# EDGAR Filing Document

**Accession Number:** 0001559109
**File Stem:** 0001752724-25-156492
**Filing Date:** 2025-6
**Character Count:** 374006
**Document Hash:** f9a090bb617c06f0c974609a7365b1e7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156492.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156492

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**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:** 251073898

**BUSINESS ADDRESS:**
- **STREET 1:** 31 WEST 52ND STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 2125934383

**MAIL ADDRESS:**
- **STREET 1:** 31 WEST 52ND STREET
- **STREET 2:** 16TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019

**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:** 31 West 52nd Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

  - **Telephone number:** 347-903-7347

**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:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $243622197.45

**Total Liabilities:** $4043823.06

**Net Assets:** $239578374.39

**Delayed Delivery Securities:** $60000.00

**Cash Not Reported:** $109120.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -2991.88670300 | **10-Year:** -27095.00715000 | **30-Year:** -38647.86540000

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

- **3-Month:** -0.47575385 | **1-Year:** -55.17810935 | **5-Year:** -11709.65734000 | **10-Year:** -14556.50089000 | **30-Year:** -7631.25250100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153845 | 1.16%                | -0.48%               | -0.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18043.93               | $1610482.28                                |
| Month 2  | $157680.65               | $-2474041.05                               |
| Month 3  | $-277091.72              | $-1159147.71                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACM Auto Trust                                              | ACM Auto Trust 2024-2                                                        | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278806 | PA      | $278958.60    | 0.12%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                              | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371916 | PA      | $356575.70    | 0.15%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                       | Foundry JV Holdco LLC                                                        | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361877.30    | 0.15%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERBALIFE/HLF FINANCING                                     | Herbalife Nutrition Ltd / HLF Financing Inc                                  | CUSIP: 42704MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    288000 | PA      | $288216.26    | 0.12%             | 2025-09-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                    | Safehold GL Holdings LLC                                                     | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415071.67    | 0.17%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                              | Avis Budget Rental Car Funding AESOP LLC                                     | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    614000 | PA      | $615242.98    | 0.26%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp           | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73138.18     | 0.03%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thunder Generation Funding LLC                              | THUNDER GENERATI 09/27/31                                                    | CUSIP: 88604KAB6<br>LEI: 254900JBXSZJDYE69921 | Long             | LON              | CORP              | US        |    103755 | PA      | $103820.31    | 0.04%             | 2031-10-03      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                       | Sri Lanka Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     58040 | PA      | $47476.72     | 0.02%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                    | Saudi Government International Bond                                          | CUSIP: 80413TBD0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    386000 | PA      | $382863.75    | 0.16%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                       | Toronto-Dominion Bank/The                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    335000 | PA      | $347088.48    | 0.14%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                     | HCA Inc                                                                      | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    365000 | PA      | $367029.51    | 0.15%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                     | INEOS Quattro Finance 2 Plc                                                  | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $240937.50    | 0.10%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                        | Abu Dhabi Government International Bond                                      | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    800000 | PA      | $542000.00    | 0.23%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                   | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                  | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $508880.42    | 0.21%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                        | Samarco Mineracao SA                                                         | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     95140 | PA      | $89593.34     | 0.04%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                       | Huntington Bancshares Inc/OH                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400711.24    | 0.17%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                          | Angolan Government International Bond                                        | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    350000 | PA      | $280591.50    | 0.12%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                            | Taseko Mines Ltd                                                             | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151643.40    | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                         | Oportun Issuance Trust 2024-2                                                | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $381674.20    | 0.16%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                     | HCA Inc                                                                      | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171147.90    | 0.07%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                             | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2797362 | PA      | $2745957.39   | 1.15%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC Holdings LLC                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    385000 | PA      | $364226.68    | 0.15%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Roper Industrial Products Investment Co                     | INDICO 11/22/29                                                              | CUSIP: 77669LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292923 | PA      | $290725.66    | 0.12%             | 2029-11-23      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                          | Panama Government International Bond                                         | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    453000 | PA      | $247791.00    | 0.10%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                 | GLOB MED RESPONS 10/31/28                                                    | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    154708 | PA      | $154739.81    | 0.06%             | 2028-10-02      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                           | Trinidad & Tobago Government International Bond                              | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     45000 | PA      | $42873.75     | 0.02%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                      | Pertamina Persero PT                                                         | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    592000 | PA      | $510144.16    | 0.21%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                      | Mozambique International Bond                                                | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    298000 | PA      | $228752.25    | 0.10%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust 2023-8                                            | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    361432 | PA      | $364819.83    | 0.15%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOOD 08/05/28                                     | DEL MONTE FOOD 08/05/28                                                      | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     72100 | PA      | $15050.91     | 0.01%             | 2028-08-02      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                           | Trinidad & Tobago Government International Bond                              | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     95000 | PA      | $91045.63     | 0.04%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                     | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $344658.24    | 0.14%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                       | Sri Lanka Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     28996 | PA      | $26882.85     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                            | Puget Energy Inc                                                             | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254649.52    | 0.11%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    127000 | PA      | $120332.50    | 0.05%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                    | Corebridge Financial Inc                                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    329000 | PA      | $317786.79    | 0.13%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                              | Qatar Government International Bond                                          | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    133000 | PA      | $130240.25    | 0.05%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     14422 | PA      | $8819.05      | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                          | Agiliti Health, 04/06/30                                                     | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    254380 | PA      | $246535.75    | 0.10%             | 2030-05-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                          | AGILITI HEALTH, 04/06/30                                                     | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    133203 | PA      | $129095.93    | 0.05%             | 2030-05-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                          | Angolan Government International Bond                                        | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    358000 | PA      | $277381.98    | 0.12%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | Block Inc                                                                    | CUSIP: 852234AR4<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485226.75    | 0.20%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                       | Nabors Industries Inc                                                        | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    455000 | PA      | $429403.84    | 0.18%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                     | Energean Israel Finance Ltd                                                  | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    102000 | PA      | $92756.25     | 0.04%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                            | COLT 2024-5 Mortgage Loan Trust                                              | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |    478005 | PA      | $475745.17    | 0.20%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                          | BAUSCH + LOMB 9/ 09/14/28                                                    | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     44325 | PA      | $44066.59     | 0.02%             | 2028-09-29      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                       | DIRECTV FINA 08/02/29                                                        | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153700 | PA      | $149147.09    | 0.06%             | 2029-08-02      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc/TX                                      | DXP ENTERPRISE 10/11/30                                                      | CUSIP: 23338DAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    119002 | PA      | $118816.36    | 0.05%             | 2030-10-07      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                       | Huntington Bancshares Inc/OH                                                 | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240547.76    | 0.10%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                      | Taco Bell Funding LLC                                                        | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $555191.03    | 0.23%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                              | United Auto Credit Securitization Trust 2023-1                               | CUSIP: 90945CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62606 | PA      | $62681.26     | 0.03%             | 2028-07-10      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                 | Ivory Coast Government International Bond                                    | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    231000 | PA      | $216851.25    | 0.09%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                               | New Residential Mortgage Loan Trust 2017-2                                   | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367992 | PA      | $358967.47    | 0.15%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                           | NatWest Group PLC                                                            | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $450799.33    | 0.19%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                 | RCKT Mortgage Trust 2024-CES1                                                | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260683 | PA      | $262186.74    | 0.11%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                               | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    226000 | PA      | $243667.78    | 0.10%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                     | ALTICE FRANCE SA 01/31/26                                                    | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     48172 | PA      | $42301.45     | 0.02%             | 2026-02-02      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                       | LEVEL 3 FINANCING INC                                                        | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    295000 | PA      | $294815.63    | 0.12%             | 2032-03-29      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                                | INTERNET BRANDS 04/25/28                                                     | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    148180 | PA      | $140585.79    | 0.06%             | 2028-05-03      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L                              | Planet Fitness Master Issuer LLC                                             | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    567150 | PA      | $580619.64    | 0.24%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    120000 | PA      | $106079.96    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                              | Deephaven Residential Mortgage Trust 2022-1                                  | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65475 | PA      | $59663.59     | 0.02%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                                    | Fortress Transportation and Infrastructure Investors LLC                     | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25360.08     | 0.01%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                         | MESQUITE ENERGY INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $240.00       | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Belron Finance 2019 LLC                                     | BELRON FIN 201 10/01/31                                                      | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    333325 | PA      | $332955.01    | 0.14%             | 2031-10-16      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                | CSMC 2020-RPL4 Trust                                                         | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501526 | PA      | $451268.78    | 0.19%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                    | Citizens Financial Group Inc                                                 | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325499.74    | 0.14%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                           | Republic of Kenya Government International Bond                              | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    436000 | PA      | $380410.00    | 0.16%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                             | United States Treasury Note/Bond                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1065000 | PA      | $1078562.11   | 0.45%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    390000 | PA      | $380272.41    | 0.16%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                           | Republic of Kenya Government International Bond                              | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    195000 | PA      | $185737.50    | 0.08%             | 2031-02-16      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                              | Czech Republic Government Bond                                               | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  10300000 | PA      | $408851.29    | 0.17%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CMG Media Corp                                              | CMG MEDIA 06/18/29                                                           | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345087 | PA      | $326916.03    | 0.14%             | 2029-06-18      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    175000 | PA      | $144099.29    | 0.06%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                       | ELLUCIAN HLDG 10/09/29                                                       | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |    271943 | PA      | $271213.75    | 0.11%             | 2029-10-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                      | NextEra Energy Capital Holdings Inc                                          | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    455000 | PA      | $458662.75    | 0.19%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                         | Nigeria Government International Bond                                        | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    644000 | PA      | $520274.72    | 0.22%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                    | Weekley Homes LLC / Weekley Finance Corp                                     | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $215343.92    | 0.09%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                    | Dext ABS 2023-1 LLC                                                          | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47737 | PA      | $47930.39     | 0.02%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP                                      | EPIC CRUDE SERVI 10/10/31                                                    | CUSIP: 29428XAG5<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    169575 | PA      | $169605.52    | 0.07%             | 2031-10-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                     | BPCE SA                                                                      | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $342739.10    | 0.14%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                          | Smith & Nephew PLC                                                           | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $594180.83    | 0.25%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | Barclays PLC                                                                 | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $519098.82    | 0.22%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110015.59    | 0.05%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                    | South Bow USA Infrastructure Holdings LLC                                    | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135461.24    | 0.06%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                    | Occidental Petroleum Corp                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    370000 | PA      | $340415.26    | 0.14%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TEI Holdings Inc                                            | CRISIS PREVENTIO 04/09/31                                                    | CUSIP: 22663GAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     49875 | PA      | $49126.88     | 0.02%             | 2031-04-09      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                              | BHG Securitization Trust 2024-1CON                                           | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97664 | PA      | $99647.51     | 0.04%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                         | Ashtead Capital Inc                                                          | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541416.70    | 0.23%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                      | Brazilian Government International Bond                                      | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    213000 | PA      | $202829.25    | 0.08%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                     | Pakistan Government International Bond                                       | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     71000 | PA      | $56090.00     | 0.02%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                      | Smurfit Kappa Treasury ULC                                                   | CUSIP: 83272GAC5<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $425524.03    | 0.18%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                     | Light & Wonder International Inc                                             | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175195.30    | 0.07%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                                    | MAPS 2021-1 Trust                                                            | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11715 | PA      | $11044.21     | 0.00%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                               | Exeter Automobile Receivables Trust 2024-5                                   | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $384049.82    | 0.16%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                           | Chile Government International Bond                                          | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    450000 | PA      | $419400.00    | 0.18%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                       | NGL Energy Operating LLC / NGL Energy Finance Corp                           | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18818.62     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                       | Melco Resorts Finance Ltd                                                    | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $180480.00    | 0.08%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Acuren Delaware Holdco Inc                                  | ACUREN HLDG 07/30/31                                                         | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     29850 | PA      | $29845.56     | 0.01%             | 2031-07-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                               | Exeter Automobile Receivables Trust 2024-2                                   | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263000 | PA      | $265794.80    | 0.11%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                     | UK 02/10/31                                                                  | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    167185 | PA      | $166805.08    | 0.07%             | 2031-02-10      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                       | Stellantis Finance US Inc                                                    | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    460000 | PA      | $452017.27    | 0.19%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                       | Sri Lanka Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     39787 | PA      | $25744.68     | 0.01%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                    | Graham Packaging Co Inc                                                      | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337730.47    | 0.14%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                         | LBM ACQUISITIO 06/06/31                                                      | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    178650 | PA      | $169643.36    | 0.07%             | 2031-06-06      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                        | Chart Industries Inc                                                         | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85329.87     | 0.04%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Milano Acquisition Corp                                     | MILANO ACQUISITI 08/13/27                                                    | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    267010 | PA      | $249111.97    | 0.10%             | 2027-10-01      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                         | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326670.50    | 0.14%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | Churchill Downs Inc                                                          | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65729.76     | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                       | NGL Energy Operating LLC / NGL Energy Finance Corp                           | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $378815.91    | 0.16%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                                    | TRICORBRAUN 01/29/28                                                         | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    240408 | PA      | $237449.40    | 0.10%             | 2028-03-03      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                      | Aviation Capital Group LLC                                                   | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84700.00     | 0.04%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                    | Foundation Finance Trust 2024-2                                              | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297962 | PA      | $297311.60    | 0.12%             | 2050-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                               | New Residential Mortgage Loan Trust 2024-NQM3                                | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |    256367 | PA      | $257070.69    | 0.11%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                           | Ghana Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     48400 | PA      | $41140.00     | 0.02%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                               | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139251.67    | 0.06%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                     | Adani Ports & Special Economic Zone Ltd                                      | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    220000 | PA      | $197945.00    | 0.08%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2403 | PA      | $1167.86      | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                              | Ellington Financial Mortgage Trust 2022-1                                    | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109375 | PA      | $95469.14     | 0.04%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                    | Electricite de France SA                                                     | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    235000 | PA      | $248202.88    | 0.10%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                            | COLT 2022-4 Mortgage Loan Trust                                              | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384583 | PA      | $381711.89    | 0.16%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                    | CHS/Community Health Systems Inc                                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    635000 | PA      | $524942.07    | 0.22%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                              | Credit Acceptance Auto Loan Trust 2024-1                                     | CUSIP: 22537GAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    162000 | PA      | $164306.23    | 0.07%             | 2034-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                        | Libra Solutions 2024-1 LLC                                                   | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $361531.44    | 0.15%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                           | CHARIOT BUYER LL 10/22/28                                                    | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    134190 | PA      | $132798.02    | 0.06%             | 2028-11-03      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                      | Nationstar Mortgage Holdings Inc                                             | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185883.38    | 0.08%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA/France                                     | NUMERICABLE-SFR 06/22/25                                                     | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    242930 | PA      | $212389.78    | 0.09%             | 2025-07-31      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                    | Prime Security Services Borrower LLC / Prime Finance Inc                     | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200052.20    | 0.08%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                | Veros Auto Receivables Trust 2024-1                                          | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $257972.95    | 0.11%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                         | Malaysia Government Bond                                                     | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   1800000 | PA      | $397645.65    | 0.17%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NEWCO HOLDING USD SARL                                      | NewCo Holding USD 20 Sarl                                                    | CUSIP: 650921AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     88000 | PA      | $87648.00     | 0.04%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                     | El Salvador Government International Bond                                    | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     99000 | PA      | $97317.00     | 0.04%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                           | Iron Mountain Inc                                                            | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59944.24     | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                | SCIENTIFIC GAMES 04/04/29                                                    | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |    106728 | PA      | $105927.70    | 0.04%             | 2029-04-04      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                 | CHG HEALTHCARE S 09/29/28                                                    | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |     57502 | PA      | $57413.72     | 0.02%             | 2028-09-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO Distribution Inc                                                       | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61108.26     | 0.03%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                     | Philippine Government International Bond                                     | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    192000 | PA      | $197928.00    | 0.08%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                       | ECL ENTM 08/31/30                                                            | CUSIP: 26826TAL7<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |     79102 | PA      | $78640.69     | 0.03%             | 2030-08-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                | Drive Auto Receivables Trust 2024-1                                          | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $304678.35    | 0.13%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CKE Restaurants Holdings Inc                                | Hardee's Funding LLC                                                         | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227700 | PA      | $235819.55    | 0.10%             | 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      | $159333.60    | 0.07%             | 2032-03-29      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                          | Republic of Poland Government International Bond                             | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    292000 | PA      | $289226.00    | 0.12%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Post Road Equipment Finance                                 | Post Road Equipment Finance 2022-1                                           | CUSIP: 29252VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99847.16     | 0.04%             | 2029-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                         | MEDLINE INDUS 10/23/28                                                       | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    144782 | PA      | $143974.83    | 0.06%             | 2028-10-23      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                | SCIENTIFIC GAMES 04/04/29                                                    | CUSIP: 80875CAE7<br>LEI: 549300W5GPFXXB6TQ330 | Long             | LON              | CORP              | US        |       596 | PA      | $591.81       | 0.00%             | 2029-04-04      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                         | Senegal Government International Bond                                        | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    186000 | PA      | $129828.00    | 0.05%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                      | Switch ABS Issuer LLC                                                        | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $695978.36    | 0.29%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                    | Avolon Holdings Funding Ltd                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    355000 | PA      | $359398.45    | 0.15%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPDR Bloomberg High Yield Bond ETF                          | SPDR Bloomberg High Yield Bond ETF                                           | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |      9747 | NS      | $923138.37    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Canadian Gaming Corp                                  | Gt Cdn Gaming 11/01/29                                                       | CUSIP: 000000000<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | CA        |     73423 | PA      | $70963.48     | 0.03%             | 2029-11-01      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                          | Dominican Republic International Bond                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     93000 | PA      | $83845.08     | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                | METLIFE SECURITIZATION TRUST 2019-1                                          | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291890 | PA      | $287159.64    | 0.12%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                         | SG Residential Mortgage Trust 2021-1                                         | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983006 | PA      | $812464.52    | 0.34%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                       | HUB International Ltd                                                        | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15463.00     | 0.01%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                 | Geopark Ltd                                                                  | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    171000 | PA      | $148823.44    | 0.06%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                               | Lendbuzz Securitization Trust 2024-2                                         | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215314 | PA      | $217365.37    | 0.09%             | 2029-05-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                      | Brazilian Government International Bond                                      | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    314000 | PA      | $310546.00    | 0.13%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                 | Wayfair LLC                                                                  | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4579.48      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9813 | PA      | $3728.94      | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                    | Mars Inc                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366587.08    | 0.15%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                      | Blue Owl Credit Income Corp                                                  | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111197.49    | 0.05%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                         | DT Auto Owner Trust 2023-1                                                   | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $157398.24    | 0.07%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                           | Ghana Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4800 | PA      | $4560.00      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 903724AW2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    131000 | PA      | $92682.50     | 0.04%             | 2041-08-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                    | South Bow Canadian Infrastructure Holdings Ltd                               | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $496907.78    | 0.21%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                        | Blue Owl Finance LLC                                                         | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $445776.96    | 0.19%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                | AES Corp/The                                                                 | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282310.37    | 0.12%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                    | FHF Issuer Trust 2024-3                                                      | CUSIP: 30339EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $566078.57    | 0.24%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                | Entergy Corp                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $478769.13    | 0.20%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2626 | PA      | $1290.68      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                      | Aviation Capital Group LLC                                                   | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    146000 | PA      | $141002.92    | 0.06%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                          | FS Luxembourg Sarl                                                           | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    188000 | PA      | $188940.00    | 0.08%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    167000 | PA      | $138426.30    | 0.06%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                             | CMS Energy Corp                                                              | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $347199.30    | 0.14%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                      | Brazilian Government International Bond                                      | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     85000 | PA      | $87847.50     | 0.04%             | 2031-03-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                           | Ghana Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     10072 | PA      | $7654.45      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                                       | ONE TORONTO G 07/20/30                                                       | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |    113562 | PA      | $110184.02    | 0.05%             | 2030-08-01      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust 2022-6                                            | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223068 | PA      | $225530.03    | 0.09%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| USQ Rail                                                    | USQ Rail III LLC                                                             | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381272 | PA      | $375213.29    | 0.16%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                      | Acrisure LLC / Acrisure Finance Inc                                          | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $184923.77    | 0.08%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                        | GCAT 2019-NQM2 Trust                                                         | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225397 | PA      | $221388.78    | 0.09%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8292 | PA      | $4187.46      | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                    | Hughes Satellite Systems Corp                                                | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $321167.41    | 0.13%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                          | CEN PAREN 07/06/29                                                           | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    256637 | PA      | $214968.02    | 0.09%             | 2029-07-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                                        | BNSF Funding Trust I                                                         | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $185507.64    | 0.08%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                    | Texas Capital Bancshares Inc                                                 | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66608.44     | 0.03%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                         | DENTSPLY SIRONA Inc                                                          | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    455000 | PA      | $406270.78    | 0.17%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                         | PLASTIPAK HLDG 10/14/24                                                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    179550 | PA      | $175462.54    | 0.07%             | 2029-10-31      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                  | KUEHG 06/12/30                                                               | CUSIP: 50118YAG4<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     83420 | PA      | $83241.42     | 0.03%             | 2030-06-12      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                | Univision Comm 01/23/29                                                      | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    288074 | PA      | $277631.07    | 0.12%             | 2029-01-31      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                    | Ford Motor Credit Co LLC                                                     | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188814.28    | 0.08%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2024-NQM3 Trust                                                          | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    122132 | PA      | $123021.43    | 0.05%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                     | Philippine Government International Bond                                     | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    529000 | PA      | $515179.88    | 0.22%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                     | Booz Allen Hamilton Inc                                                      | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125448.61    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                  | Viasat Inc                                                                   | CUSIP: 92552VAK6<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180104.33    | 0.08%             | 2025-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                              | Chase Home Lending Mortgage Trust 2023-RPL1                                  | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501733 | PA      | $463180.22    | 0.19%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                    | Ashton Woods USA LLC / Ashton Woods Finance Co                               | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $234011.38    | 0.10%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $375722.10    | 0.16%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                    | Boost Newco Borrower LLC                                                     | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100338.62    | 0.04%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                          | Leviathan Bond Ltd                                                           | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     98000 | PA      | $95335.38     | 0.04%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    122825 | PA      | $60429.90     | 0.03%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                          | Aqua Finance Issuer Trust 2025-A                                             | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $598687.20    | 0.25%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOLIVIA GOVERNMENT                                          | Bolivian Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900TGIRPY3SZXEB56 | Long             | DBT              | NUSS              | BO        |    112000 | PA      | $73360.00     | 0.03%             | 2028-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                         | APPLIED Sy 02/24/31                                                          | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     97312 | PA      | $97251.54     | 0.04%             | 2031-02-24      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                             | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59873.14     | 0.02%             | N/A             | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                            | GLOVES BUYE 12/29/27                                                         | CUSIP: 37987UAC6<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    217808 | PA      | $208551.41    | 0.09%             | 2027-12-29      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                   | Boeing Co/The                                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89117.77     | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                         | Sprint Capital Corp                                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    160000 | PA      | $192130.06    | 0.08%             | 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              | AU        |     73343 | PA      | $71967.79     | 0.03%             | 2031-02-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                     | Booz Allen Hamilton Inc                                                      | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104873.21    | 0.04%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                              | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1184258 | PA      | $1104551.59   | 0.46%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                        | Ineos US Fi 02/18/30                                                         | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    114425 | PA      | $107387.86    | 0.04%             | 2030-02-19      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     74098 | PA      | $72708.85     | 0.03%             | 2031-02-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     13774 | PA      | $13516.08     | 0.01%             | 2031-02-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                   | Amgen Inc                                                                    | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    810000 | PA      | $818790.22    | 0.34%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                              | LSB Industries Inc                                                           | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    705000 | PA      | $660711.55    | 0.28%             | 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              | AU        |     30730 | PA      | $30153.84     | 0.01%             | 2031-02-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| PEX Holdings LLC                                            | GEN II FD SERVIC 11/19/31                                                    | CUSIP: 000000000<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    410000 | PA      | $409743.75    | 0.17%             | 2031-11-19      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |      6444 | PA      | $6323.02      | 0.00%             | 2031-02-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                    | CHS/Community Health Systems Inc                                             | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38434.16     | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                     | Gulfport Energy Operating Corp                                               | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118408.61    | 0.05%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2023-NQM5 Trust                                                          | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    354170 | PA      | $358044.58    | 0.15%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                             | NORTHLAND/MEGA B 11/12/27                                                    | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |    366444 | PA      | $365910.73    | 0.15%             | 2027-11-12      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                    | Kraken Oil & Gas Partners LLC                                                | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    385000 | PA      | $344983.79    | 0.14%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     11027 | PA      | $10820.31     | 0.00%             | 2031-02-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |      1501 | PA      | $1472.49      | 0.00%             | 2031-02-18      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                       | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |      4084 | PA      | $4007.45      | 0.00%             | 2031-02-18      | Floating      | 7.29%                 | 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        |    195964 | PA      | $182936.13    | 0.08%             | 2031-06-11      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                             | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    953882 | PA      | $969790.72    | 0.40%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                         | Insulet Corp                                                                 | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35736.37     | 0.01%             | 2033-04-01      | Fixed         | 6.50%                 | 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        |     26326 | PA      | $24576.11     | 0.01%             | 2031-06-11      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc                                          | HUNTER DOUGLA 01/14/32                                                       | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     85360 | PA      | $83457.54     | 0.03%             | 2032-01-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                    | Ajax Mortgage Loan Trust 2019-D                                              | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39934 | PA      | $38264.11     | 0.02%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                         | GRAY TELEVISIO 12/01/28                                                      | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    342844 | PA      | $317674.22    | 0.13%             | 2028-12-01      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                    | Ford Motor Credit Co LLC                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116399.61    | 0.05%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                        | Petronas Capital Ltd                                                         | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    427000 | PA      | $405605.17    | 0.17%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                   | Towd Point Mortgage Trust 2019-2                                             | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $846924.30    | 0.35%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                               | Starwood Mortgage Residential Trust 2020-1                                   | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36105 | PA      | $34506.04     | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    240000 | PA      | $233662.37    | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                  | Entai 10/31/29                                                               | CUSIP: 36270BAC6<br>LEI: 213800GNI3K45LQR8L28 | Long             | LON              | CORP              | IM        |     94288 | PA      | $94365.76     | 0.04%             | 2029-10-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                       | MAUSER PACKAGING 04/15/27                                                    | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    242829 | PA      | $239844.55    | 0.10%             | 2027-04-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                     | Booz Allen Hamilton Inc                                                      | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    515000 | PA      | $519643.16    | 0.22%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                    | Turkcell Iletisim Hizmetleri AS                                              | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    150000 | PA      | $150469.50    | 0.06%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                           | Ghana Government International Bond                                          | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    270600 | PA      | $181302.00    | 0.08%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables T                              | Lobel Automobile Receivables Trust 2023-1                                    | CUSIP: 53946XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83106 | PA      | $83346.55     | 0.03%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                | M6 ETX HLDGS II 03/25/32                                                     | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    185000 | PA      | $184190.63    | 0.08%             | 2032-04-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    357000 | PA      | $365528.11    | 0.15%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                | Broadcom Inc                                                                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $497505.92    | 0.21%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                              | ACHV ABS TRUST 2024-1PL                                                      | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55399 | PA      | $55710.97     | 0.02%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                        | Colombia Government International Bond                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    186000 | PA      | $178095.00    | 0.07%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                              | American Credit Acceptance Receivables Trust 2024-4                          | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    535000 | PA      | $533139.54    | 0.22%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                  | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $246110.31    | 0.10%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FAT Brands Royalty I, LLC                                   | FAT Brands Royalty LLC                                                       | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48250 | PA      | $41958.20     | 0.02%             | 2051-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dechra Finance US LLC                                       | DECHRA FINAN 12/03/31                                                        | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    335000 | PA      | $332383.65    | 0.14%             | 2032-01-27      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                | CSMC 2017-RPL1 Trust                                                         | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532937 | PA      | $519301.44    | 0.22%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | Venture Global LNG Inc                                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    380000 | PA      | $326972.86    | 0.14%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                            | Peruvian Government International Bond                                       | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    485000 | PA      | $480150.00    | 0.20%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                          | Nouryon F 04/03/28                                                           | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     63582 | PA      | $63264.40     | 0.03%             | 2028-04-03      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                          | Nouryon F 04/03/28                                                           | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    236525 | PA      | $235342.73    | 0.10%             | 2028-04-03      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                     | El Salvador Government International Bond                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     75000 | PA      | $70575.00     | 0.03%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                | UBS Group AG                                                                 | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    230000 | PA      | $226816.45    | 0.09%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                      | PNC Financial Services Group Inc/The                                         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    840000 | PA      | $850558.67    | 0.36%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | Newell Brands Inc                                                            | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254263.28    | 0.11%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                   | MADISON SAFETY F 09/26/31                                                    | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    144275 | PA      | $143373.28    | 0.06%             | 2031-09-26      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                        | Republic of Uzbekistan International Bond                                    | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    169000 | PA      | $169132.67    | 0.07%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                         | Limak Yenilenebilir Enerji AS                                                | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    100000 | PA      | $96500.00     | 0.04%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                                  | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $433210.41    | 0.18%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | Newell Brands Inc                                                            | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    261000 | PA      | $245325.83    | 0.10%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Inc                                  | GENESYS CLOUD SE 01/23/32                                                    | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    314212 | PA      | $310448.23    | 0.13%             | 2032-01-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                       | Venezuela Government International Bond                                      | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    702000 | PA      | $153302.76    | 0.06%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113020.76    | 0.05%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                          | Zambia Government International Bond                                         | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    119000 | PA      | $68128.10     | 0.03%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                    | JP Morgan Mortgage Trust Series 2025-CES2                                    | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586824 | PA      | $589648.91    | 0.25%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA Inc                                                                    | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    320000 | PA      | $332813.12    | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | 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      | $283379.78    | 0.12%             | 2029-04-13      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                            | Peruvian Government International Bond                                       | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    120000 | PA      | $114690.00    | 0.05%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                     | Nissan Motor Acceptance Co LLC                                               | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133024.57    | 0.06%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                      | Egypt Government International Bond                                          | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    490000 | PA      | $467362.00    | 0.20%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                    | Consensus Cloud Solutions Inc                                                | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98219.25     | 0.04%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                   | Boeing Co/The                                                                | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    473000 | PA      | $436777.34    | 0.18%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                    | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp           | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $654285.33    | 0.27%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                            | HF Sinclair Corp                                                             | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    800000 | PA      | $769373.07    | 0.32%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                                      | Helix Energy Solutions Group Inc                                             | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $390185.95    | 0.16%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                     | CF Hippolyta Issuer LLC                                                      | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89945 | PA      | $88850.84     | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur                              | Bridgecrest Lending Auto Securitization Trust 2025-1                         | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $523855.07    | 0.22%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                    | Brazil Notas do Tesouro Nacional Serie F                                     | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   2400000 | PA      | $362047.64    | 0.15%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                      | Eskom Holdings SOC Ltd                                                       | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    188000 | PA      | $190820.00    | 0.08%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                  | MFA 2022-INV2 Trust                                                          | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597286 | PA      | $595014.36    | 0.25%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                         | COMM 2024-WCL1 MORTGAGE TRUST                                                | CUSIP: 20047DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $598613.44    | 0.25%             | 2041-06-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                      | BP Capital Markets PLC                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $471353.00    | 0.20%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                        | STAR 2025-SFR5 Trust                                                         | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $341977.68    | 0.14%             | 2042-02-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                     | Reinsurance Group of America Inc                                             | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    395000 | PA      | $383731.31    | 0.16%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                    | Banco de Credito del Peru S.A.                                               | CUSIP: 05971U2C0<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    380000 | PA      | $378746.00    | 0.16%             | 2030-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC                                        | TSC SPV Funding LLC                                                          | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319200 | PA      | $313312.71    | 0.13%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                    | Sinclair Television Group Inc                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59433.30     | 0.02%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                    | Uruguay Government International Bond                                        | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    207000 | PA      | $183091.50    | 0.08%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                   | MCGRAW-HILL EDUC 08/06/31                                                    | CUSIP: 58063DAF0<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |     47753 | PA      | $47698.05     | 0.02%             | 2031-08-06      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                              | Santander Drive Auto Receivables Trust 2022-5                                | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92498 | PA      | $92484.71     | 0.04%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                            | CPM HOL 09/21/28                                                             | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    366778 | PA      | $355926.68    | 0.15%             | 2028-09-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                             | United States Treasury Note/Bond                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    465000 | PA      | $460204.69    | 0.19%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                              | HAMILTON PROJS A 05/22/31                                                    | CUSIP: 40444KAD7<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |     33670 | PA      | $33823.37     | 0.01%             | 2031-05-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                             | CORNERSTONE 05/05/31                                                         | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     79600 | PA      | $65931.09     | 0.03%             | 2031-05-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                                  | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137156.93    | 0.06%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust                                          | Visio 2019-2 Trust                                                           | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101421 | PA      | $99284.30     | 0.04%             | 2054-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY INC                                            | Viper Energy Inc                                                             | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15585.92     | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                              | BBCMS Trust 2018-CBM                                                         | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $778938.04    | 0.33%             | 2037-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                                      | British Airways 2021-1 Class A Pass Through Trust                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288061 | PA      | $257785.17    | 0.11%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                    | Coronado Finance Pty Ltd                                                     | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |    480000 | PA      | $328135.20    | 0.14%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $344952.43    | 0.14%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                | ACRISUR 11/06/30                                                             | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    233440 | PA      | $231252.44    | 0.10%             | 2030-11-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS INC                                    | BroadStreet Partners Inc                                                     | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96661.63     | 0.04%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                        | Colombia Government International Bond                                       | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1152000 | PA      | $1137024.00   | 0.47%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cube A&D Buyer Inc                                          | CUBE INDLS BUYE 10/09/31                                                     | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    170000 | PA      | $168866.95    | 0.07%             | 2031-10-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                      | Sequoia Mortgage Trust 2013-8                                                | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |     43297 | PA      | $42073.31     | 0.02%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                          | Ford Motor Co                                                                | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59862.36     | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                    | Kronos Acquisition Holdings Inc                                              | CUSIP: 50106GAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $132230.21    | 0.06%             | 2032-06-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CO                                    | Great Canadian Gaming Corp                                                   | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89313.86     | 0.04%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                             | KRONOS ACQUISITI 06/26/31                                                    | CUSIP: 50106JAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     87547 | PA      | $70858.65     | 0.03%             | 2031-07-08      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| Bifm CA Buyer Inc                                           | BIFM CA Buyer 05/31/28                                                       | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | US        |    104538 | PA      | $104472.65    | 0.04%             | 2028-05-31      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                    | Azule Energy Finance Plc                                                     | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $120525.00    | 0.05%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                     | Hungary Government International Bond                                        | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    322000 | PA      | $305497.50    | 0.13%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                              | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    525264 | PA      | $534986.48    | 0.22%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA Inc                                                                    | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203809.00    | 0.09%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                         | ROCKET SOFTWAR 11/28/28                                                      | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    188325 | PA      | $187304.28    | 0.08%             | 2028-11-28      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                         | American Express Co                                                          | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756494.63    | 0.32%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                             | MADISON IA 06/21/28                                                          | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    380000 | PA      | $377079.70    | 0.16%             | 2028-06-21      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                       | Argentine Republic Government International Bond                             | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    470000 | PA      | $314610.39    | 0.13%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                     | El Salvador Government International Bond                                    | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     94000 | PA      | $85211.00     | 0.04%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                          | INFINITE BIDCO L 03/02/28                                                    | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    187876 | PA      | $170967.14    | 0.07%             | 2028-03-02      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                      | Acrisure LLC / Acrisure Finance Inc                                          | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $138250.94    | 0.06%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                          | Aqua Finance Trust 2024-A                                                    | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $510411.67    | 0.21%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                        | Amentum Holdings Inc                                                         | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35634.83     | 0.01%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                       | Sri Lanka Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     55250 | PA      | $38605.94     | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                  | Applebee's Funding LLC / IHOP Funding LLC                                    | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549000 | PA      | $566386.61    | 0.24%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                          | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    314000 | PA      | $308944.60    | 0.13%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Trust 2025-ROIC                                                           | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $460674.86    | 0.19%             | 2030-03-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                          | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    365000 | PA      | $313498.50    | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Jaggaer LLC                                                 | JAVELIN BUYE 10/08/31                                                        | CUSIP: 000000000<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    235000 | PA      | $234522.95    | 0.10%             | 2031-12-08      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                    | Huntington Ingalls Industries Inc                                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    585000 | PA      | $596533.31    | 0.25%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                    | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $150726.27    | 0.06%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Delivery Hero Finco LLC                                     | DELIVERY HE 12/07/29                                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    178200 | PA      | $178511.85    | 0.07%             | 2029-12-12      | Floating      | 9.27%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                    | Snap Inc                                                                     | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304872.02    | 0.13%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                     | Hungary Government International Bond                                        | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    758000 | PA      | $782055.13    | 0.33%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NGP XI Midstream Holdings LLC                               | NGP XI MIDSTREAM 07/25/31                                                    | CUSIP: 62927UAB9<br>LEI: 2549002U9Q0WZYCHRJ82 | Long             | LON              | CORP              | US        |     74812 | PA      | $74064.38     | 0.03%             | 2031-07-25      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                   | CIM TRUST 2022-R2                                                            | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208706 | PA      | $198112.70    | 0.08%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                       | Argentine Republic Government International Bond                             | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    718960 | PA      | $552161.28    | 0.23%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141165.99    | 0.06%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                              | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1314293 | PA      | $1259623.98   | 0.53%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215947.10    | 0.09%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                                              | PAI HOLDCO, INC. 10/28/27                                                    | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |    137417 | PA      | $107322.36    | 0.04%             | 2027-10-28      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card                               | Mercury Financial Credit Card Master Trust                                   | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $278460.63    | 0.12%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                          | Zambia Government International Bond                                         | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    143094 | PA      | $124178.74    | 0.05%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                          | Harbour Energy PLC                                                           | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $532796.60    | 0.22%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                   | ORYX MIDSTREAM S 10/05/28                                                    | CUSIP: 68764JAJ0<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |    192448 | PA      | $190974.86    | 0.08%             | 2028-10-05      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                             | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $511023.58    | 0.21%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Hertz Corp/The                                              | HERTZ 06/30/28                                                               | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    292381 | PA      | $230250.36    | 0.10%             | 2028-06-30      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                       | Argentine Republic Government International Bond                             | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    281000 | PA      | $198105.00    | 0.08%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                               | Transdig 01/19/32                                                            | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    179100 | PA      | $177486.31    | 0.07%             | 2032-01-20      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2024-NQM9 Trust                                                          | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |    505891 | PA      | $509868.02    | 0.21%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                     | Pakistan Government International Bond                                       | CUSIP: 740840AC7<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    158000 | PA      | $139117.22    | 0.06%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                    | Kronos Acquisition Holdings Inc                                              | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $153184.35    | 0.06%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                   | Constr Partner 10/29/31                                                      | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |    478800 | PA      | $476207.30    | 0.20%             | 2031-11-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                  | MIRA Trust 2023-MILE                                                         | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $282624.17    | 0.12%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                            | DT Midstream Inc                                                             | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $98672.61     | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                         | Reach ABS Trust 2024-2                                                       | CUSIP: 75525HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $313646.00    | 0.13%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                 | RCKT Mortgage Trust 2023-CES3                                                | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597172 | PA      | $607829.85    | 0.25%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                 | RCKT Mortgage Trust 2023-CES1                                                | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186113 | PA      | $187283.77    | 0.08%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                        | Abu Dhabi Government International Bond                                      | CUSIP: 29135LAT7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    131000 | PA      | $136777.10    | 0.06%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                    | Uruguay Government International Bond                                        | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    799000 | PA      | $736278.50    | 0.31%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                             | MVW Owner Trust 2019-1                                                       | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10143 | PA      | $10130.97     | 0.00%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                      | Pertamina Persero PT                                                         | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    350000 | PA      | $354921.00    | 0.15%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                    | ION Trading Technologies Sarl                                                | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |    375000 | PA      | $365041.13    | 0.15%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                        | Petronas Capital Ltd                                                         | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    333000 | PA      | $333096.57    | 0.14%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                      | Aviation Capital Group LLC                                                   | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221145.70    | 0.09%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                       | Arroyo Mortgage Trust 2019-1                                                 | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82588 | PA      | $80641.48     | 0.03%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co Inc                              | PETCO HEALTH & W 03/03/28                                                    | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    270000 | PA      | $236393.10    | 0.10%             | 2028-03-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                        | CENTURY DE BUYE 10/30/30                                                     | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    221236 | PA      | $220821.82    | 0.09%             | 2030-10-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                          | BX Trust 2019-OC11                                                           | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935000 | PA      | $868971.61    | 0.36%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                         | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96748.84     | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                  | Flagship Credit Auto Trust 2023-1                                            | CUSIP: 337955AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $512513.33    | 0.21%             | 2029-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                    | New Enterprise Stone & Lime Co Inc                                           | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85450.08     | 0.04%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                 | Ivory Coast Government International Bond                                    | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    444000 | PA      | $384060.00    | 0.16%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                         | NOVA Chemicals Corp                                                          | CUSIP: 66977WAP4<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |     48000 | PA      | $48000.00     | 0.02%             | 2025-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                    | Mill City Mortgage Loan Trust 2017-3                                         | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96929 | PA      | $84441.73     | 0.04%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                    | National Rural Utilities Cooperative Finance Corp                            | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104706.24    | 0.04%             | 2043-04-30      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                      | Blackstone Private Credit Fund                                               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241349.85    | 0.10%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                              | Carvana Auto Receivables Trust 2024-N1                                       | CUSIP: 14687QAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202575.88    | 0.08%             | 2030-05-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                         | Fifth Third Bancorp                                                          | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206320.88    | 0.09%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                    | Banco de Credito del Peru S.A.                                               | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     72000 | PA      | $71840.88     | 0.03%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                     | United Rentals North America Inc                                             | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    265000 | PA      | $236557.92    | 0.10%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                         | LBM Acquisition LLC                                                          | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    625000 | PA      | $548404.44    | 0.23%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                               | Retained Vantage Data Centers Issuer LLC                                     | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $506039.65    | 0.21%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                      | Five Guys Holdings Inc                                                       | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    701475 | PA      | $726497.95    | 0.30%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                   | Towd Point Mortgage Trust 2018-6                                             | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90272.55     | 0.04%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                          | Ally Financial Inc                                                           | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $500571.48    | 0.21%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors Holdings LLC                        | GRNT THORNTON AD 06/02/31                                                    | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299063 | PA      | $297193.83    | 0.12%             | 2031-05-30      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                      | Egypt Government International Bond                                          | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    214000 | PA      | $180937.00    | 0.08%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                              | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381672 | PA      | $374953.76    | 0.16%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                 | Visio 2022-1 Trust                                                           | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70123 | PA      | $69875.40     | 0.03%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                         | Charles Schwab Corp/The                                                      | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    420000 | PA      | $367013.05    | 0.15%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                     | Mexican Bonos                                                                | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  11000000 | PA      | $458905.94    | 0.19%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                              | PEAC Solutions Receivables 2024-1 LLC                                        | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $278341.87    | 0.12%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                        | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $85462.43     | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                          | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118181.20    | 0.05%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                               | Citigroup Mortgage Loan Trust 2025-INV1                                      | CUSIP: 17332GAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416249 | PA      | $418854.06    | 0.17%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                  | PacifiCorp                                                                   | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119368.55    | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                          | UPSTREAM NEWCO I 11/20/26                                                    | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |     21656 | PA      | $15761.73     | 0.01%             | 2026-11-20      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                         | Medline Borrower LP                                                          | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142592.64    | 0.06%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown US Commercial Bidco LLC                         | LSF12 CROWN US C 12/02/31                                                    | CUSIP: 50221UAC5<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    260000 | PA      | $250900.00    | 0.10%             | 2031-12-02      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                    | Flex Intermediate Holdco LLC                                                 | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    430000 | PA      | $380306.07    | 0.16%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | Post Holdings Inc                                                            | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569973.47    | 0.24%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                            | Insight Enterprises Inc                                                      | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15234.96     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                  | CVR E 12/30/27                                                               | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    463838 | PA      | $462677.91    | 0.19%             | 2027-12-30      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                     | Romanian Government International Bond                                       | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    200000 | PA      | $201958.00    | 0.08%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                     | KazMunayGas National Co JSC                                                  | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    101000 | PA      | $90079.88     | 0.04%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                    | Icon Investments Six DAC                                                     | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    545000 | PA      | $544581.83    | 0.23%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                       | Molina Healthcare Inc                                                        | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104279.30    | 0.04%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                    | Prudential Financial Inc                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $93175.12     | 0.04%             | 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        |    235000 | PA      | $234118.75    | 0.10%             | 2032-03-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                     | United Airlines 2023-1 Class A Pass Through Trust                            | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154761 | PA      | $154600.31    | 0.06%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VETSTRATEGY CANADA HOLD                                     | VETSTRATEGY CANADA HOLDINGS INC                                              | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    104736 | PA      | $104124.39    | 0.04%             | 2028-12-06      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                              | Gray Media Inc                                                               | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $358524.28    | 0.15%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Trust 2022-CLS                                                            | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $415927.04    | 0.17%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                        | Capstone Copper Corp                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $152409.76    | 0.06%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                     | Saks Global Enterprises LLC                                                  | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $224833.23    | 0.09%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                    | CLOUD SOFTWARE G 03/21/31                                                    | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       500 | PA      | $495.00       | 0.00%             | 2031-03-24      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                    | EQT Corp                                                                     | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291741.30    | 0.12%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                              | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                           | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $347743.48    | 0.15%             | 2039-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                              | American Credit Acceptance Receivables Trust 2024-1                          | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $135607.54    | 0.06%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                        | LifePoint Health Inc                                                         | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189393.75    | 0.08%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                         | Honduras Government International Bond                                       | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     91000 | PA      | $90372.10     | 0.04%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dynamo US Bidco Inc                                         | DYNAMO US BIDC 10/01/31                                                      | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69650 | PA      | $69475.88     | 0.03%             | 2031-09-26      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                              | Qatar Government International Bond                                          | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    577000 | PA      | $525935.50    | 0.22%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                    | CLOUD SOFTWARE G 03/21/31                                                    | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    199000 | PA      | $197010.00    | 0.08%             | 2031-03-24      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| Icon Parent Inc                                             | ICON PAREN 09/10/32                                                          | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     70000 | PA      | $69300.00     | 0.03%             | 2032-11-15      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| KIMMERIDGE TEXAS GAS LLC                                    | Kimmeridge Texas Gas LLC                                                     | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259581.86    | 0.11%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                         | Ecuador Government International Bond                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     72000 | PA      | $43308.00     | 0.02%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                              | PMT Loan Trust 2024-INV2                                                     | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308347 | PA      | $309890.70    | 0.13%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                                    | Momnt Technologies Trust 2023-1                                              | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41288 | PA      | $41273.58     | 0.02%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                               | Lendbuzz Securitization Trust 2023-2                                         | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     61477 | PA      | $62575.92     | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                         | Lightning Power LLC                                                          | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466607.85    | 0.19%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                     | Columbia Pipelines Operating Co LLC                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $139566.25    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                               | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    205000 | PA      | $207227.91    | 0.09%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                                        | Georgian Railway JSC                                                         | CUSIP: 37363BAB4<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |    381000 | PA      | $338853.78    | 0.14%             | 2028-06-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                      | HA Sustainable Infrastructure Capital Inc                                    | CUSIP: 41068XAE0<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    483000 | PA      | $464263.66    | 0.19%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                        | GRIFOLS WORLDWID 11/15/27                                                    | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $493575.00    | 0.21%             | 2027-11-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                     | QXO INC                                                                      | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     45000 | PA      | $45008.10     | 0.02%             | 2032-04-29      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                             | CLI Funding VI LLC                                                           | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    191853 | PA      | $177445.48    | 0.07%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                    | Vistra Operations Co LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124391.31    | 0.05%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments LLLP                               | FREEPORT LNG Inv 12/21/28                                                    | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    254781 | PA      | $251723.33    | 0.11%             | 2028-12-21      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                         | APPLIED Sy 02/23/32                                                          | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     10000 | PA      | $10251.60     | 0.00%             | 2032-02-23      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                            | Peruvian Government International Bond                                       | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    440000 | PA      | $368060.00    | 0.15%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                                    | Purchasing Power Funding 2024-A LLC                                          | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $182139.88    | 0.08%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                    | Western Midstream Operating LP                                               | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    435000 | PA      | $348224.45    | 0.15%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                    | Mill City Mortgage Loan Trust 2019-GS2                                       | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342889 | PA      | $331470.50    | 0.14%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                       | Trivium Packaging Finance BV                                                 | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    308000 | PA      | $304837.52    | 0.13%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                        | LifePoint Health Inc                                                         | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $351441.09    | 0.15%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                              | Onemain Direct Auto Receivables Trust 2022-1                                 | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355000 | PA      | $355324.90    | 0.15%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Maste                              | Mission Lane Credit Card Master Trust                                        | CUSIP: 60510MAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $511326.87    | 0.21%             | 2028-11-15      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| North American Bancard LLC                                  | NAB HLDG 11/24/28                                                            | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    317342 | PA      | $314734.95    | 0.13%             | 2028-11-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                    | TK ELEVATOR US NEWCO INC                                                     | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    210000 | PA      | $209436.15    | 0.09%             | 2030-04-30      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                      | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    218000 | PA      | $201650.00    | 0.08%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                           | Ghana Government International Bond                                          | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    145000 | PA      | $123250.00    | 0.05%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                 | Corp Nacional del Cobre de Chile                                             | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    405000 | PA      | $420187.50    | 0.18%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                            | CSC Hldg 01/18/28                                                            | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    321989 | PA      | $314118.35    | 0.13%             | 2028-01-18      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                    | Liberty Mutual Group Inc                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198400.86    | 0.08%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                    | FHF Trust 2023-1                                                             | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     44127 | PA      | $44570.75     | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                             | CONNECTWISE LLC 09/24/28                                                     | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132969 | PA      | $132914.05    | 0.06%             | 2028-09-29      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                      | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $159250.00    | 0.07%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                      | Egypt Government International Bond                                          | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    288000 | PA      | $209880.00    | 0.09%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER/MEDL CO                                    | Medline Borrower LP/Medline Co-Issuer Inc                                    | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40356.12     | 0.02%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                          | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487601.08    | 0.20%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                | PERATON 02/01/28                                                             | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    215520 | PA      | $195006.97    | 0.08%             | 2028-02-01      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| WCG Intermediate Corp                                       | WCG INTERMEDIATE 02/19/32                                                    | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    125000 | PA      | $123639.38    | 0.05%             | 2032-02-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190060.83    | 0.08%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC Holdings LLC                                                             | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    205000 | PA      | $150355.18    | 0.06%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                     | VistaJet Malta Finance PLC / Vista Management Holding Inc                    | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    490000 | PA      | $479181.19    | 0.20%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                             | CSC SERVICES (SP 02/26/28                                                    | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    326676 | PA      | $268666.10    | 0.11%             | 2028-03-06      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                              | Arivo Acceptance Auto Loan Receivables Trust 2024-1                          | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228000 | PA      | $234472.87    | 0.10%             | 2030-06-17      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                      | PAR PHARMACEUTICAL INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $0.00         | 0.00%             | 2027-04-01      | Floating      | 7.50%                 | No            |                  3 | On Loan: No      |
| PETSMART INC/PETSMART FI                                    | PetSmart Inc / PetSmart Finance Corp                                         | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $503752.82    | 0.21%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                             | United States Treasury Note/Bond                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4520000 | PA      | $4486541.42   | 1.87%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                     | Romanian Government International Bond                                       | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    328000 | PA      | $310760.32    | 0.13%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                     | Romanian Government International Bond                                       | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    641000 | PA      | $568579.82    | 0.24%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                         | Charles Schwab Corp/The                                                      | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191379.53    | 0.08%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                    | Vistra Operations Co LLC                                                     | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423351.68    | 0.18%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                          | VICI Properties LP                                                           | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25157.43     | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                    | MSCI Inc                                                                     | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    459000 | PA      | $424540.76    | 0.18%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust 2022-7                                            | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465270 | PA      | $467307.10    | 0.20%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                     | Office Properties Income Trust                                               | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $97267.50     | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                         | Rocket Software Inc                                                          | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417729.96    | 0.17%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                  | Affirm Asset Securitization Trust 2023-B                                     | CUSIP: 00792FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125798.83    | 0.05%             | 2028-09-15      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                               | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     97000 | PA      | $97818.07     | 0.04%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2025-NQM4 Trust                                                          | CUSIP: 67120QAA4<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |    526922 | PA      | $528078.07    | 0.22%             | 2055-02-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                            | Black Hills Corp                                                             | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    405000 | PA      | $420348.36    | 0.18%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                            | Teine Energy Ltd                                                             | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $104684.60    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lernen US Finco LLC                                         | LERNEN BIDC 09/30/31                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    154612 | PA      | $154161.80    | 0.06%             | 2031-10-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                  | AMSR 2021-SFR3 Trust                                                         | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95851.84     | 0.04%             | 2038-10-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                      | Mauser Packaging Solutions Holding Co                                        | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    330000 | PA      | $303078.80    | 0.13%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC        | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $178956.53    | 0.07%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                    | JP Morgan Mortgage Trust Series 2024-NQM1                                    | CUSIP: 465983AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299016 | PA      | $300759.39    | 0.13%             | 2064-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                   | Towd Point Mortgage Trust 2017-4                                             | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $494801.32    | 0.21%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                 | ALLIED UNIVERSAL 05/12/28                                                    | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    318685 | PA      | $318745.25    | 0.13%             | 2028-05-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                    | BOOST NEWCO BORROWER LLC                                                     | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    485000 | PA      | $484595.03    | 0.20%             | 2031-01-31      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                              | United Auto Credit Securitization Trust 2022-2                               | CUSIP: 90944KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707001 | PA      | $703646.76    | 0.29%             | 2028-01-10      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                 | CREATIVE ARTISTS 09/12/31                                                    | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    214462 | PA      | $213753.70    | 0.09%             | 2031-10-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                     | CRH America Finance Inc                                                      | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456305.88    | 0.19%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2023-NQM9 Trust                                                          | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |    677092 | PA      | $687882.42    | 0.29%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                    | Univision Communications Inc                                                 | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    530000 | PA      | $513355.03    | 0.21%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                    | F&G Annuities & Life Inc                                                     | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $321212.92    | 0.13%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fugue Finance LLC                                           | Bach Fi 01/09/32                                                             | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |     80000 | PA      | $80010.00     | 0.03%             | 2032-01-09      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                        | Wrangler Holdco Corp                                                         | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107892.54    | 0.05%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                    | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl          | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $281892.99    | 0.12%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                             | MVW 2024-1 LLC                                                               | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    161493 | PA      | $164816.62    | 0.07%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                            | T-Mobile USA Inc                                                             | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95417.63     | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                        | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    378000 | PA      | $376703.46    | 0.16%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                       | Universal Health Services Inc                                                | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    455000 | PA      | $425205.53    | 0.18%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    507000 | PA      | $256035.00    | 0.11%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                   | GARDA WORLD SEC 02/01/29                                                     | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    304196 | PA      | $302066.57    | 0.13%             | 2029-02-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications USA II LP                             | ATLANTIC BROADBA 09/15/30                                                    | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    342047 | PA      | $336489.21    | 0.14%             | 2030-09-30      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                         | Benin Government International Bond                                          | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     86000 | PA      | $77722.50     | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                 | MetLife Inc                                                                  | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183149.41    | 0.08%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                    | Saudi Government International Bond                                          | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    459000 | PA      | $372363.75    | 0.16%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                        | Rackspace Technology Global Inc                                              | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $17306.25     | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                         | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122392.84    | 0.05%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                | QatarEnergy                                                                  | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    752000 | PA      | $658172.96    | 0.27%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                | Business Jet Securities 2024-2 LLC                                           | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    359000 | PA      | $357114.03    | 0.15%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                 | Vistra Corp                                                                  | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52171.62     | 0.02%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                       | Illuminate Buyer LLC / Illuminate Holdings IV Inc                            | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $466183.43    | 0.19%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                              | American Credit Acceptance Receivables Trust 2022-1                          | CUSIP: 02530WAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34870 | PA      | $34779.28     | 0.01%             | 2028-03-13      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr                              | JP Morgan Seasoned Mortgage Trust Series 2024-1                              | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366933 | PA      | $358661.42    | 0.15%             | 2063-01-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                | UBS Group AG                                                                 | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     60000 | PA      | $67217.40     | 0.03%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                              | OneMain Financial Issuance Trust 2022-3                                      | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268023 | PA      | $270125.88    | 0.11%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| J&J Ventures Gaming