# EDGAR Filing Document

**Accession Number:** 0001559109
**File Stem:** 0000940400-25-015036
**Filing Date:** 2025-12
**Character Count:** 375156
**Document Hash:** 12e0b50c9402bc599617209c829b6a5f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-015036.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0000940400-25-015036

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**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:** 251611881

**BUSINESS ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **STREET 2:** 16TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10019
- **BUSINESS PHONE:** 2125934383

**MAIL ADDRESS:**
- **STREET 1:** 1301 AVENUE OF THE AMERICAS
- **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:** 1301 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $332539442.87

**Total Liabilities:** $5916459.61

**Net Assets:** $326622983.26

**Delayed Delivery Securities:** $300000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -3690.29014600 | **10-Year:** -33395.51825000 | **30-Year:** -51842.69411000

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

- **3-Month:** 0.00000000 | **1-Year:** -68.57153237 | **5-Year:** -11844.58516000 | **10-Year:** -22132.21285000 | **30-Year:** -9771.50146500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153845 | 1.21%                | 0.90%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-416213.01              | $2428071.56                                |
| Month 2  | $-27757.00               | $1317499.40                                |
| Month 3  | $178198.89               | $404381.43                                 |

### Schedule of Portfolio Investments

| Name                                                        | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                             | CDS CDX.NA.HY.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $464999.82    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354935 | PA      | $347639.11    | 0.11%             | 2052-11-01      | Fixed         | 4.50%                 | 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      | $51507.90     | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                      | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    425000 | PA      | $440263.75    | 0.13%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    196000 | PA      | $212464.00    | 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        |      1279 | PA      | $982.27       | 0.00%             | 2030-06-16      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| Lsf12 Crown US Commercial Bidco LLC                         | LSF12 CROWN US C 12/02/31                                                       | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    259350 | PA      | $261213.43    | 0.08%             | 2031-12-02      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                         | HINNT 2024-A LLC                                                                | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430345 | PA      | $436461.88    | 0.13%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                         | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    304000 | PA      | $304950.00    | 0.09%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                             | 180 Medical Inc                                                                 | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    780000 | PA      | $773419.84    | 0.24%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                    | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    496000 | PA      | $488119.60    | 0.15%             | 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      | $106145.00    | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    535000 | PA      | $536203.75    | 0.16%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                       | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $496067.29    | 0.15%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                      | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50282.81     | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | 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      | $626667.37    | 0.19%             | 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        |    565000 | PA      | $559715.84    | 0.17%             | 2027-02-01      | Fixed         | 4.25%                 | 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      | $54818.78     | 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      | $394241.10    | 0.12%             | 2033-07-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                                  | ASPIRE BAKERIES 12/23/30                                                        | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     83003 | PA      | $82854.68     | 0.03%             | 2030-06-12      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    775000 | PA      | $819549.33    | 0.25%             | 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      | $380123.95    | 0.12%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                        | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAF7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    415000 | PA      | $307911.33    | 0.09%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                     | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $478604.40    | 0.15%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                        | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     99484 | PA      | $99424.46     | 0.03%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PAC Aviation International Inc                              | PAC DA 10/28/30                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    470000 | PA      | $466329.30    | 0.14%             | 2030-10-28      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                       | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    405000 | PA      | $419661.96    | 0.13%             | 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        |    231000 | PA      | $222048.75    | 0.07%             | 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      | $158776.80    | 0.05%             | 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      | $381191.41    | 0.12%             | 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      | $177331.81    | 0.05%             | 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        |   2990907 | PA      | $2984735.53   | 0.91%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                          | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    391000 | PA      | $266979.69    | 0.08%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                            | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $474351.30    | 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: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    341204 | PA      | $342664.03    | 0.10%             | 2029-11-23      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                      | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    215000 | PA      | $218368.81    | 0.07%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                           | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     45000 | PA      | $44640.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                              | Azorra Finance Ltd                                                              | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    280000 | PA      | $293569.64    | 0.09%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                                      | Mozambique International Bond                                                   | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    276000 | PA      | $240318.72    | 0.07%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                   | Block Inc                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92088.99     | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                | Aspire Bakeries 12/23/30                                                        | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    203460 | PA      | $204986.89    | 0.06%             | 2030-12-23      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                     | American National Group Inc                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112787.73    | 0.03%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                  | Verus Securitization Trust 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    287357 | PA      | $290829.01    | 0.09%             | 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        |     72377 | PA      | $1492.77      | 0.00%             | 2028-08-02      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                           | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     95000 | PA      | $94667.50     | 0.03%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                            | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    275000 | PA      | $264128.93    | 0.08%             | 2032-03-15      | Fixed         | 4.22%                 | 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      | $380872.55    | 0.12%             | 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        |     28073 | PA      | $26960.49     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    329000 | PA      | $339035.16    | 0.10%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                       | Costa Rica Government International Bond                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    224000 | PA      | $251378.40    | 0.08%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     14422 | PA      | $9965.60      | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                          | Agiliti Health, 04/06/30                                                        | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    136402 | PA      | $130178.82    | 0.04%             | 2030-05-01      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                          | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    500000 | PA      | $471085.00    | 0.14%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                       | Nabors Industries Inc                                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    357000 | PA      | $362598.47    | 0.11%             | 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        |     78000 | PA      | $75390.90     | 0.02%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                          | BAUSCH + LOMB 9/ 09/14/28                                                       | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |     44100 | PA      | $44293.16     | 0.01%             | 2028-09-29      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                            | COLT 2024-5 Mortgage Loan Trust                                                 | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |    418048 | PA      | $418380.55    | 0.13%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel SASU                                      | FINANCIERE M 11/08/30                                                           | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |     54588 | PA      | $54868.90     | 0.02%             | 2030-11-13      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                     | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190635.10    | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                       | DIRECTV FINA 08/02/29                                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    269315 | PA      | $270101.31    | 0.08%             | 2029-08-02      | Floating      | 9.38%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                             | STAR PARENT INC                                                                 | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    294253 | PA      | $295106.49    | 0.09%             | 2030-09-30      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                       | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    240000 | PA      | $249628.10    | 0.08%             | 2035-02-02      | Fixed         | 5.71%                 | 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        |    342548 | PA      | $333537.65    | 0.10%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                 | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    204540 | PA      | $206116.46    | 0.06%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                           | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $456400.29    | 0.14%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                   | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $804332.24    | 0.25%             | 2040-06-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                                             | FinBe USA Trust 2025-1                                                          | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $674508.20    | 0.21%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                              | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    651000 | PA      | $719205.27    | 0.22%             | 2033-03-15      | Fixed         | 7.00%                 | 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        |    564300 | PA      | $572633.19    | 0.18%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                      | Brazilian Government International Bond                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    727000 | PA      | $759533.25    | 0.23%             | 2035-03-15      | Fixed         | 6.62%                 | 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        |     58753 | PA      | $54406.01     | 0.02%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| VetStrategy Canada Holdings Inc                             | IVC ACQUISITIO 12/12/28                                                         | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    104207 | PA      | $104779.70    | 0.03%             | 2028-12-06      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                    | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    119000 | PA      | $125158.25    | 0.04%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                     | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497932.05    | 0.15%             | 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      | $60.60        | 0.00%             | 2023-02-15      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| BLOCK INC                                                   | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $493165.90    | 0.15%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463072 | PA      | $421088.31    | 0.13%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                           | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    199000 | PA      | $204512.30    | 0.06%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                                  | RCKT Trust 2025-PL1                                                             | CUSIP: 74939RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $839060.38    | 0.26%             | 2034-07-25      | Fixed         | 5.16%                 | 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      | $1078000.49   | 0.33%             | 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      | $388045.71    | 0.12%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                              | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  28060000 | PA      | $1142497.45   | 0.35%             | 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        |    233903 | PA      | $216944.90    | 0.07%             | 2029-06-18      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $299864.44    | 0.09%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    455000 | PA      | $487024.27    | 0.15%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                          | Angolan Government International Bond                                           | CUSIP: 035198AE0<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    295000 | PA      | $249103.90    | 0.08%             | 2049-11-26      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                         | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    261000 | PA      | $252371.34    | 0.08%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                    | Dext ABS 2023-1 LLC                                                             | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27082 | PA      | $27207.10     | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                          | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    595000 | PA      | $615713.85    | 0.19%             | 2034-03-20      | Fixed         | 5.40%                 | 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        |    645000 | PA      | $630430.68    | 0.19%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                     | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $351908.96    | 0.11%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    465000 | PA      | $533796.92    | 0.16%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| OPENLANE Inc                                                | OPENLAN 10/08/32                                                                | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     75000 | PA      | $75187.50     | 0.02%             | 2032-10-08      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107906.53    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                        | CENTURY DE BUYE 10/30/30                                                        | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    220681 | PA      | $221729.31    | 0.07%             | 2030-10-30      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    370000 | PA      | $379280.71    | 0.12%             | 2040-03-15      | Fixed         | 6.20%                 | 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        |     66480 | PA      | $67943.19     | 0.02%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                           | Republic of Kenya Government International Bond                                 | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    309000 | PA      | $302820.00    | 