# EDGAR Filing Document

**Accession Number:** 0001005020
**File Stem:** 0000940400-26-022790
**Filing Date:** 2026-6
**Character Count:** 465368
**Document Hash:** 77a060760e368d64a9e5f40d10b49ed2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022790.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022790

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07455
- **FILM NUMBER:** 261048450

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

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

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

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

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

## Series and Classes Contracts Data

### Virtus Newfleet Multi-Sector Intermediate Bond Fund (Series ID: S000018007)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000049915 | Class A      | NAMFX           |
| C000049917 | Class C      | NCMFX           |
| C000081781 | Class I      | VMFIX           |
| C000148855 | Class R6     | VMFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Opportunities Trust

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

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

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

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-243-1574

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

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

- **b. EDGAR series identifier (if any):** S000018007

- **c. LEI of Series:** 54930074FSU5OSE8F706

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $953043898.77

**Total Liabilities:** $16842962.96

**Net Assets:** $936200935.81

**Delayed Delivery Securities:** $265000.00

**Cash Not Reported:** $10185444.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -13932.18035000 | **10-Year:** -78539.08029000 | **30-Year:** -157753.65970000

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

- **3-Month:** -1.07726547 | **1-Year:** -60.87820090 | **5-Year:** -33064.14899000 | **10-Year:** -57693.79005000 | **30-Year:** -38569.41214000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000081781 | 0.56%                | 0.84%                | -1.71%               |
| Class ID C000049917 | 0.48%                | 0.76%                | -1.75%               |
| Class ID C000049915 | 0.65%                | 0.82%                | -1.72%               |
| Class ID C000148855 | 0.57%                | 0.85%                | -1.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $200068.61               | $1221094.45                                |
| Month 2  | $487536.00               | $3193233.48                                |
| Month 3  | $-930689.98              | $-18978064.67                              |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BP Capital Markets PLC                                                                           | BPLN V4.875 PERP                                                                                        | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1628903.10   | 0.17%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                                                             | LERNEN US FINCO LLC                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    602413 | PA      | $577816.51    | 0.06%             | 2031-10-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                                 | WULF 7.75 10/15/30 144A                                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $771376.40    | 0.08%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 02/15/55                                                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19465000 | PA      | $18565504.05  | 1.98%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                                        | Endo International Term Loan B 400 2031-04-01                                                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197000 | PA      | $195768.75    | 0.02%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.437 11/02/33                                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1245000 | PA      | $1391873.33   | 0.15%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                        | BCP V6.45 07/30/35 144A                                                                                 | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    648000 | PA      | $652860.00    | 0.07%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                                                              | BGIS Term Loan B 325 2028-05-01                                                                         | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | US        |    660715 | PA      | $660094.06    | 0.07%             | 2028-05-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Sempra Infrastructure Partners LP                                                                | SMPINF 3.25 01/15/32 144A                                                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    814000 | PA      | $719288.98    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 7.375 09/28/33 144A                                                                              | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1012000 | PA      | $988440.64    | 0.11%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                                                                         | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2205500.00   | 0.24%             | 2040-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                             | CAPCOP 6.75 03/31/33 144A                                                                               | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   1760000 | PA      | $1748408.64   | 0.19%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 6.25 07/01/33                                                                                       | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1576005.90   | 0.17%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AL GCX Holdings LLC                                                                              | AL GCX Fund VIII Holdings Term Loan B 200 2032-01-20                                                    | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |    476770 | PA      | $475725.59    | 0.05%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8289                                                                                               | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1768862 | PA      | $1784269.76   | 0.19%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.867 06/08/34 MTN                                                                                 | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $406351.74    | 0.04%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 5.875 04/01/31 144A                                                                                 | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    560000 | PA      | $562773.32    | 0.06%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER V6.5 01/31/56                                                                                       | CUSIP: 00774MBQ7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    775000 | PA      | $775798.25    | 0.08%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                                                                          | BROWN GROUP HOLDING LLC                                                                                 | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    195000 | PA      | $195171.60    | 0.02%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | DINO 6.25 01/15/35                                                                                      | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2059890.47   | 0.22%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.75 11/15/29 144A                                                                                 | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    905000 | PA      | $925824.05    | 0.10%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                                                         | PMTLT 2024-INV2 A1                                                                                      | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727826 | PA      | $735559.49    | 0.08%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.875 02/01/32 144A                                                                              | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1235086.20   | 0.13%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 5.875 02/16/31 144a                                                                               | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1204000 | PA      | $1106500.08   | 