LLC                                     | J J VENTURES GAM 04/26/30                                                    | CUSIP: 46604BAH1<br>LEI: 549300BYPH8FLKS5ZS70 | Long             | LON              | CORP              | US        |    319301 | PA      | $305831.69    | 0.13%             | 2030-04-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings Inc                                        | Albion Fing 3 08/16/29                                                       | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    113594 | PA      | $113700.76    | 0.05%             | 2029-08-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings Inc                                        | Albion Fing 3 08/16/29                                                       | CUSIP: 00847NAE6<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     30669 | PA      | $30698.29     | 0.01%             | 2029-08-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                              | Proofpoin 08/31/28                                                           | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    218303 | PA      | $217252.96    | 0.09%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| EG America LLC                                              | EG FINC 02/07/28                                                             | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    137340 | PA      | $137585.18    | 0.06%             | 2028-02-07      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                       | Nippon Life Insurance Co                                                     | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203090.07    | 0.08%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                    | BOOST NEWCO BORR 01/31/31                                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     34912 | PA      | $34883.35     | 0.01%             | 2031-01-31      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                    | Midcap Financial Issuer Trust                                                | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $420606.65    | 0.18%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                              | THPT 2023-THL Mortgage Trust                                                 | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539034 | PA      | $548326.67    | 0.23%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                        | WR Grace Holdings LLC                                                        | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221879.34    | 0.09%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                  | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $181354.40    | 0.08%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS Health Corp                                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69703.65     | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                    | Primo Water Holdings Inc / Triton Water Holdings Inc                         | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $453109.11    | 0.19%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                              | Transocean Inc                                                               | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $150916.17    | 0.06%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                        | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    731000 | PA      | $670692.50    | 0.28%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPOWR 2025-A A 7/42                                         | MPOWR 2025-A A 7/42                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $484087.42    | 0.20%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                              | BBCMS 2018-TALL Mortgage Trust                                               | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $551753.16    | 0.23%             | 2037-03-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                      | Global Atlantic Fin Co                                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66171.24     | 0.03%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                                       | Gaci First Investment Co                                                     | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $386406.00    | 0.16%             | 2035-02-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BEACON ROOFING SUPPLY IN                                    | Beacon Roofing Supply Inc                                                    | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10050.86     | 0.00%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | Truist Financial Corp                                                        | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141989.63    | 0.06%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                    | Global Infrastructure Solutions Inc                                          | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314267.49    | 0.13%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                    | JP Morgan Mortgage Trust Series 2025-CES1                                    | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |    284155 | PA      | $285636.73    | 0.12%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                            | CoStar Group Inc                                                             | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    403000 | PA      | $357375.20    | 0.15%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                          | Ford Motor Co                                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85854.67     | 0.04%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                            | ENDEAVOR OPERATI 01/28/32                                                    | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    285000 | PA      | $282268.28    | 0.12%             | 2032-03-24      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                             | MVW 2021-1W LLC                                                              | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342385 | PA      | $324918.34    | 0.14%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                              | Trafigura Securitisation Finance PLC                                         | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    245000 | PA      | $248990.98    | 0.10%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                              | Transocean Inc                                                               | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     30000 | PA      | $24213.77     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                            | Altice France SA                                                             | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $828984.80    | 0.35%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc                          | WIN WASTE (GRANI 03/31/28                                                    | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    362180 | PA      | $358202.87    | 0.15%             | 2028-03-27      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco BV                                            | Pegasus Bid 07/12/29                                                         | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     83248 | PA      | $83196.24     | 0.03%             | 2029-07-12      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                             | DAE Funding LLC                                                              | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    331000 | PA      | $317433.97    | 0.13%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                               | Lendbuzz Securitization Trust 2024-3                                         | CUSIP: 52609YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    437000 | PA      | $439393.14    | 0.18%             | 2030-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                     | El Salvador Government International Bond                                    | CUSIP: 283875BW1<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    113000 | PA      | $115260.00    | 0.05%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                           | CLARIOS GL 01/14/32                                                          | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    330000 | PA      | $324088.05    | 0.14%             | 2032-01-28      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                           | Jordan Government International Bond                                         | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     50000 | PA      | $49984.50     | 0.02%             | 2029-01-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                   | Towd Point Mortgage Trust 2017-6                                             | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $624328.51    | 0.26%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                    | Banco de Credito e Inversiones SA                                            | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    213000 | PA      | $221520.00    | 0.09%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                    | Occidental Petroleum Corp                                                    | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $331662.57    | 0.14%             | 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        |     74250 | PA      | $73951.14     | 0.03%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                              | Transocean Inc                                                               | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     60000 | PA      | $58696.52     | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                | Glatfelter 10/10/31                                                          | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    274312 | PA      | $263426.41    | 0.11%             | 2031-11-04      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                             | Cornerstone Bldg 04/12/28                                                    | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    103918 | PA      | $91288.42     | 0.04%             | 2028-04-12      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                              | Gray Media Inc                                                               | CUSIP: 389284AA8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111991.09    | 0.05%             | 2027-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                    | Angel Oak Mortgage Trust 2023-1                                              | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883414 | PA      | $874716.42    | 0.37%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                             | CUSIP: 3132D6FJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126449 | PA      | $130075.89    | 0.05%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237324.49    | 0.10%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                         | Meritage Homes Corp                                                          | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    561000 | PA      | $534158.73    | 0.22%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                      | Global Atlantic Fin Co                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $199671.70    | 0.08%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                    | Standard Building Solutions Inc                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167201.70    | 0.07%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                    | Clarios Global LP / Clarios US Finance Co                                    | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     10000 | PA      | $10183.00     | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                             | United States Treasury Note/Bond                                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1165000 | PA      | $1192350.19   | 0.50%             | 2030-01-31      | Fixed         | 4.25%                 | 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        |     29850 | PA      | $28991.81     | 0.01%             | 2031-04-23      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                         | Dominion Energy Inc                                                          | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    245000 | PA      | $241493.81    | 0.10%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                          | Energy Transfer LP                                                           | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224008.54    | 0.09%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | Truist Financial Corp                                                        | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76871.05     | 0.03%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI             | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $447130.29    | 0.19%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                              | Avis Budget Rental Car Funding AESOP LLC                                     | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160293.63    | 0.07%             | 2027-04-20      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                           | L3Harris Technologies Inc                                                    | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    525000 | PA      | $533538.71    | 0.22%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                       | KeySpan Gas East Corp                                                        | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    426000 | PA      | $436009.31    | 0.18%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                       | Nippon Life Insurance Co                                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $81212.66     | 0.03%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                           | Lebanon Government International Bond                                        | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    259000 | PA      | $44289.00     | 0.02%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                              | RIDE 2025-SHRE                                                               | CUSIP: 765692AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $600098.28    | 0.25%             | 2047-02-14      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                             | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204943 | PA      | $205076.19    | 0.09%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                        | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $117488.68    | 0.05%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                        | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    150000 | PA      | $153394.50    | 0.06%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                            | GLOVES BUYER INC                                                             | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    155000 | PA      | $148877.50    | 0.06%             | 2032-01-20      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                            | Deutsche Bank AG/New York NY                                                 | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    375000 | PA      | $366308.86    | 0.15%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                                     | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp     | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $294494.21    | 0.12%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                    | Science Applications International Corp                                      | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77853.66     | 0.03%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                    | Banco Mercantil del Norte SA/Grand Cayman                                    | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    134000 | PA      | $119466.03    | 0.05%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                    | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                      | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     95000 | PA      | $91509.26     | 0.04%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                        | LIFEPOINT H 05/16/31                                                         | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    239184 | PA      | $235148.20    | 0.10%             | 2031-05-19      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                        | NI 04/11/29                                                                  | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    246009 | PA      | $217788.31    | 0.09%             | 2029-04-11      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                    | Saudi Government International Bond                                          | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    851000 | PA      | $881636.00    | 0.37%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                              | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247370 | PA      | $247604.16    | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                           | Transcanada Trust                                                            | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $258701.58    | 0.11%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                  | LAD Auto Receivables Trust 2023-2                                            | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $137221.97    | 0.06%             | 2031-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Inc                                         | WEC US HLDG 01/27/31                                                         | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    154223 | PA      | $153018.58    | 0.06%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                    | OCP SA                                                                       | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    136000 | PA      | $133730.16    | 0.06%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                             | TROPICANA (NAKED 01/19/29                                                    | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |       315 | PA      | $115.32       | 0.00%             | 2029-01-24      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CENT Trust 2023-CITY                                        | CENT Trust 2023-CITY                                                         | CUSIP: 12516WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $400519.36    | 0.17%             | 2038-09-15      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                       | Chobani Holdco II LLC                                                        | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5210 | PA      | $5533.70      | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                            | COLT 2022-5 Mortgage Loan Trust                                              | CUSIP: 19688LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261627 | PA      | $260835.96    | 0.11%             | 2067-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                      | Millennium Escrow Corp                                                       | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $326079.00    | 0.14%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                    | Apollo Global Management Inc                                                 | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    485000 | PA      | $455476.30    | 0.19%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Naked Juice LLC                                             | TROPICANA (NAKED 01/19/29                                                    | CUSIP: 62984CAD5<br>LEI: 549300Y5TU1XQ1KVLJ64 | Long             | LON              | CORP              | US        |    122166 | PA      | $44743.39     | 0.02%             | 2029-01-24      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                              | PMT Loan Trust 2024-INV1                                                     | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    641815 | PA      | $644828.05    | 0.27%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                         | Nigeria Government International Bond                                        | CUSIP: 65412JAD5<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    212000 | PA      | $183545.36    | 0.08%             | 2030-02-23      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Ltd/Canada                                | HUSKY INJECTION 02/15/29                                                     | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    154380 | PA      | $151430.70    | 0.06%             | 2029-02-15      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                 | Ivory Coast Government International Bond                                    | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    149000 | PA      | $137266.25    | 0.06%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300912.26    | 0.13%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                     | ASP Unifrax Holdings Inc                                                     | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    305000 | PA      | $131412.30    | 0.05%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                            | Altice France SA                                                             | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $163465.68    | 0.07%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                                    | Aston Martin Capital Holdings Ltd                                            | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    365000 | PA      | $314059.40    | 0.13%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                  | LAD Auto Receivables Trust 2021-1                                            | CUSIP: 501683AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $54689.13     | 0.02%             | 2029-11-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                          | Serbia International Bond                                                    | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    226000 | PA      | $233627.50    | 0.10%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                                     | PowerPay Issuance Trust 2024-1                                               | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123977 | PA      | $127032.96    | 0.05%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                             | Ascot Group Ltd                                                              | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $169295.60    | 0.07%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                    | Windsor Holdings III LLC                                                     | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453131.85    | 0.19%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                              | GLS Auto Select Receivables Trust 2024-3                                     | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $438394.30    | 0.18%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                       | Dick's Sporting Goods Inc                                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    525000 | PA      | $360158.49    | 0.15%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                       | Endo Finance Holdings Inc                                                    | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $452828.48    | 0.19%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                         | Senegal Government International Bond                                        | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $156900.00    | 0.07%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                         | Reach Abs Trust 2024-1                                                       | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $162137.18    | 0.07%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                         | Dominion Energy Inc                                                          | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    180000 | PA      | $187335.72    | 0.08%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                     | BPCE SA                                                                      | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     70000 | PA      | $71244.70     | 0.03%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                    | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC         | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50175.95     | 0.02%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                   | Auxilior Term Funding 2024-1 LLC                                             | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    360000 | PA      | $368589.10    | 0.15%             | 2031-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                  | MFA 2024-NQM2 Trust                                                          | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |    539631 | PA      | $539244.03    | 0.23%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     14422 | PA      | $8819.05      | 0.00%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                  | Allianz SE                                                                   | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    205000 | PA      | $210172.97    | 0.09%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                      | Radiology Partne 01/31/29                                                    | CUSIP: 000000000<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    228129 | PA      | $221256.63    | 0.09%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                      | Clydesdale Acquisition Holdings Inc                                          | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15349.76     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                              | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21970 | PA      | $20021.59     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                      | Radiology Partne 01/31/29                                                    | CUSIP: 000000000<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |      2349 | PA      | $2278.65      | 0.00%             | 2029-01-31      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                         | Zaxbys Funding LLC                                                           | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227150 | PA      | $208766.66    | 0.09%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                        | YPF SA                                                                       | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    112000 | PA      | $116256.00    | 0.05%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp                                             | NCR ATLEOS 03/27/29                                                          | CUSIP: 63001PAF8<br>LEI: 9845005FC3S0VA714741 | Long             | LON              | CORP              | US        |     23467 | PA      | $23539.99     | 0.01%             | 2029-04-16      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies Inc                             | POINTCLICKCARE T 10/10/31                                                    | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |     69825 | PA      | $69803.35     | 0.03%             | 2031-11-03      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                     | Teva Pharmaceutical Finance Netherlands III BV                               | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     80000 | PA      | $77470.40     | 0.03%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TruGreen LP                                                 | TRUGREEN LTD PAR 03/28/24                                                    | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    238193 | PA      | $226282.90    | 0.09%             | 2027-11-02      | Floating      | 8.42%                 | 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      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLIAMS COMPANIES INC                                      | Williams Cos Inc/The                                                         | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    425000 | PA      | $416958.48    | 0.17%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMC Software Inc                                            | Boxer Parent C 07/30/31                                                      | CUSIP: 05988HAQ0<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |    274900 | PA      | $269885.82    | 0.11%             | 2031-07-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                | ASPIRE BAKERIES 12/13/30                                                     | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    203970 | PA      | $204479.76    | 0.09%             | 2030-12-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                    | Ascent Resources Utica Holdings LLC / ARU Finance Corp                       | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $176956.50    | 0.07%             | 2028-12-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                       | CMG Media Corp                                                               | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $359775.00    | 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              | NL        |    353764 | PA      | $352437.64    | 0.15%             | 2028-05-03      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                         | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1248000 | PA      | $681096.00    | 0.28%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                       | ELLUCIAN HLDG 11/15/32                                                       | CUSIP: 28917XAE0<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     25000 | PA      | $25093.75     | 0.01%             | 2032-11-22      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                          | Panama Government International Bond                                         | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     70000 | PA      | $67060.00     | 0.03%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Republic of Cameroon International Bond                     | REPUBLIC OF 9.5 7/31                                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    451000 | PA      | $399370.08    | 0.17%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                     | Philippine Government International Bond                                     | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    475000 | PA      | $382909.38    | 0.16%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| One Call Corp                                               | ONE CALL CORP 04/22/27                                                       | CUSIP: 68235XAB7<br>LEI: 549300WUCCV86ZQHG041 | Long             | LON              | CORP              | US        |    228222 | PA      | $222374.62    | 0.09%             | 2027-04-22      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                                         | UAE International Government Bond                                            | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    617000 | PA      | $606131.55    | 0.25%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                    | Delta Air Lines 2015-1 Class AA Pass Through Trust                           | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73214 | PA      | $71492.96     | 0.03%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Flora Food Management US Corp                               | SIGMA HOLD 01/03/28                                                          | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |     16797 | PA      | $16715.21     | 0.01%             | 2028-01-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Icon Parent Inc                                             | ICON PAREN 09/11/31                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    160000 | PA      | $159312.80    | 0.07%             | 2031-11-13      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Flora Food Management US Corp                               | Sigma Hold 01/03/28                                                          | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    185166 | PA      | $184263.62    | 0.08%             | 2028-01-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Flora Food Management US Corp                               | Sigma Hold 01/03/28                                                          | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |     32613 | PA      | $32453.62     | 0.01%             | 2028-01-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Flora Food Management US Corp                               | Sigma Hold 01/03/28                                                          | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |     19231 | PA      | $19137.71     | 0.01%             | 2028-01-03      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                  | Affirm Asset Securitization Trust 2024-B                                     | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $254595.24    | 0.11%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust 2022-5                                            | CUSIP: 924921AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84397 | PA      | $81566.67     | 0.03%             | 2067-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                         | ASCEND LEARNIN 12/11/28                                                      | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    183391 | PA      | $181605.38    | 0.08%             | 2028-12-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                       | Aon North America Inc                                                        | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $305389.62    | 0.13%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                          | Regal Rexnord Corp                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    485000 | PA      | $495456.48    | 0.21%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ION Trading Technologies Sarl                               | ION TRADING FI 04/01/28                                                      | CUSIP: 000000000<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |    204537 | PA      | $199230.86    | 0.08%             | 2028-04-03      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                | Ecopetrol SA                                                                 | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    128000 | PA      | $104512.00    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                  | GLS Auto Receivables Issuer Trust 2025-1                                     | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601782.06    | 0.25%             | 2030-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                        | LHOME Mortgage Trust 2024-RTL1                                               | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $262811.69    | 0.11%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                          | A&D Mortgage Trust 2023-NQM3                                                 | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156684 | PA      | $158502.92    | 0.07%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                    | Republic of South Africa Government International Bond                       | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    767000 | PA      | $730187.84    | 0.30%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                             | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1051276 | PA      | $1068809.21   | 0.45%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc                                               | MODI 06/17/31                                                                | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     59551 | PA      | $40922.65     | 0.02%             | 2031-07-01      | Floating      | 9.15%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                        | Bayport Polymers LLC                                                         | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $435979.64    | 0.18%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                          | Royalty Pharma PLC                                                           | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $307988.77    | 0.13%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                    | Builders FirstSource Inc                                                     | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566457.13    | 0.24%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FINANCIERE MENDEL SASU                                      | FINANCIERE MENDEL SASU                                                       | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     54862 | PA      | $54793.92     | 0.02%             | 2030-11-13      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                           | State Street Corp                                                            | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100603.00    | 0.04%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                     | Ethiopia International Bond                                                  | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    451000 | PA      | $381095.00    | 0.16%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                          | Panama Government International Bond                                         | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    293000 | PA      | $305892.00    | 0.13%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                  | Allianz SE                                                                   | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $175083.35    | 0.07%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                              | NCR Atleos Corp                                                              | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     77000 | PA      | $82915.06     | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                          | Republic of Poland Government International Bond                             | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    841000 | PA      | $852563.75    | 0.36%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Corp II Inc                                 | DEL MONTE FOOD 08/05/28                                                      | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4389 | PA      | $2683.02      | 0.00%             | 2028-08-02      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                             | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    534700 | PA      | $543268.26    | 0.23%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                         | Southern California Edison Co                                                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361467.34    | 0.15%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                              | MetroNet Infrastructure Issuer LLC                                           | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    455000 | PA      | $467995.98    | 0.20%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                               | Allstate Corp/The                                                            | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    245000 | PA      | $242715.89    | 0.10%             | 2053-08-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                  | ROCK Trust 2024-CNTR                                                         | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $464024.52    | 0.19%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                           | State Street Corp                                                            | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    405000 | PA      | $424015.93    | 0.18%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                       | Lightstone HoldC 01/29/27                                                    | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |     11672 | PA      | $11677.66     | 0.00%             | 2027-01-29      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| FMG RESOURCES AUG 2006                                      | FMG Resources August 2006 Pty Ltd                                            | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $98978.49     | 0.04%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                          | OMNIA PARTNER 07/25/30                                                       | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     12073 | PA      | $12039.98     | 0.01%             | 2030-07-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                          | OMNIA PARTNER 07/25/30                                                       | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     67527 | PA      | $67344.30     | 0.03%             | 2030-07-25      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOOD 08/05/28                                     | DEL MONTE FOOD 08/05/28                                                      | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27045 | PA      | $16531.29     | 0.01%             | 2028-08-02      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                    | Ferrellgas LP / Ferrellgas Finance Corp                                      | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $182679.34    | 0.08%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                        | Pilgrim's Pride Corp                                                         | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    498000 | PA      | $519294.48    | 0.22%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                    | Republic of South Africa Government Bond                                     | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   8300000 | PA      | $340511.39    | 0.14%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                           | Gabon Government International Bond                                          | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     45000 | PA      | $32020.43     | 0.01%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                           | PROJ RUBY ULTIMA 03/10/28                                                    | CUSIP: 74339UAZ3<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    122950 | PA      | $122664.63    | 0.05%             | 2028-03-10      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                                    | CrownRock LP / CrownRock Finance Inc                                         | CUSIP: 228701AG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51001.00     | 0.02%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lightstone Holdco LLC                                       | Lightstone HoldC 01/29/27                                                    | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |    206341 | PA      | $206443.92    | 0.09%             | 2027-01-29      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                      | Blackstone Private Credit Fund                                               | CUSIP: 09261HBV8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353365.88    | 0.15%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust 2022-4                                            | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67882 | PA      | $68195.39     | 0.03%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                     | KeyCorp                                                                      | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95084.93     | 0.04%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Corp II Inc                                 | DEL MONTE FOOD 08/05/28                                                      | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     36638 | PA      | $35263.88     | 0.01%             | 2028-08-02      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | Enel Finance International NV                                                | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $110526.13    | 0.05%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                    | United Airlines 2024-1 Class AA Pass Through Trust                           | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307302 | PA      | $306626.83    | 0.13%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                | Cimpress PLC                                                                 | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    590000 | PA      | $539068.49    | 0.23%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                     | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $117160.21    | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                    | Jersey Mike's Funding LLC                                                    | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $538436.21    | 0.22%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                    | Prudential Financial Inc                                                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196099.63    | 0.08%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                             | SYNEOS H 09/19/30                                                            | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    178697 | PA      | $173225.76    | 0.07%             | 2030-09-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                     | ARCLINE FM HLDG 06/24/30                                                     | CUSIP: 000000000<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    246170 | PA      | $245810.85    | 0.10%             | 2030-06-24      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                         | Synchrony Financial                                                          | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48971.79     | 0.02%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                              | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2069333 | PA      | $2106078.33   | 0.88%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS Health Corp                                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $284904.06    | 0.12%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                           | Trinidad & Tobago Government International Bond                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    296000 | PA      | $282014.00    | 0.12%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                             | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126676.01    | 0.05%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                 | Gartner Inc                                                                  | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    440000 | PA      | $405448.91    | 0.17%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                      | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     68000 | PA      | $42143.00     | 0.02%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                    | Ferrellgas LP / Ferrellgas Finance Corp                                      | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $257916.40    | 0.11%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRI 01/31/31                                   | VIRGIN MEDIA BRI 01/31/31                                                    | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    350000 | PA      | $345752.75    | 0.14%             | 2028-01-31      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| WaterBridge NDB Operating LLC                               | WATERBRIDGE NDB 05/10/29                                                     | CUSIP: 94120YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    114425 | PA      | $112863.67    | 0.05%             | 2029-05-10      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    129000 | PA      | $64306.50     | 0.03%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                           | Gabon Government International Bond                                          | CUSIP: 362420AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     40000 | PA      | $39641.40     | 0.02%             | 2025-06-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| iShares iBoxx $ High Yield Corporate Bond ETF               | iShares iBoxx $ High Yield Corporate Bond ETF                                | CUSIP: 464288513<br>LEI: 549300FCCXHK7O37PQ68 | Long             | EC               | RF                | US        |     43467 | NS      | $3416506.20   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pretium Mortgage Credit Partne                              | PRET 2025-NPL1 Trust                                                         | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    590611 | PA      | $591491.75    | 0.25%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                             | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842805 | PA      | $807912.75    | 0.34%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                     | Arthur J Gallagher & Co                                                      | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $504613.51    | 0.21%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                    | Republic of South Africa Government International Bond                       | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    102000 | PA      | $98914.50     | 0.04%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235888.92    | 0.10%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                          | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    773000 | PA      | $715102.30    | 0.30%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                            | WAND NEWCO 01/30/31                                                          | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    148207 | PA      | $146395.89    | 0.06%             | 2031-01-30      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                              | PRET 2024-RPL1 Trust                                                         | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    974045 | PA      | $935838.95    | 0.39%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                      | AI Aqua Merger S 02/03/25                                                    | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    404148 | PA      | $400009.68    | 0.17%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                     | NYMT Loan Trust 2024-CP1                                                     | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    266355 | PA      | $247527.46    | 0.10%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES | JP MORGAN U.S. GOVERNMENT MONEY MARKET INSTITUTIONAL SHARES                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1351943 | NS      | $1351942.