0.09%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                                     | Pakistan Government International Bond                                          | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    342000 | PA      | $338176.44    | 0.10%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                          | Angolan Government International Bond                                           | CUSIP: 035198AH3<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    283000 | PA      | $276986.25    | 0.08%             | 2031-01-15      | Fixed         | 9.24%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                         | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    540000 | PA      | $566347.50    | 0.17%             | 2034-04-15      | Fixed         | 5.80%                 | 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      | $384753.79    | 0.12%             | 2029-04-16      | Fixed         | 4.48%                 | 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      | $20487.08     | 0.01%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                    | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140587.85    | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                       | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196725.00    | 0.06%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    666787 | PA      | $517593.41    | 0.16%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                       | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    460000 | PA      | $477676.64    | 0.15%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                    | Graham Packaging Co Inc                                                         | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |    345000 | PA      | $343658.23    | 0.11%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                        | Chart Industries Inc                                                            | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $85951.52     | 0.03%             | 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        |    420210 | PA      | $417057.97    | 0.13%             | 2027-10-01      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    325000 | PA      | $337066.93    | 0.10%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                              | ACM Auto Trust 2024-2                                                           | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113210 | PA      | $113149.36    | 0.03%             | 2029-02-20      | Fixed         | 6.06%                 | 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      | $265448.11    | 0.08%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                    | Transocean International Ltd                                                    | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $20616.18     | 0.01%             | 2032-10-15      | Fixed         | 7.88%                 | 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      | $424705.61    | 0.13%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                         | Churchill Downs Inc                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675636.06    | 0.21%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                 | UPX HIL 2025-1 Issuer Trust                                                     | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    399127 | PA      | $400554.12    | 0.12%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                    | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    393000 | PA      | $399331.23    | 0.12%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                    | Foundation Finance Trust 2024-2                                                 | CUSIP: 35040VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250034 | PA      | $250701.48    | 0.08%             | 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        |    228288 | PA      | $230563.19    | 0.07%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                           | GREEN INFRASTRUC 09/22/32                                                       | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    150000 | PA      | $150422.25    | 0.05%             | 2032-09-24      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $143011.09    | 0.04%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                     | Millrose Properties Inc                                                         | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $276559.25    | 0.08%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84973.04     | 0.03%             | 2028-10-25      | Fixed         | 6.75%                 | 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      | $215050.00    | 0.07%             | 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      | $1330.06      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings Inc                                        | Albion Fing 3 05/21/31                                                          | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    287912 | PA      | $290072.69    | 0.09%             | 2031-05-21      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                    | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    235000 | PA      | $263049.43    | 0.08%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Aggreko Holdings Inc                                        | Albion Fing 3 05/21/31                                                          | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |     75080 | PA      | $75643.70     | 0.02%             | 2031-05-21      | Floating      | 6.98%                 | 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        |    354803 | PA      | $353815.85    | 0.11%             | 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      | $567497.16    | 0.17%             | 2031-02-15      | Fixed         | 4.75%                 | 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      | $359667.07    | 0.11%             | 2038-09-30      | Fixed         | 5.88%                 | 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      | $186221.93    | 0.06%             | 2031-11-15      | Fixed         | 5.75%                 | 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      | $256054.90    | 0.08%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                    | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20993.82     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                         | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |   4920000 | PA      | $1132022.92   | 0.35%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                        | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |     88000 | PA      | $91058.00     | 0.03%             | 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      | $106623.00    | 0.03%             | 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        |    390000 | PA      | $399214.53    | 0.12%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    894000 | PA      | $952110.00    | 0.29%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                      | WESCO Distribution Inc                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62787.00     | 0.02%             | 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        |    322000 | PA      | $343602.98    | 0.11%             | 2035-02-04      | Fixed         | 5.50%                 | 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      | $303802.32    | 0.09%             | 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        |    842175 | PA      | $873303.05    | 0.27%             | 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      | $163750.40    | 0.05%             | 2032-03-29      | Floating      | 8.74%                 | 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      | $163478.41    | 0.05%             | 2034-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                          | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    182000 | PA      | $185084.90    | 0.06%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                         | Senegal Government International Bond                                           | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    543000 | PA      | $388245.00    | 0.12%             | 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      | $702990.96    | 0.22%             | 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      | $368213.10    | 0.11%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bifm CA Buyer Inc                                           | BIFM CA Buyer 05/31/28                                                          | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |    168801 | PA      | $169486.84    | 0.05%             | 2028-05-31      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Bloomberg High Yield Bond ETF             | State Street SPDR Bloomberg High Yield Bond ETF                                 | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |      9747 | NS      | $949260.33    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SG Capital Partners                                         | SG Residential Mortgage Trust 2021-1                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    956687 | PA      | $800976.23    | 0.25%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230299 | PA      | $227627.57    | 0.07%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                 | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    171000 | PA      | $162065.25    | 0.05%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                            | Under Armour Inc                                                                | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232549.33    | 0.07%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                               | Lendbuzz Securitization Trust 2024-2                                            | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    148274 | PA      | $149013.03    | 0.05%             | 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        |    607000 | PA      | $621568.00    | 0.19%             | 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      | $5182.85      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AI ALPINE AT BIDCO GMBH                                     | INNIO GROUP HOLDING GMBH                                                        | CUSIP: 000000000<br>LEI: 549300KQQI7KQCL6ZI60 | Long             | LON              | CORP              | DE        |    270000 | PA      | $270506.25    | 0.08%             | 2028-11-02      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      9813 | PA      | $4136.18      | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | 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      | $157446.97    | 0.05%             | 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        |      3200 | PA      | $3136.00      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                            | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137169.32    | 0.04%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                        | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    510000 | PA      | $462266.59    | 0.14%             | 2031-06-10      | Fixed         | 3.12%                 | 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      | $536176.77    | 0.16%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                      | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297481.04    | 0.09%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    285000 | PA      | $292296.29    | 0.09%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    475000 | PA      | $500656.18    | 0.15%             | 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      | $1398.35      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    424000 | PA      | $349515.92    | 0.11%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                          | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    188000 | PA      | $196142.28    | 0.06%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143446.41    | 0.04%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    413000 | PA      | $405235.60    | 0.12%             | 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      | $364581.28    | 0.11%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W14R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2501690 | PA      | $2562241.76   | 0.78%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                      | Brazilian Government International Bond                                         | CUSIP: 105756CG3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     85000 | PA      | $89505.00     | 0.03%             | 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        |      9065 | PA      | $7863.85      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                    | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   2246000 | PA      | $503665.50    | 0.15%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDING                                    | TRUIST INSURANCE HOLDING                                                        | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310000 | PA      | $310196.85    | 0.09%             | 2031-05-06      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| USQ Rail                                                    | USQ Rail III LLC                                                                | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374331 | PA      | $375510.16    | 0.11%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                     | Hungary Government International Bond                                           | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    215000 | PA      | $219622.51    | 0.07%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $525168.11    | 0.16%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                       | Nabors Industries Ltd                                                           | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    420000 | PA      | $422228.10    | 0.13%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                        | GCAT 2019-NQM2 Trust                                                            | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160788 | PA      | $158451.35    | 0.05%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                     | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   9990000 | PA      | $547296.44    | 0.17%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                            | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65805.03     | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                   | MCGRAW-HILL EDUC 08/06/31                                                       | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    175000 | PA      | $175000.00    | 0.05%             | 2031-08-06      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8292 | PA      | $4257.94      | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings LLC                                     | ARCLINE FM HLDG 06/23/30                                                        | CUSIP: 000000000<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    245555 | PA      | $246690.52    | 0.08%             | 2030-06-24      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                    | Hughes Satellite Systems Corp                                                   | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $298428.64    | 0.09%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                   | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634160.73    | 0.19%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                    | Octane Receivables Trust 2025-1                                                 | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    810000 | PA      | $808775.82    | 0.25%             | 2031-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                          | Republic of Poland Government International Bond                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    302000 | PA      | $310425.80    | 0.10%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc                                          | CEN PAREN 07/06/29                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255347 | PA      | $211036.82    | 0.06%             | 2029-07-06      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                        | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280304.84    | 0.09%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                    | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68870.21     | 0.02%             | 2031-05-06      | Fixed         | 4.00%                 | 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      | $186131.28    | 0.06%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                        | OneMain Finance Corp                                                            | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314600.29    | 0.10%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                         | PLASTIPAK HLDG 10/14/24                                                         | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    178200 | PA      | $178838.85    | 0.05%             | 2029-10-29      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                          | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     98000 | PA      | $99271.06     | 0.03%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                         | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    860000 | PA      | $797735.33    | 0.24%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                | Univision Comm 01/23/29                                                         | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    226925 | PA      | $225251.17    | 0.07%             | 2029-01-31      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    370000 | PA      | $383097.13    | 0.12%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    370000 | PA      | $336533.50    | 0.10%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2024-NQM3 Trust                                                             | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |    104747 | PA      | $105900.32    | 0.03%             | 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        |    426000 | PA      | $430308.10    | 0.13%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                    | White Cap Supply Holdings LLC                                                   | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121464.90    | 0.04%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                     | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127539.57    | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                           | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    166000 | PA      | $106572.00    | 0.03%             | 2071-09-21      | Fixed         | 3.25%                 | 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        |    445000 | PA      | $420073.01    | 0.13%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1140143 | PA      | $1084974.85   | 0.33%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    360000 | PA      | $389829.73    | 0.12%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                    | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    505000 | PA      | $540681.28    | 0.17%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                          | NUMERICABLE U 10/30/28                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37098 | PA      | $36602.89     | 0.01%             | 2028-10-31      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                                    | Boost Newco Borrower LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     95000 | PA      | $100997.35    | 0.03%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    354825 | PA      | $198702.00    | 0.06%             | 2035-02-01      | Variable      | 4.50%                 | 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        |    465265 | PA      | $473568.90    | 0.14%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                          | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     65000 | PA      | $63933.35     | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94442.65     | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                           | Chile Government International Bond                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    161000 | PA      | $148643.25    | 0.05%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                         | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    380000 | PA      | $462438.94    | 0.14%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2023-NQM5 Trust                                                             | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308550 | PA      | $310489.68    | 0.10%             | 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        |    364530 | PA      | $360103.15    | 0.11%             | 2027-11-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                          | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     87117 | PA      | $87007.99     | 0.03%             | 2031-02-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                     | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107308.72    | 0.03%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                          | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    115855 | PA      | $115709.87    | 0.04%             | 2031-02-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                                        | Ineos US Fi 02/18/30                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    288409 | PA      | $248438.56    | 0.08%             | 2030-02-19      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                | ARDONAGH GROU 02/18/31                                                          | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |     10955 | PA      | $10941.06     | 0.00%             | 2031-02-18      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                              | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |    705000 | PA      | $695496.05    | 0.21%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PEX Holdings LLC                                            | GEN II FD SERVIC 11/19/31                                                       | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    233825 | PA      | $234215.49    | 0.07%             | 2031-11-19      | Floating      | 6.97%                 | 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      | $42222.48     | 0.01%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                    | Kraken Oil & Gas Partners LLC                                                   | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    555000 | PA      | $543842.61    | 0.17%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                     | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291345.87    | 0.09%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                         | APPLIED SY 02/24/31                                                             | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    513712 | PA      | $515287.03    | 0.16%             | 2031-02-24      | Floating      | 6.70%                 | 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        |    221170 | PA      | $218583.65    | 0.07%             | 2031-06-11      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    881413 | PA      | $904148.26    | 0.28%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc                                          | HUNTER DOUGLA 01/14/32                                                          | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |     84932 | PA      | $85273.34     | 0.03%             | 2032-01-20      | Floating      | 7.13%                 | 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        |     37573 | PA      | $36389.75     | 0.01%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                       | ECL ENTM 08/30/30                                                               | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    218550 | PA      | $218209.42    | 0.07%             | 2030-08-30      | Floating      | 7.05%                 | 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      | $122726.51    | 0.04%             | 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        |    311000 | PA      | $302208.03    | 0.09%             | 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      | $858080.88    | 0.26%             | 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        |     33153 | PA      | $31924.40     | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                       | LEVEL 3 Fin 03/29/32                                                            | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    215000 | PA      | $215000.00    | 0.07%             | 2032-03-29      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                         | GRAY TELEVISIO 12/01/28                                                         | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    183544 | PA      | $184065.40    | 0.06%             | 2028-12-01      | Floating      | 7.10%                 | 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      | $248166.48    | 0.08%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3476202 | PA      | $3515721.77   | 1.08%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                       | MAUSER PACKAGING 04/15/27                                                       | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    241590 | PA      | $242062.29    | 0.07%             | 2027-04-16      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                      | RADIOLOGY PARTNE 06/30/25                                                       | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    255000 | PA      | $254974.50    | 0.08%             | 2032-06-30      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                     | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    515000 | PA      | $538611.48    | 0.16%             | 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      | $157715.25    | 0.05%             | 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        |    797600 | PA      | $686933.00    | 0.21%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    357000 | PA      | $379248.46    | 0.12%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                              | PROOFPOINT INC                                                                  | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     45000 | PA      | $45275.85     | 0.01%             | 2028-08-31      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    126000 | PA      | $110155.50    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    380000 | PA      | $355537.80    | 0.11%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    600000 | PA      | $520256.78    | 0.16%             | 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        |     33891 | PA      | $34177.64     | 0.01%             | 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      | $198787.50    | 0.06%             | 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      | $536743.40    | 0.16%             | 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      | $247948.81    | 0.08%             | 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        |     48000 | PA      | $28965.62     | 0.01%             | 2051-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                         | New Home Co Inc/The                                                             | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15541.02     | 0.00%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dechra Finance US LLC                                       | DECHRA FINAN 12/03/31                                                           | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228850 | PA      | $229756.25    | 0.07%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                | CSMC 2017-RPL1 Trust                                                            | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441961 | PA      | $432780.07    | 0.13%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                            | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    574000 | PA      | $590359.00    | 0.18%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                             | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5545000 | PA      | $5506011.72   | 1.69%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Topco Corp                      | MAVIS TIRE EXPRE 05/04/28                                                       | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |    203975 | PA      | $204626.70    | 0.06%             | 2028-05-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                          | Nouryon F 04/03/28                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     63582 | PA      | $63622.05     | 0.02%             | 2028-04-03      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                          | Nouryon F 04/03/28                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    235007 | PA      | $235153.54    | 0.07%             | 2028-04-03      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                     | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    308000 | PA      | $320936.00    | 0.10%             | 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      | $233693.00    | 0.07%             | 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      | $878147.15    | 0.27%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                | FOCUS FINL PARTN 09/15/31                                                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    259347 | PA      | $260251.85    | 0.08%             | 2031-09-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260123.21    | 0.08%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                        | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    328000 | PA      | $356208.00    | 0.11%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                         | New Home Co Inc/The                                                             | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $393756.00    | 0.12%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                    | Broadstreet Partners Group LLC                                                  | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538495.67    | 0.16%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Inc                                  | GENESYS CLOUD SE 01/23/32                                                       | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |     99749 | PA      | $98801.13     | 0.03%             | 2032-01-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                           | Newell Brands Inc                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    476000 | PA      | $466398.75    | 0.14%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                         | Limak Yenilenebilir Enerji AS                                                   | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    100000 | PA      | $99161.71     | 0.03%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                       | Venezuela Government International Bond                                         | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |    702000 | PA      | $226395.00    | 0.07%             | 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      | $114315.14    | 0.03%             | N/A             | Fixed         | 3.90%                 | 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        |    491095 | PA      | $494655.62    | 0.15%             | 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      | $337339.84    | 0.10%             | 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      | $285151.05    | 0.09%             | 2029-04-13      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                    | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99924.14     | 0.03%             | 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      | $470573.14    | 0.14%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ERA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479921 | PA      | $493544.48    | 0.15%             | 2053-04-01      | Fixed         | 6.00%                 | 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        |    845000 | PA      | $857535.58    | 0.26%             | 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      | $836746.82    | 0.26%             | 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      | $407236.45    | 0.12%             | 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        |     89316 | PA      | $76898.38     | 0.02%             | 2060-07-15      | Fixed         | 1.69%                 | 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        |   7260000 | PA      | $1187297.24   | 0.36%             | 2031-01-01      | Fixed         | 10.00%                | 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      | $522088.22    | 0.16%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                        | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    332000 | PA      | $356900.00    | 0.11%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                     | Park River Holdings Inc                                                         | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61817.05     | 0.02%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                              | Eskom Holdings                                                                  | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    188000 | PA      | $201611.20    | 0.06%             | 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        |    558376 | PA      | $557239.61    | 0.17%             | 2057-07-25      | Variable      | 4.95%                 | 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      | $557259.60    | 0.17%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                                | M6 ETX HLDGS II 04/01/32                                                        | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173325 | PA      | $173840.16    | 0.05%             | 2032-04-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                      | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    495000 | PA      | $495513.41    | 0.15%             | 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        |    339552 | PA      | $339912.51    | 0.10%             | 2042-02-17      | Floating      | 5.48%                 | 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      | $412711.80    | 0.13%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC                                        | TSC SPV Funding LLC                                                             | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    317600 | PA      | $322295.97    | 0.10%             | 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        |    350000 | PA      | $357096.25    | 0.11%             | 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        |     77000 | PA      | $71918.00     | 0.02%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                    | Lloyds Banking Group PLC                                                        | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $39792.23     | 0.01%             | N/A             | Fixed         | 6.62%                 | 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        |     39341 | PA      | $39368.86     | 0.01%             | 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        |    230604 | PA      | $230171.86    | 0.07%             | 2028-09-28      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                     | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251301.60    | 0.08%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                              | COOPR Residential Mortgage Trust 2025-CES3                                      | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773045 | PA      | $770687.90    | 0.24%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                             | CORNERSTONE 05/05/31                                                            | CUSIP: 72431HAE0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |     79200 | PA      | $69844.90     | 0.02%             | 2031-05-15      | Floating      | 8.63%                 | 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      | $142981.75    | 0.04%             | 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        |     31093 | PA      | $30887.35     | 0.01%             | 2054-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                          | AMN Healthcare Inc                                                              | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5015.14      | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | 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        |    277107 | PA      | $254738.19    | 0.08%             | 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      | $442786.26    | 0.14%             | 2029-10-01      | Fixed         | 9.25%                 | 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      | $786389.61    | 0.24%             | 2037-07-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| TORTUGA RESORTS GHD LLC                                     | TORTUGA RESORTS GHD LLC                                                         | CUSIP: 000000000<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |    160000 | PA      | $158266.40    | 0.05%             | 2032-08-13      | Floating      | 7.23%                 | 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        |    710000 | PA      | $675575.72    | 0.21%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                   | Forvia SE                                                                       | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    360000 | PA      | $365497.92    | 0.11%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                | ACRISUR 11/06/30                                                                | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    232270 | PA      | $232414.80    | 0.07%             | 2030-11-06      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                 | BEACH ACQUISITIO 06/25/32                                                       | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    270000 | PA      | $271799.55    | 0.08%             | 2032-09-13      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                        | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    878000 | PA      | $960532.00    | 0.29%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                      | Sequoia Mortgage Trust 2013-8                                                   | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |     40530 | PA      | $39477.76     | 0.01%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     84000 | PA      | $88956.00     | 0.03%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                          | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64423.43     | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1841999 | PA      | $1887946.04   | 0.58%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                     | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    265000 | PA      | $259330.91    | 0.08%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                    | CLOUD SOFTWARE G 03/21/31                                                       | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |       948 | PA      | $948.76       | 0.00%             | 2031-03-24      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                    | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $125744.91    | 0.04%             | 2030-01-23      | Fixed         | 8.12%                 | 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      | $51140.78     | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                   | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    196212 | PA      | $187776.93    | 0.06%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                    | CLOUD SOFTWARE G 03/21/31                                                       | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    378052 | PA      | $378555.31    | 0.12%             | 2031-03-24      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                   | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206228.62    | 0.06%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                     | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    580000 | PA      | $586090.00    | 0.18%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                         | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $787556.51    | 0.24%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                        | Alpha Generation LLC                                                            | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141723.56    | 0.04%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    470000 | PA      | $330410.00    | 0.10%             | 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      | $93326.96     | 0.03%             | 2041-02-01      | Fixed         | 7.62%                 | 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      | $525247.42    | 0.16%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                               | Scalelogix Abs Us Issuer LLC                                                    | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $694407.07    | 0.21%             | 2055-07-25      | Fixed         | 5.67%                 | 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      | $140738.99    | 0.04%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                 | RCKT Mortgage Trust 2023-CES1                                                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138047 | PA      | $138797.82    | 0.04%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Corp II Inc                                 | Del Monte Foods 04/02/26                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     23918 | PA      | $19672.86     | 0.01%             | 2026-04-02      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                        | Colombia Government International Bond                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     82000 | PA      | $94546.00     | 0.03%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    209000 | PA      | $209313.50    | 0.06%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Trust 2025-ROIC                                                              | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473155 | PA      | $472266.47    | 0.14%             | 2030-03-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                              | Arivo Acceptance Auto Loan Receivables Trust 2025-1                             | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $798613.76    | 0.24%             | 2029-05-15      | Fixed         | 4.92%                 | 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      | $157794.39    | 0.05%             | 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        |    177300 | PA      | $178888.61    | 0.05%             | 2029-12-12      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                    | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312220.88    | 0.10%             | 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        |    764000 | PA      | $822976.98    | 0.25%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    145000 | PA      | $143512.80    | 0.04%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595000 | PA      | $564368.21    | 0.17%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                            | DT Midstream Inc                                                                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $441938.10    | 0.14%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1263600 | PA      | $1239782.98   | 0.38%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1952000 | PA      | $1600640.00   | 0.49%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    215000 | PA      | $223364.55    | 0.07%             | 2034-04-24      | Fixed         | 5.39%                 | 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        |    525000 | PA      | $528279.68    | 0.16%             | 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        |    187371 | PA      | $180344.49    | 0.06%             | 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      | $573990.22    | 0.18%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $527605.63    | 0.16%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Lummus Technology Holdings V LLC                            | Lummus Tech Hldg 12/31/29                                                       | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    142559 | PA      | $142484.71    | 0.04%             | 2029-12-31      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                     | Hungary Government International Bond                                           | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    323000 | PA      | $339150.00    | 0.10%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201987.50    | 0.06%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2024-NQM9 Trust                                                             | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |    427957 | PA      | $433927.49    | 0.13%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                    | Snap Inc                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173467.32    | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                  | MIRA Trust 2023-MILE                                                            | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $280884.08    | 0.09%             | 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      | $102799.86    | 0.03%             | 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      | $314527.74    | 0.10%             | 2031-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                         | Nigeria Government International Bond                                           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    707000 | PA      | $795375.00    | 0.24%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                 | RCKT Mortgage Trust 2023-CES3                                                   | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597393 | PA      | $606545.32    | 0.19%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                    | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    864000 | PA      | $836784.00    | 0.26%             | 2050-06-18      | Fixed         | 5.10%                 | 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      | $139351.25    | 0.04%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                      | Pertamina Persero PT                                                            | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    350000 | PA      | $379426.25    | 0.12%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Lernen US Finco LLC                                         | LERNEN BIDC 10/27/31                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    204488 | PA      | $204913.86    | 0.06%             | 2031-10-27      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                        | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    420000 | PA      | $449093.40    | 0.14%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                              | ACM Auto Trust 2025-2                                                           | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417277 | PA      | $416036.73    | 0.13%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                      | Aviation Capital Group LLC                                                      | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    210000 | PA      | $224400.97    | 0.07%             | 2030-07-15      | Fixed         | 6.38%                 | 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      | $266638.50    | 0.08%             | 2028-03-06      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                       | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66472 | PA      | $64909.42     | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100349.51    | 0.03%             | 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      | $494179.75    | 0.15%             | 2029-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                 | Ivory Coast Government International Bond                                       | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    444000 | PA      | $431790.00    | 0.13%             | 2033-06-15      | Fixed         | 6.12%                 | 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      | $85371.54     | 0.03%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                        | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    341000 | PA      | $343770.63    | 0.11%             | 2030-06-03      | Fixed         | 7.75%                 | 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      | $74988.00     | 0.02%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     88000 | PA      | $88066.30     | 0.03%             | 2043-04-30      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Dynamo US Bidco Inc                                         | DYNAMO US BIDC 09/30/31                                                         | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     69300 | PA      | $69689.81     | 0.02%             | 2031-10-31      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    142000 | PA      | $146397.74    | 0.04%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                         | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    180000 | PA      | $123120.00    | 0.04%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                             | TRAVERSE MIDSTRE 02/16/28                                                       | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |     98688 | PA      | $99119.50     | 0.03%             | 2028-02-16      | Floating      | 6.35%                 | 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      | $201878.98    | 0.06%             | 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      | $214542.00    | 0.07%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                         | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    625000 | PA      | $570737.59    | 0.17%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                      | Five Guys Holdings Inc                                                          | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    697950 | PA      | $724533.17    | 0.22%             | 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      | $92943.58     | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    497000 | PA      | $466622.37    | 0.14%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                          | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $514192.42    | 0.16%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    645000 | PA      | $658584.49    | 0.20%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                              | HAMILTON PROJS A 05/31/31                                                       | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    145161 | PA      | $146068.46    | 0.04%             | 2031-05-30      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                           | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    152000 | PA      | $159368.96    | 0.05%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360450 | PA      | $360505.47    | 0.11%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2672211 | PA      | $2740901.54   | 0.84%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                 | Visio 2022-1 Trust                                                              | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63632 | PA      | $63440.61     | 0.02%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    251000 | PA      | $254765.00    | 0.08%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                     | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  13000000 | PA      | $603957.53    | 0.18%             | 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      | $277286.60    | 0.08%             | 2030-11-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                           | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    575000 | PA      | $583794.05    | 0.18%             | 2033-03-01      | Fixed         | 6.38%                 | 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      | $88500.99     | 0.03%             | 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      | $121185.23    | 0.04%             | 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        |    381032 | PA      | $386821.66    | 0.12%             | 2055-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     82091 | PA      | $56396.46     | 0.02%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                          | UPSTREAM NEWCO I 11/20/26                                                       | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |     21544 | PA      | $18811.77     | 0.01%             | 2026-11-20      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                         | Medline Borrower LP                                                             | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428645.33    | 0.13%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                    | Organon & Co / Organon Foreign Debt Co-Issuer BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $509342.52    | 0.16%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                      | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    430000 | PA      | $434300.86    | 0.13%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                    | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    430000 | PA      | $395010.70    | 0.12%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                           | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    234000 | PA      | $211463.46    | 0.06%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                              | Gray Media Inc                                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    600000 | PA      | $417229.08    | 0.13%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                  | CVR E 12/30/27                                                                  | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    332743 | PA      | $333991.05    | 0.10%             | 2027-12-30      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS                                  | LUMMUS TECHNOLOGY HOLDINGS                                                      | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    220000 | PA      | $219885.60    | 0.07%             | 2029-12-31      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    346000 | PA      | $373897.98    | 0.11%             | 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      | $102036.26    | 0.03%             | 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        |    645000 | PA      | $677002.33    | 0.21%             | 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      | $105798.53    | 0.03%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                 | Red SPV 03/15/32                                                                | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234412 | PA      | $234412.50    | 0.07%             | 2032-03-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                    | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98767.11     | 0.03%             | 2052-03-01      | Fixed         | 5.12%                 | 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        |    151141 | PA      | $158276.70    | 0.05%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                    | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    111000 | PA      | $117882.00    | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                    | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    680000 | PA      | $711745.28    | 0.22%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Trust 2022-CLS                                                               | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $413171.19    | 0.13%             | 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        |    275000 | PA      | $284773.50    | 0.09%             | 2033-03-31      | Fixed         | 6.75%                 | 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      | $350895.16    | 0.11%             | 2039-12-15      | Floating      | 5.48%                 | 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        |    117314 | PA      | $117766.87    | 0.04%             | 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      | $207653.16    | 0.06%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EQT CORP                                                    | EQT Corp                                                                        | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $294683.15    | 0.09%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                         | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    146000 | PA      | $157406.25    | 0.05%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd                         | HUSKY INJECTION 02/15/29                                                        | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |     76801 | PA      | $77146.04     | 0.02%             | 2029-02-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd                         | HUSKY INJECTION 02/15/29                                                        | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |     76801 | PA      | $77146.04     | 0.02%             | 2029-02-15      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                          | Caturus Energy LLC                                                              | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276045.84    | 0.08%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                    | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    320000 | PA      | $335314.24    | 0.10%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                    | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    785000 | PA      | $787875.21    | 0.24%             | 2035-09-29      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                              | EFMT 2025-NQM2                                                                  | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |    477142 | PA      | $481129.98    | 0.15%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                              | PMT Loan Trust 2024-INV2                                                        | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285404 | PA      | $289740.11    | 0.09%             | 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        |     20563 | PA      | $20591.58     | 0.01%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    147000 | PA      | $160038.90    | 0.05%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    248000 | PA      | $160952.00    | 0.05%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    473000 | PA      | $486996.07    | 0.15%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                               | Lendbuzz Securitization Trust 2023-2                                            | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41386 | PA      | $41842.46     | 0.01%             | 2028-10-16      | Fixed         | 7.09%                 | 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      | $144087.50    | 0.04%             | 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      | $213951.02    | 0.07%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                        | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    720000 | PA      | $729450.00    | 0.22%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                              | Mariner Finance Issuance Trust 2025-A                                           | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $787167.42    | 0.24%             | 2038-05-20      | Fixed         | 4.98%                 | 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      | $500720.00    | 0.15%             | 2027-11-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    310000 | PA      | $325842.86    | 0.10%             | 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        |    253388 | PA      | $254258.10    | 0.08%             | 2028-12-21      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                         | APPLIED Sy 02/23/32                                                             | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     10000 | PA      | $10242.75     | 0.00%             | 2032-02-23      | Floating      | 8.70%                 | 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      | $181326.56    | 0.06%             | 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        |    935000 | PA      | $807231.39    | 0.25%             | 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        |    279247 | PA      | $271957.30    | 0.08%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                        | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $356684.79    | 0.11%             | 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      | $355347.05    | 0.11%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| North American Bancard LLC                                  | NAB HLDG 11/24/28                                                               | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    430667 | PA      | $421900.53    | 0.13%             | 2028-11-24      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                       | Guatemala Government Bond                                                       | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    245000 | PA      | $264198.20    | 0.08%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    218000 | PA      | $206786.63    | 0.06%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                    | Saks Global Enterprises LLC                                                     | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     92500 | PA      | $21506.25     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CODELCO INC                                                 | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    330000 | PA      | $360195.00    | 0.11%             | 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        |    235777 | PA      | $233981.72    | 0.07%             | 2028-01-18      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    675000 | PA      | $659966.61    | 0.20%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ConnectWise LLC                                             | CONNECTWISE LLC 09/24/28                                                        | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    132282 | PA      | $132635.90    | 0.04%             | 2028-09-29      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $168500.00    | 0.05%             | 2050-10-15      | Fixed         | 4.20%                 | 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      | $41200.12     | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                      | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    499000 | PA      | $462330.99    | 0.14%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $501217.44    | 0.15%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                    | FHF Trust 2023-1                                                                | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25081 | PA      | $25187.69     | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                          | NUMERICABLE U 04/30/28                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186603 | PA      | $183804.79    | 0.06%             | 2028-04-28      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196160.86    | 0.06%             | 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      | $137817.34    | 0.04%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                           | CHARIOT BUYE 09/08/32                                                           | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    267823 | PA      | $268994.48    | 0.08%             | 2032-09-08      | Floating      | 6.98%                 | 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      | $509925.42    | 0.16%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                            | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    124000 | PA      | $80290.00     | 0.02%             | 2072-01-15      | Fixed         | 3.60%                 | 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      | $233340.31    | 0.07%             | 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      | 0.00%                 | No            |                  3 | On Loan: No      |
| US TREASURY N/B                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5530000 | PA      | $5534968.37   | 1.69%             | 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      | $336587.04    | 0.10%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                    | TK Elevator Midc 04/30/30                                                       | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    100607 | PA      | $101340.52    | 0.03%             | 2030-04-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                    | Republic of South Africa Government International Bond                          | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     78000 | PA      | $66266.46     | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    556000 | PA      | $545161.75    | 0.17%             | 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      | $196191.45    | 0.06%             | 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      | $436917.43    | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                  | UFC HLDG 11/21/31                                                               | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139650 | PA      | $140119.92    | 0.04%             | 2031-11-21      | Floating      | 6.04%                 | 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      | $95138.75     | 0.03%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                    | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    459000 | PA      | $436879.93    | 0.13%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                         | Rocket Software Inc                                                             | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    405000 | PA      | $417669.71    | 0.13%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AlixPa 07/30/32                                             | AlixPa 07/30/32                                                                 | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    420000 | PA      | $418891.20    | 0.13%             | 2032-08-12      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101776.82    | 0.03%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                            | ALTICE FRANCE SA                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6745 | NS      | $113159.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                    | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    650000 | PA      | $667114.50    | 0.20%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                            | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    405000 | PA      | $434344.28    | 0.13%             | 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      | $109824.42    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                  | AMSR 2021-SFR3 Trust                                                            | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97366.23     | 0.03%             | 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      | $326139.10    | 0.10%             | 2027-04-15      | Fixed         | 9.25%                 | 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      | $499855.86    | 0.15%             | 2057-06-25      | Variable      | 3.00%                 | 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        |    257124 | PA      | $258787.14    | 0.08%             | 2064-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                    | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    395000 | PA      | $423810.31    | 0.13%             | 2035-01-13      | Fixed         | 5.62%                 | 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        |    386740 | PA      | $387615.33    | 0.12%             | 2028-01-10      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                     | CRH America Finance Inc                                                         | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $466916.90    | 0.14%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc                                    | TK Elevator Midc 04/30/30                                                       | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    108345 | PA      | $109135.09    | 0.03%             | 2030-04-30      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                    | OBX 2023-NQM9 Trust                                                             | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |    565874 | PA      | $574596.24    | 0.18%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440999.68    | 0.14%             | 2035-10-25      | Fixed         | 5.52%                 | 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        |    570000 | PA      | $595492.11    | 0.18%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                        | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $109822.23    | 0.03%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                             | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128445 | PA      | $130259.05    | 0.04%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                            | Southern Veterin 12/04/31                                                       | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    273501 | PA      | $273635.26    | 0.08%             | 2031-12-04      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                          | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    399000 | PA      | $427728.02    | 0.13%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                            | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97658.76     | 0.03%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                       | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    745000 | PA      | $730206.94    | 0.22%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    775000 | PA      | $829544.50    | 0.25%             | 2034-05-15      | Fixed         | 7.62%                 | 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        |    790000 | PA      | $781176.81    | 0.24%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    507000 | PA      | $260344.50    | 0.08%             | 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        |    222315 | PA      | $222732.31    | 0.07%             | 2029-02-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications USA II LP                             | ATLANTIC BROADBA 09/15/30                                                       | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    187962 | PA      | $185518.39    | 0.06%             | 2030-09-30      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                         | Benin Government International Bond                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    244000 | PA      | $254736.00    | 0.08%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                        | Rackspace Technology Global Inc                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $16900.00     | 0.01%             | 2028-12-01      | Fixed         | 5.38%                 | 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        |    314354 | PA      | $316921.53    | 0.10%             | 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      | $52446.72     | 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      | $466631.22    | 0.14%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                              | Gray Media Inc                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402444.50    | 0.12%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                     | TRUIST INS HLDG 05/06/31                                                        | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    265000 | PA      | $265168.28    | 