321 | PA      | $297779.85    | 0.07%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                 | DTV 8.875 02/01/30 144a                                                                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45887.49     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | 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        |    719933 | PA      | $718480.48    | 0.17%             | 2046-12-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                                              | BMRN 5.5 02/15/34 144A                                                                                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19869.27     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                                             | CMPR 7.375 09/15/32 144A                                                                                                                | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    590000 | PA      | $598224.60    | 0.14%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP / HILCORP FINANCE CO                                                 | HILCRP 5.75 02/01/29 144A                                                                                                               | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124987.25    | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                 | PRU V6.5 03/15/54                                                                                                                       | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464833.80    | 0.11%             | 2054-03-15      | Fixed         | 6.50%                 | 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        |    534600 | PA      | $541074.70    | 0.13%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                          | SYNEOS H 09/19/30                                                                                                                       | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    198001 | PA      | $198311.08    | 0.05%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                                                    | LITE 0.375 03/15/32                                                                                                                     | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $147027.00    | 0.03%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                                             | PHOAVI 9.25 07/15/30 144A                                                                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    770000 | PA      | $786476.46    | 0.19%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS8791                                                                                                                               | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1543109 | PA      | $1578134.04   | 0.37%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                   | TRITOB 6.4 06/26/34 REGS                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    105000 | PA      | $107835.00    | 0.03%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                        | DISH 11.75 11/15/27 144A                                                                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335723.38    | 0.08%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                              | IT 3.75 10/01/30 144A                                                                                                                   | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $930732.01    | 0.22%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                        | SFRFP 6.5 04/15/32 144A                                                                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    152439 | PA      | $150017.69    | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA, REPUBLIC OF - MINISTRY OF FINANCE                                             | INDON 3.2 09/23/61                                                                                                                      | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     68000 | PA      | $41803.00     | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | 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        |    260000 | PA      | $212875.00    | 0.05%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                      | D V6.2 02/15/56                                                                                                                         | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    655000 | PA      | $656537.29    | 0.15%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                             | UBS V7 PERP 144                                                                                                                         | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    530000 | PA      | $538189.56    | 0.13%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM2 TRUST                                                                      | MFRA 2024-NQM2 A1                                                                                                                       | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-O            | CORP              | US        |    313509 | PA      | $314131.51    | 0.07%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| ISHARES TRUST                                                                            | ISHARES TRUST IBOXX HI YD ETF                                                                                                           | CUSIP: 464288513<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |     12928 | NS      | $1039152.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES5                                                            | RCKT 2025-CES5 A1A                                                                                                                      | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |    370889 | PA      | $373840.32    | 0.09%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD6322                                                                                                                               | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    782587 | PA      | $759347.60    | 0.18%             | 2053-08-01      | Fixed         | 4.50%                 | 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        |     93333 | PA      | $95802.00     | 0.02%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MERIDIAN ARC HOLDCO LLC                                                                  | MERIDI 6.25 04/30/31 144A                                                                                                               | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140033.23    | 0.03%             | 2031-04-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                                     | T 4.625 06/30/26                                                                                                                        | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2635000 | PA      | $2638867.28   | 0.62%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                                     | BWXT 0 11/01/30                                                                                                                         | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     73000 | PA      | $79132.00     | 0.02%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO                        | ECUA 9.25 01/29/39 144A                                                                                                                 | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    736000 | PA      | $762680.00    | 0.18%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                            | TDG 6.625 03/01/32 144A                                                                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411577.20    | 0.10%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services Inc                                                           | GFL Environmental Services business Term Loan B 250 2032-01-26                                                                          | CUSIP: 36257SAB8<br>LEI: 894500E7NLBY9VZRT696 | Long             | LON              | CORP              | US        |    115000 | PA      | $115395.60    | 0.03%             | 2032-03-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                           | TEVA 3.15 10/01/26                                                                                                                      | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     32000 | PA      | $31780.00     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                         | WAND NEWCO 01/30/31                                                                                                                     | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    294690 | PA      | $295465.29    | 0.07%             | 2031-01-30      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 TRUST                                                                     | PRET 2024-RPL1 A1                                                                                                                       | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857477 | PA      | $820048.73    | 0.19%             | 2063-10-25      | Variable      | 3.90%                 | 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        |    237723 | PA      | $221056.48    | 0.05%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & COMPANY                                                                        | OGN 7.875 05/15/34 144a                                                                                                                 | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85807.70     | 0.02%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PARTNERS LP                                                        | SMPINF 3.25 01/15/32 144A                                                                                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    233000 | PA      | $206265.67    | 0.05%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                                        | GEL 8.875 04/15/30                                                                                                                      | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    545000 | PA      | $571247.75    | 0.13%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                                            | SNOW 0 10/01/29                                                                                                                         | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     64000 | PA      | $75123.20     | 0.02%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES INC                                                                      | ALK 4.8 08/15/27 144A                                                                                                                   | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |    447127 | PA      | $447501.18    | 0.11%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8494                                                                                                                               | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2680721 | PA      | $2697016.61   | 0.64%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                                            | TDW 9.125 07/15/30 144A                                                                                                                 | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    260000 | PA      | $280055.88    | 0.07%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                          | Traverse Midstream Term Loan B 225 2033-04-11                                                                                           | CUSIP: 89435TAH7<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    220000 | PA      | $220619.30    | 0.05%             | 2033-04-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 4.5 02/01/35 144A                                                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    119825 | PA      | $72494.13     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-INV1                                                                | NYMT 2026-INV2 A1                                                                                                                       | CUSIP: 62957XAE0<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |    739063 | PA      | $742571.06    | 0.18%             | 2061-04-25      | Variable      | 5.47%                 | 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        |    560000 | PA      | $555906.34    | 0.13%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LV TRUST 2024-SHOW                                                                       | Fashion Show Mall LLC                                                                                                                   | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    945000 | PA      | $952813.83    | 0.22%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V5.576 07/23/36                                                                                                                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $421221.01    | 0.10%             | 2036-07-23      | Fixed         | 5.58%                 | 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        |    182118 | PA      | $185237.61    | 0.04%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-NQM1                                                              | JPMMT 2025-NQM5 A1                                                                                                                      | CUSIP: 46664DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    421784 | PA      | $419763.49    | 0.10%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS SA DE CV                                                             | PEMEX 6.35 02/12/48                                                                                                                     | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    434000 | PA      | $349171.97    | 0.08%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                           | BCRED 5.25 04/01/30                                                                                                                     | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    370000 | PA      | $358221.42    | 0.08%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                      | CPGX 5.439 02/15/35 144A                                                                                                                | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $421676.48    | 0.10%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | DEL MONTE FOOD 08/05/28                                                                                                                 | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4389 | PA      | $230.44       | 0.00%             | 2028-08-02      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA, REPUBLIC OF - NATIONAL TREASURY                                            | SOAF 5.65 09/27/47 30Y                                                                                                                  | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1040000 | PA      | $842660.00    | 0.20%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                                                        | VENTGL 4.125 08/15/31 144A                                                                                                              | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117167.58    | 0.03%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                            | GS V5.33 07/23/35                                                                                                                       | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431753.37    | 0.10%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                            | TDG 6 01/15/33 144A                                                                                                                     | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267765.18    | 0.06%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 4.5 02/01/36 144A                                                                                                                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4403 | PA      | $2619.79      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                     | ROCC 2024-CNTR C                                                                                                                        | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $434314.02    | 0.10%             | 2041-11-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                     | LIFEPOINT HEALTH 05/19/31                                                                                                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     24626 | PA      | $24522.00     | 0.01%             | 2031-05-16      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| BOJANGLES INC                                                                            | BOJA 2024-1A A2                                                                                                                         | CUSIP: 09748RAC2<br>LEI: 549300V7MGDZ6K056B43 | Long             | ABS-O            | CORP              | US        |    457700 | PA      | $462097.72    | 0.11%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                             | VLTO 5.45 09/18/33                                                                                                                      | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686281.59    | 0.16%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                      | GPN 5.55 11/15/35                                                                                                                       | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    815000 | PA      | $786524.14    | 0.19%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                    | DEL MONTE FOOD 08/05/28                                                                                                                 | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27045 | PA      | $1419.87      | 0.00%             | 2028-08-02      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                               | GRFSM 4.75 10/15/28 144a                                                                                                                | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    490000 | PA      | $483450.86    | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                      | SOCGEN V6.066 01/19/35 144A                                                                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $394130.72    | 0.09%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                           | OPALBD 6.5 03/31/32 144A                                                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $35653.70     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                              | SAGLEN 11 12/15/29 144*                                                                                                                 | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     92500 | PA      | $693.75       | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| USALCO LLC                                                                               | USALC 09/30/31                                                                                                                          | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |    199498 | PA      | $199772.03    | 0.05%             | 2031-09-30      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                                  | SON 5 09/01/34                                                                                                                          | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548804.48    | 0.13%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                                         | GLOVES BUYE 01/17/32                                                                                                                    | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    238800 | PA      | $239073.43    | 0.06%             | 2032-05-21      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                               | ACGCAP 4.875 01/28/33 144A                                                                                                              | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    305000 | PA      | $295430.24    | 0.07%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 6 05/25/34 144A                                                                                                                  | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    387000 | PA      | $383033.25    | 0.09%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA                                              | CDEL 5.95 01/08/34 144A                                                                                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     82000 | PA      | $84968.40     | 0.02%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                     | DEL MONTE FOOD 08/05/28                                                                                                                 | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13808 | PA      | $7041.83      | 0.00%             | 2028-08-02      | Floating      | 11.76%                | No            |                  3 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC                                 | DTV 8.875 02/01/30 144A                                                                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $401862.73    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICES INC                                                            | PRIHEA 9.375 09/01/29 144A                                                                                                              | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $394318.08    | 0.09%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE, REPUBLIC OF - MINISTRY OF FINANCE                                               | UKRAIN 0 02/01/30 144A                                                                                                                  | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2626 | PA      | $1667.51      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                            | ENELIM 7.5 10/14/32 144A                                                                                                                | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $225934.45    | 0.05%             | 2032-10-14      | Fixed         | 7.50%                 | 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        |    410270 | PA      | $399938.42    | 0.09%             | 2049-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                                      | ROCKET SOFTWAR 11/28/28                                                                                                                 | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    186443 | PA      | $178271.14    | 0.04%             | 2028-11-28      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| RUBRIK INC                                                                               | RBRK 0 06/15/30                                                                                                                         | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |     38000 | PA      | $34228.50     | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                             | MSTR 0.625 03/15/30                                                                                                                     | CUSIP: 594972AJ0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     18000 | PA      | $24687.00     | 0.01%             | 2030-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| LEBANESE, REPUBLIC OF - MINISTRY OF FINANCE                                              | LEBAN 8.25 04/12/21 REGS                                                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    398000 | PA      | $107161.50    | 0.03%             | 2021-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                      | ALTICE 5 01/15/28 144A                                                                                                                  | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    680000 | PA      | $503771.20    | 0.12%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-29

**Name of Applicant:** ETFis Series Trust I

**Signature:** Brinton W. Frith

**Name of Signer:** Brinton W. Frith

**Title:** Treasurer and Principal Financial Officer