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                      | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     60000 | PA      | $54997.80     | 0.02%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                                    | Sempra Infrastructure Partners LP                                            | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    233000 | PA      | $195173.01    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                       | Genesis Energy LP / Genesis Energy Finance Corp                              | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $556899.30    | 0.23%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                     | Alaska Airlines 2020-1 Class A Pass Through Trust                            | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346927 | PA      | $347280.68    | 0.14%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                            | Southern Veterin 10/31/31                                                    | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |     73685 | PA      | $73547.66     | 0.03%             | 2031-12-04      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                                      | FIRST BRANDS GRO 03/30/27                                                    | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332443 | PA      | $309795.35    | 0.13%             | 2027-03-30      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    119825 | PA      | $58953.90     | 0.02%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                    | Fashion Show Mall LLC                                                        | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $692382.11    | 0.29%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                | Hilton Grand Vacations Trust 2024-2                                          | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263082 | PA      | $268962.08    | 0.11%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                    | Republic of South Africa Government International Bond                       | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    261000 | PA      | $186698.52    | 0.08%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                    | Venture Global Calcasieu Pass LLC                                            | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112422.27    | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | Civitas Resources Inc                                                        | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123731.17    | 0.05%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264681.18    | 0.11%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                  | ROCK Trust 2024-CNTR                                                         | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $436664.93    | 0.18%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4403 | PA      | $2139.86      | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                             | Sealed Air Corp                                                              | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66163.90     | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                        | LIFEPOINT HEALTH 05/19/31                                                    | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     24875 | PA      | $24351.79     | 0.01%             | 2031-05-19      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                       | Bojangles Issuer LLC                                                         | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $466514.06    | 0.19%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                | Veralto Corp                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    505000 | PA      | $515458.81    | 0.22%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                  | Grifols SA                                                                   | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    115000 | PA      | $107161.69    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                            | Societe Generale SA                                                          | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $385412.74    | 0.16%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                  | Opal Bidco SAS                                                               | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $35036.83     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                           | MOTION FINC 11/12/29                                                         | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    153654 | PA      | $145619.73    | 0.06%             | 2029-11-30      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                  | GLS Auto Receivables Issuer Trust 2022-2                                     | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65742.93     | 0.03%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                          | Sonoco Products Co                                                           | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    285000 | PA      | $272714.46    | 0.11%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                    | BROADSTREET PART 06/13/31                                                    | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    258325 | PA      | $257432.01    | 0.11%             | 2031-06-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                    | BROADSTREET PART 06/13/31                                                    | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     25247 | PA      | $25159.69     | 0.01%             | 2031-06-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                 | Corp Nacional del Cobre de Chile                                             | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    446000 | PA      | $452913.00    | 0.19%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                       | Directv Financing LLC                                                        | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $563597.50    | 0.24%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                    | Prime Healthcare Services Inc                                                | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $252884.37    | 0.11%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Kloeckner Pentaplast of America Inc                         | KLOECKNER PENTAP 02/12/26                                                    | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    289760 | PA      | $262160.25    | 0.11%             | 2026-02-09      | Floating      | 8.74%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | Enel Finance International NV                                                | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $226423.62    | 0.09%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      2626 | PA      | $1290.68      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                       | Arroyo Mortgage Trust 2019-2                                                 | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630680 | PA      | $610819.03    | 0.25%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                        | Garda World Security Corp                                                    | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $241915.16    | 0.10%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                        | Cornerstone Building Brands Inc                                              | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $313691.36    | 0.13%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                         | Altice Financing SA                                                          | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    465000 | PA      | $357633.13    | 0.15%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                       | Panther Escrow Issuer LLC                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15380.10     | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Commercial Mortgage Trust 2024-XL5                                        | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449646 | PA      | $449646.58    | 0.19%             | 2041-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                             | IHS Holding Ltd                                                              | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $115800.00    | 0.05%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                | Hudson Yards 2025-SPRL Mortgage Trust                                        | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $802538.41    | 0.33%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                  | GLS Auto Receivables Issuer Trust 2024-2                                     | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $250374.59    | 0.10%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                      | Bank of New York Mellon Corp/The                                             | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    395000 | PA      | $393211.84    | 0.16%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                         | Buckeye Partners LP                                                          | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152769.15    | 0.06%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                   | Towd Point Mortgage Trust 2021-1                                             | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $83592.32     | 0.03%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                      | Egypt Government International Bond                                          | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    393000 | PA      | $318330.00    | 0.13%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                    | Apollo Debt Solutions BDC                                                    | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349747.11    | 0.15%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                    | Merlin Entertainments Group US Holdings Inc                                  | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    550000 | PA      | $512844.92    | 0.21%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                   | DG INVT INTER HL 03/21/28                                                    | CUSIP: 23344MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    273582 | PA      | $273377.29    | 0.11%             | 2028-03-31      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                          | Dominican Republic International Bond                                        | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    208000 | PA      | $207168.00    | 0.09%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                   | RFR Trust 2025-SGRM                                                          | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $611729.34    | 0.26%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                       | Antero Resources Corp                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193733.34    | 0.08%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                             | GOAT HOLDC 12/10/31                                                          | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    240000 | PA      | $236820.00    | 0.10%             | 2032-01-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                            | Lummus Tech Hldg 12/31/29                                                    | CUSIP: 45232UAG3<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    143276 | PA      | $143265.37    | 0.06%             | 2029-12-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                     | KeyCorp                                                                      | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209618.13    | 0.09%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Capita                              | MSSG Trust 2017-237P                                                         | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456000 | PA      | $418237.23    | 0.17%             | 2039-09-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                   | BPR Trust 2022-OANA                                                          | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $801848.16    | 0.33%             | 2037-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                             | TRAVERSE MIDSTRE 02/16/28                                                    | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |     99845 | PA      | $99720.26     | 0.04%             | 2028-02-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                 | Houston Galleria Mall Trust 2025-HGLR                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $458863.56    | 0.19%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                          | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    844000 | PA      | $825347.60    | 0.34%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                   | Auxilior Term Funding 2023-1 LLC                                             | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $92514.07     | 0.04%             | 2030-12-16      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                              | Chase Mortgage Finance Corp                                                  | CUSIP: 16164AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305943 | PA      | $281306.01    | 0.12%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145928.00    | 0.06%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                          | Dominican Republic International Bond                                        | CUSIP: 25714PFC7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    137000 | PA      | $134357.04    | 0.06%             | 2055-02-24      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                    | Telesat Canada / Telesat LLC                                                 | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     35000 | PA      | $14394.91     | 0.01%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                             | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1166789 | PA      | $1166728.28   | 0.49%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                    | OCP SA                                                                       | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    194000 | PA      | $182190.25    | 0.08%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cincinnati Bell Inc                                         | ALTA 11/22/28                                                                | CUSIP: 17187MAT7<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    282643 | PA      | $281371.57    | 0.12%             | 2028-11-24      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                         | Republic of Armenia International Bond                                       | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    100000 | PA      | $84719.00     | 0.04%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                              | Santander Drive Auto Receivables Trust 2023-1                                | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128323 | PA      | $128357.95    | 0.05%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                       | Quikrete Holdings Inc                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65300.03     | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                          | BX Trust 2019-OC11                                                           | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $186682.16    | 0.08%             | 2041-12-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                | COTIVIT 05/01/31                                                             | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    303825 | PA      | $298317.99    | 0.12%             | 2031-05-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                              | Westlake Automobile Receivables Trust 2024-1                                 | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218000 | PA      | $219351.64    | 0.09%             | 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        |    217814 | PA      | $204956.03    | 0.09%             | 2029-03-05      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                 | PRKCM 2022-AFC1 Trust                                                        | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    635325 | PA      | $628754.87    | 0.26%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                        | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      6910 | PA      | $3472.28      | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                    | Banco de Credito del Peru S.A.                                               | CUSIP: 05971V2C8<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     36000 | PA      | $35881.20     | 0.01%             | 2030-07-01      | Fixed         | 3.12%                 | 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      | $20.90        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| KINGDOM OF JORDAN                                           | Jordan Government International Bond                                         | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    284000 | PA      | $262245.60    | 0.11%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                       | Arroyo Mortgage Trust 2020-1                                                 | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $179185.66    | 0.07%             | 2055-03-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                            | Ensemble RC 08/01/29                                                         | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |     99248 | PA      | $99288.80     | 0.04%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                    | Antero Midstream Partners LP / Antero Midstream Finance Corp                 | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179082.83    | 0.07%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                         | COMM 2013-300P Mortgage Trust                                                | CUSIP: 12625XAA5<br>LEI: 549300NMFC2YLCA2NF13 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $360023.44    | 0.15%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                      | Philip Morris International Inc                                              | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $473270.02    | 0.20%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137836.28    | 0.06%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                    | Aptiv Swiss Holdings Ltd                                                     | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    450000 | PA      | $421997.22    | 0.18%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                        | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    214000 | PA      | $173875.00    | 0.07%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | Venture Global LNG Inc                                                       | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137158.52    | 0.06%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Kestrel Acquisition LLC                                     | KESTREL ACQUISIT 10/29/31                                                    | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    248750 | PA      | $249190.29    | 0.10%             | 2031-11-06      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                         | Ecuador Government International Bond                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    951045 | PA      | $714353.68    | 0.30%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                       | Sri Lanka Government International Bond                                      | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     58925 | PA      | $41842.71     | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                         | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    168000 | PA      | $170604.00    | 0.07%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Lannett Co Inc                                              | LANNETT C 06/16/30                                                           | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |      1723 | PA      | $523.75       | 0.00%             | 2030-06-16      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Hin Timeshare Trust                                         | HINNT 2024-A LLC                                                             | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553671 | PA      | $559046.07    | 0.23%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                              | Chase Home Lending Mortgage Trust 2024-RPL4                                  | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    382999 | PA      | $343543.64    | 0.14%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                      | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    466000 | PA      | $452020.00    | 0.19%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                    | Cheplapharm Arzneimittel GmbH                                                | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    455000 | PA      | $402918.06    | 0.17%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                            | DP World Ltd/United Arab Emirates                                            | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     92000 | PA      | $100629.14    | 0.04%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-25

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

**Signature:** Brinton W. Frith

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

**Title:** Treasurer and Principal Financial Officer