0.08%             | 2031-05-06      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                      | Egypt Government International Bond                                             | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    389000 | PA      | $362843.00    | 0.11%             | 2051-09-30      | Fixed         | 8.75%                 | 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        |    332368 | PA      | $326433.32    | 0.10%             | 2063-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                        | KSA Ijarah Sukuk Ltd                                                            | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |    248000 | PA      | $251594.76    | 0.08%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                    | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $290318.67    | 0.09%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                              | Proofpoin 08/31/28                                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    217200 | PA      | $218531.90    | 0.07%             | 2028-08-31      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                      | Oman Government International Bond                                              | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    691000 | PA      | $760400.59    | 0.23%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                       | Nippon Life Insurance Co                                                        | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $213232.27    | 0.07%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                        | Cleveland-Cliffs Inc                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    205000 | PA      | $213288.53    | 0.07%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                           | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116057.48    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                               | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91590.92     | 0.03%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                    | SGUS LLC                                                                        | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119409 | PA      | $103588.50    | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                      | Taco Bell Funding LLC                                                           | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $753057.61    | 0.23%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                                           | AMAZON HOLDCO INC                                                               | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    325000 | PA      | $325325.00    | 0.10%             | 2031-09-29      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                         | Benin Government International Bond                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    167000 | PA      | $178517.16    | 0.05%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                              | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $703226.72    | 0.22%             | 2031-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU                                    | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $571990.21    | 0.18%             | 2030-09-17      | Fixed         | 5.95%                 | 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      | $432484.54    | 0.13%             | 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      | $546685.23    | 0.17%             | 2034-12-10      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                            | WULF Compute LLC                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $285877.61    | 0.09%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                        | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $641199.79    | 0.20%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    331000 | PA      | $344288.99    | 0.11%             | 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      | $456189.83    | 0.14%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                        | ION Platform Finance US Inc / ION Platform Finance SARL                         | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $383156.04    | 0.12%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                      | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    483000 | PA      | $488191.51    | 0.15%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                    | Transocean International Ltd                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $193760.64    | 0.06%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                    | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $434738.03    | 0.13%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                    | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    620000 | PA      | $638701.68    | 0.20%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                           | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    731000 | PA      | $723690.00    | 0.22%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                      | MPOWER Education Trust 2025-A                                                   | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445971 | PA      | $451817.58    | 0.14%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                      | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68055.26     | 0.02%             | 2054-10-15      | Fixed         | 7.95%                 | 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      | $552405.44    | 0.17%             | 2037-03-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146921.43    | 0.04%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                            | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |    403000 | PA      | $368930.38    | 0.11%             | 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      | $91600.70     | 0.03%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $172314.03    | 0.05%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                          | META PLATFORMS INC                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    995000 | PA      | $987579.64    | 0.30%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                    | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25037.75     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                            | ENDEAVOR OPERATI 01/28/32                                                       | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    284288 | PA      | $286124.00    | 0.09%             | 2032-03-24      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                             | MVW 2021-1W LLC                                                                 | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    279469 | PA      | $268275.60    | 0.08%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                 | Allied 08/06/32                                                                 | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    270000 | PA      | $271399.95    | 0.08%             | 2032-08-20      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                    | Transocean International Ltd                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     30000 | PA      | $30200.97     | 0.01%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                              | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |    635000 | PA      | $644983.53    | 0.20%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2687788 | PA      | $2557718.15   | 0.78%             | 2055-03-01      | Fixed         | 4.00%                 | 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        |    326849 | PA      | $327625.60    | 0.10%             | 2028-03-27      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                             | DAE Funding LLC                                                                 | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    523000 | PA      | $510186.50    | 0.16%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                 | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182194.09    | 0.06%             | 2032-11-09      | Fixed         | 6.25%                 | 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      | $120825.25    | 0.04%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                       | BLACKFIN PIPELIN 10/01/32                                                       | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    290000 | PA      | $290272.60    | 0.09%             | 2032-09-29      | Floating      | 6.98%                 | 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      | $630447.46    | 0.19%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                         | CNT HLDGS I 11/08/32                                                            | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    263403 | PA      | $264158.52    | 0.08%             | 2032-11-08      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    355000 | PA      | $359850.37    | 0.11%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                    | Transocean International Ltd                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     56250 | PA      | $59068.07     | 0.02%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                    | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    100000 | PA      | $102395.20    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                              | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $271174.80    | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                | Glatfelter 10/10/31                                                             | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    256109 | PA      | $242791.41    | 0.07%             | 2031-11-04      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                             | Cornerstone Bldg 04/12/28                                                       | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    103376 | PA      | $94948.01     | 0.03%             | 2028-04-12      | Floating      | 7.38%                 | 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        |    128803 | PA      | $129903.79    | 0.04%             | 2034-05-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                        | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584348.06    | 0.18%             | 2035-07-30      | Fixed         | 5.40%                 | 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        |    819276 | PA      | $815624.07    | 0.25%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                               | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    227000 | PA      | $242464.38    | 0.07%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132D6FJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109170 | PA      | $112912.38    | 0.03%             | 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      | $244354.87    | 0.07%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                                 | ION PLATFORM FIN 09/30/32                                                       | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    186756 | PA      | $183253.89    | 0.06%             | 2032-09-30      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                         | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    561000 | PA      | $549099.81    | 0.17%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                                 | ION PLATFORM FIN 09/30/32                                                       | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     33244 | PA      | $32621.11     | 0.01%             | 2032-09-30      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                    | Standard Building Solutions Inc                                                 | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169786.94    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                      | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $206762.69    | 0.06%             | 2033-06-15      | Fixed         | 7.95%                 | 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        |    292931 | PA      | $295247.30    | 0.09%             | 2055-05-25      | Variable      | 5.67%                 | 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       |     15000 | PA      | $15560.55     | 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        |   4280000 | PA      | $4375882.02   | 1.34%             | 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        |     29700 | PA      | $29570.06     | 0.01%             | 2031-04-23      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| SNACKING INVESTMENTS US                                     | SNACKING INVESTMENTS US                                                         | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |     75000 | PA      | $75390.38     | 0.02%             | 2032-10-12      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $270390.06    | 0.08%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                        | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    605000 | PA      | $597988.05    | 0.18%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    505000 | PA      | $534799.83    | 0.16%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                   | DG INVT INTER HL 07/02/32                                                       | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218016 | PA      | $218834.85    | 0.07%             | 2032-07-12      | Floating      | 7.73%                 | 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      | $447968.58    | 0.14%             | 2039-10-05      | Variable      | 5.80%                 | 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      | $160523.06    | 0.05%             | 2027-04-20      | Fixed         | 6.24%                 | 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      | $431694.30    | 0.13%             | 2030-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                           | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    525000 | PA      | $547741.90    | 0.17%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                           | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    259000 | PA      | $59570.00     | 0.02%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                       | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |    546000 | PA      | $579436.90    | 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        |    345000 | PA      | $374162.16    | 0.11%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                              | RIDE 2025-SHRE                                                                  | CUSIP: 765692AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $611645.28    | 0.19%             | 2047-02-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1973043 | PA      | $2003308.40   | 0.61%             | 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        |    425000 | PA      | $427088.03    | 0.13%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    640000 | PA      | $652421.59    | 0.20%             | 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      | $301820.42    | 0.09%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                        | LIFEPOINT H 05/16/31                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |       599 | PA      | $600.61       | 0.00%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                          | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    555000 | PA      | $558093.57    | 0.17%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                    | Science Applications International Corp                                         | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79438.34     | 0.02%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                    | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $175731.68    | 0.05%             | 2031-01-15      | Fixed         | 5.60%                 | 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        |    390000 | PA      | $385028.79    | 0.12%             | 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        |    237386 | PA      | $237841.84    | 0.07%             | 2031-05-19      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                                        | NI 04/11/29                                                                     | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    404345 | PA      | $391557.48    | 0.12%             | 2029-04-11      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                    | Saudi Government International Bond                                             | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    976000 | PA      | $1047187.00   | 0.32%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                 | GLOB MED RESPONS 09/11/32                                                       | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    304680 | PA      | $306322.07    | 0.09%             | 2032-09-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233141 | PA      | $235709.91    | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | 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      | $137589.44    | 0.04%             | 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        |    153446 | PA      | $153974.74    | 0.05%             | 2031-01-27      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                         | Turkiye Government International Bond                                           | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    150000 | PA      | $160650.00    | 0.05%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                    | OCP SA                                                                          | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    136000 | PA      | $152156.80    | 0.05%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                       | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       218 | PA      | $231.47       | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                      | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $613776.26    | 0.19%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                         | Sumitomo Life Insurance Co                                                      | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $603015.40    | 0.18%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                           | Wellsky (Project 03/10/28                                                       | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    122642 | PA      | $123101.62    | 0.04%             | 2028-03-10      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                    | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482582.76    | 0.15%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                                         | UAE International Government Bond                                               | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    145000 | PA      | $143525.35    | 0.04%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                     | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    305000 | PA      | $79300.00     | 0.02%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                  | LAD Auto Receivables Trust 2021-1                                               | CUSIP: 501683AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37881 | PA      | $37842.66     | 0.01%             | 2029-11-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                                     | PowerPay Issuance Trust 2024-1                                                  | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105186 | PA      | $108440.19    | 0.03%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                  | AMNEAL PHARMACEU 08/01/32                                                       | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    170000 | PA      | $171628.60    | 0.05%             | 2032-08-02      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                    | Windsor Holdings III LLC                                                        | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |    430000 | PA      | $454477.75    | 0.14%             | 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      | $438508.41    | 0.13%             | 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      | $392050.56    | 0.12%             | 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      | $461610.26    | 0.14%             | 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      | $158410.00    | 0.05%             | 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      | $161262.43    | 0.05%             | 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      | $196769.52    | 0.06%             | 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      | $75288.03     | 0.02%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                    | Albion Financing 1 SARL / Aggreko Holdings Inc                                  | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    345000 | PA      | $356930.79    | 0.11%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2677948 | PA      | $2739865.96   | 0.84%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                              | PMT Loan Trust 2024-INV1                                                        | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606579 | PA      | $617350.44    | 0.19%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     14422 | PA      | $9965.60      | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | 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      | $369750.46    | 0.11%             | 2031-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                  | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    205000 | PA      | $220854.91    | 0.07%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20774 | PA      | $19392.74     | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                            | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    415000 | PA      | $424144.53    | 0.13%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                         | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225970 | PA      | $211674.93    | 0.06%             | 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      | $117964.00    | 0.04%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                          | A&D Mortgage Trust 2025-NQM2                                                    | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |    405689 | PA      | $409108.56    | 0.13%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    630000 | PA      | $652172.85    | 0.20%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TruGreen LP                                                 | TRUGREEN LTD PAR 03/28/24                                                       | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    236949 | PA      | $232802.11    | 0.07%             | 2027-11-02      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                           | MOTION FINC 11/12/29                                                            | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    152887 | PA      | $132929.90    | 0.04%             | 2029-11-30      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                             | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    195000 | PA      | $180154.70    | 0.06%             | 2030-12-15      | Fixed         | 4.25%                 | 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      | $7171.53      | 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      | $431924.22    | 0.13%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TMF Sapphire Bidco BV                                       | TMF Sapphire Bid 05/03/28                                                       | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |       887 | PA      | $891.43       | 0.00%             | 2028-05-03      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| TMF Sapphire Bidco BV                                       | TMF Sapphire Bid 05/03/28                                                       | CUSIP: 000000000<br>LEI: 213800H27OKZZZ2CB779 | Long             | LON              | CORP              | NL        |    351104 | PA      | $353005.59    | 0.11%             | 2028-05-03      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                       | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $342895.47    | 0.10%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                    | Republic of South Africa Government International Bond                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    230000 | PA      | $245876.90    | 0.08%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                       | Mexico Government International Bond                                            | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1248000 | PA      | $778128.00    | 0.24%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                     | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    279000 | PA      | $238545.00    | 0.07%             | 2041-03-01      | Fixed         | 3.70%                 | 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        |     70475 | PA      | $69555.11     | 0.02%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                         | ASCEND LEARNIN 12/11/28                                                         | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    182474 | PA      | $182606.94    | 0.06%             | 2028-12-11      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                                 | MMP Capital 2025-A LLC                                                          | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $851810.22    | 0.26%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                    | BROADSTREET PART 06/13/31                                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     29344 | PA      | $29445.81     | 0.01%             | 2031-06-16      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                          | Panama Government International Bond                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    109000 | PA      | $127475.50    | 0.04%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                          | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    485000 | PA      | $520594.49    | 0.16%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    720000 | PA      | $751218.75    | 0.23%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                    | BROADSTREET PART 06/13/31                                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    327713 | PA      | $328846.73    | 0.10%             | 2031-06-16      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                        | LHOME Mortgage Trust 2024-RTL1                                                  | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $563180.91    | 0.17%             | 2029-01-25      | Variable      | 7.02%                 | 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        |    900000 | PA      | $911110.59    | 0.28%             | 2030-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    128000 | PA      | $114867.20    | 0.04%             | 2031-11-02      | Fixed         | 4.62%                 | 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        |    130648 | PA      | $131731.36    | 0.04%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWH30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    965775 | PA      | $990403.28    | 0.30%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                     | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     32000 | PA      | $31540.00     | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                        | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $446339.32    | 0.14%             | 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        |    750000 | PA      | $767052.92    | 0.23%             | 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      | $591017.61    | 0.18%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EPIC Crude Services LP                                      | EPIC CRUDE SERVI 10/15/31                                                       | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    157846 | PA      | $158790.77    | 0.05%             | 2031-10-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                            | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     96000 | PA      | $89064.00     | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                              | PMT Loan Trust 2025-INV7                                                        | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797698 | PA      | $811621.74    | 0.25%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                           | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104346.10    | 0.03%             | 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        |     71000 | PA      | $74905.00     | 0.02%             | 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      | $326109.00    | 0.10%             | 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      | $185713.20    | 0.06%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                  | MFA 2024-NQM2 Trust                                                             | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |    439233 | PA      | $439679.67    | 0.13%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                              | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     77000 | PA      | $83208.90     | 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        |   1048000 | PA      | $1097256.00   | 0.34%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488775 | PA      | $501832.19    | 0.15%             | 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      | $377824.29    | 0.12%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                  | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455000 | PA      | $467394.93    | 0.14%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                              | COOPR Residential Mortgage Trust 2025-CES2                                      | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346663 | PA      | $349851.01    | 0.11%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                     | UK 02/10/31                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    166763 | PA      | $166932.73    | 0.05%             | 2031-02-10      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                           | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    405000 | PA      | $439031.77    | 0.13%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                          | OMNIA PARTNER 07/25/30                                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     12073 | PA      | $12096.30     | 0.00%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                                    | Fortescue Treasury Pty Ltd                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $51625.30     | 0.02%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                        | Republic of Cameroon International Bond                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    618000 | PA      | $588697.53    | 0.18%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                            | Altice France SA                                                                | CUSIP: 02090DAB4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    770100 | PA      | $753844.84    | 0.23%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OMNIA Partners LLC                                          | OMNIA PARTNER 07/25/30                                                          | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |     67127 | PA      | $67258.53     | 0.02%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                    | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $447100.98    | 0.14%             | 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        |    633000 | PA      | $675748.39    | 0.21%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lernen US Finco LLC                                         | LERNEN BIDC 10/27/31                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    153840 | PA      | $154161.16    | 0.05%             | 2031-10-27      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                    | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  23700000 | PA      | $1218622.63   | 0.37%             | 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        |    521000 | PA      | $408985.00    | 0.13%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                     | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99666.24     | 0.03%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $114345.43    | 0.04%             | 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        |    299312 | PA      | $309938.53    | 0.09%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                     | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    141000 | PA      | $153299.43    | 0.05%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                      | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375418.16    | 0.11%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                       | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44789.81     | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |    590000 | PA      | $600376.92    | 0.18%             | 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      | $122745.36    | 0.04%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                    | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    450000 | PA      | $479628.00    | 0.15%             | 2054-03-15      | Fixed         | 6.50%                 | 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        |    537300 | PA      | $546356.19    | 0.17%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                    | Phoenix Aviation Capital Ltd                                                    | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $263584.25    | 0.08%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XQXV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1781454 | PA      | $1826928.09   | 0.56%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                           | Trinidad & Tobago Government International Bond                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    105000 | PA      | $104160.00    | 0.03%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                            | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    154020 | PA      | $147607.83    | 0.05%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ModivCare Inc                                               | MODI 06/17/31                                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |     60264 | PA      | $26240.05     | 0.01%             | 2031-07-01      | Floating      | 8.84%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                 | Gartner Inc                                                                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    735000 | PA      | $695618.26    | 0.21%             | 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      | $45305.00     | 0.01%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                       | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    579000 | PA      | $495780.33    | 0.15%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                         | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    365000 | PA      | $369318.93    | 0.11%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    491000 | PA      | $277906.00    | 0.09%             | 2034-02-01      | Variable      | 4.50%                 | 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        |     12928 | NS      | $1044582.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                                 | RCKT Mortgage Trust 2025-CES5                                                   | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |    465521 | PA      | $471245.30    | 0.14%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    804888 | PA      | $791382.87    | 0.24%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                    | Port Of Spain Waterfront Development                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |     96667 | PA      | $98303.96     | 0.03%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2440000 | PA      | $2452906.09   | 0.75%             | 2026-06-30      | Fixed         | 4.62%                 | 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      | $192.04       | 0.00%             | 2028-08-02      | Floating      | 8.25%                 | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414131.60    | 0.13%             | 2032-03-01      | Fixed         | 6.62%                 | 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        |    101000 | PA      | $104667.82    | 0.03%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                            | WAND NEWCO 01/30/31                                                             | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    296263 | PA      | $295944.93    | 0.09%             | 2031-01-30      | Floating      | 6.46%                 | 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        |    223027 | PA      | $223765.64    | 0.07%             | 2028-07-31      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                              | PRET 2024-RPL1 Trust                                                            | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912565 | PA      | $884689.60    | 0.27%             | 2063-10-25      | Variable      | 3.90%                 | 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        |    249515 | PA      | $233500.31    | 0.07%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $36292.17     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | 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        |   9241538 | NS      | $9241538.22   | 2.83%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                                    | Sempra Infrastructure Partners LP                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    233000 | PA      | $207355.28    | 0.06%             | 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      | $574785.34    | 0.18%             | 2030-04-15      | Fixed         | 8.88%                 | 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      | $1183.22      | 0.00%             | 2028-08-02      | Floating      | 8.25%                 | No            |                  3 | 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        |    325919 | PA      | $327110.91    | 0.10%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3097920 | PA      | $3131979.17   | 0.96%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                               | Tidewater Inc                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    230000 | PA      | $245675.19    | 0.08%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    119825 | PA      | $67102.00     | 0.02%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                    | Fashion Show Mall LLC                                                           | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $695391.93    | 0.21%             | 2041-10-10      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $430566.65    | 0.13%             | 2036-07-23      | Fixed         | 5.58%                 | 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        |    216315 | PA      | $220997.06    | 0.07%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    147000 | PA      | $117932.62    | 0.04%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                           | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    144000 | PA      | $111763.44    | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                     | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $424370.98    | 0.13%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AL GCX FUND                                                 | AL GCX FUND VIII HOLDINGS LLC                                                   | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    180000 | PA      | $179943.30    | 0.06%             | 2032-01-30      | Floating      | 5.96%                 | 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        |   1040000 | PA      | $878800.00    | 0.27%             | 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      | $115663.54    | 0.04%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $442986.05    | 0.14%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                               | TransDigm Inc                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    265000 | PA      | $269479.30    | 0.08%             | 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      | $437281.28    | 0.13%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Fugue Finance LLC                                           | Fugue F 01/09/32                                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    174363 | PA      | $175030.81    | 0.05%             | 2032-01-09      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                          | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4403 | PA      | $2437.06      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                             | Sealed Air Corp                                                                 | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67328.63     | 0.02%             | 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        |     24751 | PA      | $24771.82     | 0.01%             | 2031-05-19      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                       | Bojangles Issuer LLC                                                            | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $465902.63    | 0.14%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                  | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $831313.54    | 0.25%             | 2040-07-10      | Variable      | 4.92%                 | 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        |     13808 | PA      | $6917.56      | 0.00%             | 2028-08-02      | Floating      | 12.00%                | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    505000 | PA      | $529332.20    | 0.16%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                            | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    380000 | PA      | $399514.29    | 0.12%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                  | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    490000 | PA      | $474156.24    | 0.15%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                  | Opal Bidco SAS                                                                  | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $36077.95     | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                          | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    560000 | PA      | $553182.57    | 0.17%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                            | GLOVES BUYE 01/17/32                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    155000 | PA      | $153159.38    | 0.05%             | 2032-05-24      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                 | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     82000 | PA      | $86554.28     | 0.03%             | 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      | $587154.90    | 0.18%             | 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      | $279017.18    | 0.09%             | 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        |    289005 | PA      | $127705.66    | 0.04%             | 2026-02-09      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                             | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    335000 | PA      | $299754.18    | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230821.21    | 0.07%             | 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      | $1398.35      | 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        |    519650 | PA      | $506715.45    | 0.16%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                         | ROCKET SOFTWAR 11/28/28                                                         | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    187382 | PA      | $186896.87    | 0.06%             | 2028-11-28      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                        | Cornerstone Building Brands Inc                                                 | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |    360000 | PA      | $332579.84    | 0.10%             | 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        |    680000 | PA      | $507494.66    | 0.16%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                                | Commercial Equipment Finance 2025-1 LLC                                         | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    705000 | PA      | $705000.00    | 0.22%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                    | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577698 | PA      | $578672.59    | 0.18%             | 2041-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                             | IHS Holding Ltd                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $125244.41    | 0.04%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                              | Upgrade Master Pass-Thru Trust Series 2025-ST4                                  | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611621 | PA      | $613443.09    | 0.19%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                              | PRET 2025-NPL1 Trust                                                            | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520935 | PA      | $523007.89    | 0.16%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $932586.57    | 0.29%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                               | NYC Commercial Mortgage Trust 2025-300P                                         | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005502.60   | 0.31%             | 2042-07-13      | Variable      | 4.88%                 | 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      | $250153.09    | 0.08%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                         | Buckeye Partners LP                                                             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156675.90    | 0.05%             | 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      | $86502.58     | 0.03%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                    | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    340000 | PA      | $356133.66    | 0.11%             | 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        |    320000 | PA      | $268461.06    | 0.08%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56037.63     | 0.02%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                       | PLAYTIKA 03/13/28                                                               | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    304204 | PA      | $298064.83    | 0.09%             | 2028-03-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Corp II Inc                                 | DEL MONTE FOODS 04/02/26                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     16355 | PA      | $15802.70     | 0.00%             | 2026-04-02      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                        | ION Platform Finance US Inc / ION Platform Finance SARL                         | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $295428.22    | 0.09%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                          | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    325000 | PA      | $348400.02    | 0.11%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $621011.23    | 0.19%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                   | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $613689.36    | 0.19%             | 2041-03-11      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                       | Antero Resources Corp                                                           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201524.80    | 0.06%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                     | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $487949.41    | 0.15%             | 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        |    901000 | PA      | $858077.53    | 0.26%             | 2039-09-13      | Fixed         | 3.40%                 | 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        |    650000 | PA      | $676271.05    | 0.21%             | 2045-02-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                              | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286466 | PA      | $266195.30    | 0.08%             | 2045-12-25      | Variable      | 3.75%                 | 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      | $17762.50     | 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        |   1089146 | PA      | $1104964.87   | 0.34%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                          | Dominican Republic International Bond                                           | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    234000 | PA      | $247692.51    | 0.08%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                    | OCP SA                                                                          | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    106000 | PA      | $111690.61    | 0.03%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                         | Republic of Armenia International Bond                                          | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    100000 | PA      | $91500.00     | 0.03%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $353348.56    | 0.11%             | 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        |    207298 | PA      | $200215.71    | 0.06%             | 2031-05-01      | Floating      | 6.73%                 | 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      | $219151.91    | 0.07%             | 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        |    216694 | PA      | $215474.80    | 0.07%             | 2029-03-05      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                 | PRKCM 2022-AFC1 Trust                                                           | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1311059 | PA      | $1307152.79   | 0.40%             | 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      | $3541.38      | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                       | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810000 | PA      | $748112.11    | 0.23%             | 2055-03-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4092924 | PA      | $4075190.73   | 1.25%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                       | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     60000 | PA      | $58275.00     | 0.02%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                                  | Sodexo Inc                                                                      | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |    615000 | PA      | $644137.22    | 0.20%             | 2035-08-15      | Fixed         | 5.80%                 | 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      | $180409.95    | 0.06%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                       | Civitas Resources Inc                                                           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288205.28    | 0.09%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                    | Banco de Credito e Inversiones SA                                               | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    221000 | PA      | $232657.75    | 0.07%             | N/A             | Fixed         | 7.50%                 | 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        |     58410 | PA      | $58914.32     | 0.02%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                             | RAND PAREN 03/17/30                                                             | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149623 | PA      | $147129.65    | 0.05%             | 2030-03-18      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                      | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $288569.79    | 0.09%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                 | RCKT Mortgage Trust 2024-CES3                                                   | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351186 | PA      | $356368.44    | 0.11%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                        | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    245000 | PA      | $249567.78    | 0.08%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                      | Egypt Government International Bond                                             | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    388000 | PA      | $374517.00    | 0.11%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WEST MARINE (RISING TIDE)                                   | WEST MARINE (RISING TIDE)                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        38 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MetroNet Infrastructure Issuer                              | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    560000 | PA      | $567462.56    | 0.17%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $141888.52    | 0.04%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                           | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75658.16     | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | 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      | $460087.65    | 0.14%             | 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      | $196147.05    | 0.06%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                         | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    951045 | PA      | $869255.18    | 0.27%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Brinton W. Frith

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

**Title:** Treasurer and Principal Financial Officer