0.12%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.75 10/25/28 144A                                                                               | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156952.84    | 0.02%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG 2025-CES2                                                                          | JPMMT 2025-CES2 A1                                                                                      | CUSIP: 46595TAC4<br>LEI: 529900TE3BWT8J4WHE11 | Long             | ABS-O            | CORP              | US        |   1359648 | PA      | $1364298.27   | 0.15%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 7.25 06/15/33 144A                                                                                  | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    345000 | PA      | $353535.99    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                                            | Petco Animal Supplies Term Loan B 425 2031-01-11                                                        | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    535000 | PA      | $521806.90    | 0.06%             | 2031-01-22      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                                                              | SYNRGY 7.875 12/01/30 144a                                                                              | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $902100.86    | 0.10%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-NQM1                                                               | JPMMT 2024-NQM1 A3                                                                                      | CUSIP: 465983AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690604 | PA      | $692573.92    | 0.07%             | 2064-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                                 | NUMERICABLE US LLC                                                                                      | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    783138 | PA      | $777264.95    | 0.08%             | 2028-05-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                                     | Harbor Freight Term Loan B 250 2031-05-27                                                               | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    768300 | PA      | $759449.18    | 0.08%             | 2031-06-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                                               | Nord Anglia Education Limited Term Loan B 225 2032-01-01                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    919736 | PA      | $906804.61    | 0.10%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Azorra Finance Ltd.                                                                              | AZORRA 6.25 02/15/34 144A                                                                               | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    345000 | PA      | $320654.49    | 0.03%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LSB Industries Inc                                                                               | LXU 6.25 10/15/28 144A                                                                                  | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2241024.19   | 0.24%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                              | OBX 2024-NQM9 A1                                                                                        | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |    595121 | PA      | $599445.73    | 0.06%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                                                      | EZPW 3.75 12/15/29                                                                                      | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $224269.48    | 0.02%             | 2029-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AJAX MORTGAGE LOAN TRUST 2022-B                                                                  | AJAXM 2022-B A1                                                                                         | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1052127 | PA      | $1018118.88   | 0.11%             | 2062-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                                  | TCELLT 7.65 01/24/32 144A                                                                               | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    450000 | PA      | $457317.00    | 0.05%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                       | ALVGR V6.35 09/06/53 144A                                                                               | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1041118.00   | 0.11%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 01/03/30 REGS                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      9671 | PA      | $8135.39      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                                         | White Cap Term Loan B 325 2029-10-01                                                                    | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    755438 | PA      | $724940.49    | 0.08%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-1                                                                | LADAR 2023-1A D                                                                                         | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $786602.93    | 0.08%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR2                                                                  | TAH 2020-SFR2 D                                                                                         | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $800920.60    | 0.09%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                                            | LB 6.25 12/01/30 144A                                                                                   | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $526494.80    | 0.06%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                            | PRMWCN 6.25 04/01/29 144A                                                                               | CUSIP: 74168RAC7<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1582561.18   | 0.17%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Trio Bidco, Inc.                                                                                 | TRIO BIDCO INC                                                                                          | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |    393571 | PA      | $380453.69    | 0.04%             | 2032-10-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                                                                      | DKS 4.1 01/15/52                                                                                        | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $1852176.65   | 0.20%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MERCURY FINANCIAL CREDIT CARD                                                                    | MFCC 2024-2A A                                                                                          | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1432340.05   | 0.15%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                  | GTN 9.625 07/15/32 144A                                                                                 | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1164926.02   | 0.12%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                                         | SAIC 5.875 11/01/33 144A                                                                                | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    305000 | PA      | $297641.39    | 0.03%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 TRUST                                                                              | MFRA 2021-INV1 A1                                                                                       | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     23474 | PA      | $22854.51     | 0.00%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| MFA 2022-NQM2 TRUST                                                                              | MFRA 2022-NQM2 A1                                                                                       | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1193900 | PA      | $1170008.13   | 0.12%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                           | TRITOB 5.95 01/14/31 144A                                                                               | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    315000 | PA      | $316260.00    | 0.03%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Banco de Credito e Inversiones                                                                   | BCICI V7.5 PERP 144A                                                                                    | CUSIP: 05956NAF9<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    515000 | PA      | $537067.75    | 0.06%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES (SERIES 2022-1) LLC                                                 | PWNE 2022-1 B                                                                                           | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388823 | PA      | $389020.56    | 0.04%             | 2028-07-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                                              | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $449888.67    | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle Acquireco, Inc.                                                                        | Electronic Arts Term Loan B 350 2033-03-14                                                              | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    920000 | PA      | $914250.00    | 0.10%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DP World Ltd.                                                                                    | DPWDU 6.85 07/02/37 144A                                                                                | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $212474.00    | 0.02%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6.25 09/22/32 144A                                                                               | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1082000 | PA      | $1125723.62   | 0.12%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Home Company Inc                                                                             | NWHM 9.25 10/01/29 144A                                                                                 | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    955000 | PA      | $964690.39    | 0.10%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Trio Bidco, Inc.                                                                                 | TRIO BIDCO INC                                                                                          | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |     41429 | PA      | $40047.76     | 0.00%             | 2032-10-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.25 01/25/31 144A                                                                                 | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   1926000 | PA      | $2008336.50   | 0.21%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 9.29 04/15/29 144A                                                                                 | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1484111.44   | 0.16%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG V6.375 09/15/54                                                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1925368.48   | 0.21%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| South Field Energy LLC                                                                           | SOUFIE L 08/29/31 9                                                                                     | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     12201 | PA      | $12208.88     | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| OASIS SECURITISATION 24-1A                                                                       | OASIS 2024-1A A                                                                                         | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1715435.29   | 0.18%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 6 01/29/32                                                                                        | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    935000 | PA      | $906742.89    | 0.10%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.25 04/21/34 MTN                                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    930000 | PA      | $932903.96    | 0.10%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc                                                                                    | MODIVCARE BUYER LLC                                                                                     | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |     35584 | PA      | $32781.83     | 0.00%             | 2030-12-02      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| IRV TRUST 2025-200P                                                                              | IRV 2025-200P B                                                                                         | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $775365.55    | 0.08%             | 2047-03-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                             | OWL 3.125 06/10/31                                                                                      | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1517614.23   | 0.16%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 7.75 11/13/42 M                                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  36100000 | PA      | $1671747.43   | 0.18%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc (f/k/a S2P Acquisition Borrower Inc)                                           | JAGGAER First-lien Term Loan 275 2031-12-01                                                             | CUSIP: 47189BAF6<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    523681 | PA      | $497826.77    | 0.05%             | 2031-12-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST 2023-D                                                                | CPS 2023-D C                                                                                            | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817143 | PA      | $824116.49    | 0.09%             | 2030-01-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2023-1                                                                | FCAT 2023-1 D                                                                                           | CUSIP: 337955AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1790713.29   | 0.19%             | 2029-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                                      | Global Medical Response (fka Air Medical Group) Term Loan B 350 2032-08-31                              | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    898596 | PA      | $894740.53    | 0.10%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES1                                                                    | RCKT 2024-CES1 A1A                                                                                      | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    627460 | PA      | $630052.68    | 0.07%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                  | FR SD5594                                                                                               | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4515194 | PA      | $4550616.78   | 0.49%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 5.125 04/10/30 144A                                                                              | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $623229.95    | 0.07%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 3.875 03/17/28                                                                                   | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    655000 | PA      | $643865.00    | 0.07%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                                     | TruGreen First-lien Term Loan 400 2027-10-18                                                            | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    728506 | PA      | $692080.92    | 0.07%             | 2027-11-02      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-1                                                             | MCMLT 2019-1 M2                                                                                         | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    778566 | PA      | $721872.74    | 0.08%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                       | NTRS V3.375 05/08/32                                                                                    | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591631.30    | 0.06%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                                              | 1-800 Contacts Term Loan B 250 2032-11-01                                                               | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    761830 | PA      | $760954.17    | 0.08%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                          | MOH 6.25 01/15/33 144A                                                                                  | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    405000 | PA      | $392684.21    | 0.04%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Life Insurance Co.                                                                      | SUMILF V5.875 09/10/55 144A                                                                             | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1655000 | PA      | $1619299.83   | 0.17%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                                        | NIPLIF V6.25 09/13/53 144A                                                                              | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1335000 | PA      | $1362159.65   | 0.15%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUXCO EUR                                                                                        | LUXCO EUR                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | N/A       |     14503 | NS      | $241391.41    | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| PT Pertamina (Persero)                                                                           | PERTIJ 2.3 02/09/31 144A                                                                                | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    591000 | PA      | $518898.00    | 0.06%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                                                      | RED SPV LLC                                                                                             | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    749338 | PA      | $747464.16    | 0.08%             | 2032-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS - THRU TRUST SERIES 2025-ST3                                                 | UMPT 2025-ST3 A                                                                                         | CUSIP: 91534LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1041707 | PA      | $1048950.64   | 0.11%             | 2032-06-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 5.8 04/15/34 144A                                                                                 | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    890000 | PA      | $907347.02    | 0.10%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                 | CHTR 4.75 03/01/30 144A                                                                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1883515.23   | 0.20%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1                                                      | DRMT 2022-1 A1                                                                                          | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223776 | PA      | $206615.12    | 0.02%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                                         | ALTICE LUXEMBOURG 0 SNR PERP EUR1 '144A'                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       551 | NS      | $7960.92      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                                           | BWY 9.25 04/15/30 144A                                                                                  | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1008147.06   | 0.11%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                                               | Nouryon (fka AkzoNobel Specialty Chemicals) Term Loan B 325 2028-04-01                                  | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | US        |    554270 | PA      | $542492.18    | 0.06%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 4.875 10/04/33 10Y                                                                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    464000 | PA      | $462993.12    | 0.05%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DEL NORTE SA CAYMAN ISLANDS BRANCH                                               | BANORT V5.875 PERP 144a                                                                                 | CUSIP: 05973KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    311000 | PA      | $307317.76    | 0.03%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.75 03/24/35 144A                                                                               | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    110000 | PA      | $103614.31    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2020-1                                                                     | ARRW 2020-1 A3                                                                                          | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2163000 | PA      | $1997175.55   | 0.21%             | 2055-03-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES3                                                                    | RCKT 2023-CES3 A1A                                                                                      | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875417 | PA      | $882072.51    | 0.09%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 2.783 01/23/31                                                                                     | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    271000 | PA      | $247416.23    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                                         | BROPAR 5.875 04/15/29 144A                                                                              | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $648083.86    | 0.07%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.625 01/13/35 144A                                                                                 | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1842000 | PA      | $1900778.22   | 0.20%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 3.625 09/01/30 144A                                                                                | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1806273.44   | 0.19%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                                        | EOFP 6.75 09/15/33 144A                                                                                 | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    970000 | PA      | $947098.11    | 0.10%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 5.5 02/04/35                                                                                     | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    623000 | PA      | $630008.75    | 0.07%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc FKA Osmosis Buyer Limited                                                 | Culligan International Term Loan B 275 2028-07-01                                                       | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    666378 | PA      | $664398.39    | 0.07%             | 2028-07-31      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.35 06/01/34                                                                                      | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612170.67    | 0.07%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                                  | GPOR 6.75 09/01/29 144A                                                                                 | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    490000 | PA      | $501132.80    | 0.05%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                    | MIDCAP 6.5 05/01/28                                                                                     | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1048014.83   | 0.11%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4805                                                                                               | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258465 | PA      | $1219517.12   | 0.13%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                   | TCBI V4 05/06/31                                                                                        | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    945000 | PA      | $943438.00    | 0.10%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Catawba Nation Gaming Authority                                                                  | CATAWBA NATION GAMING AUTHORITY                                                                         | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    575000 | PA      | $582549.75    | 0.06%             | 2032-03-29      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                               | ZAXBY 2021-1A A2                                                                                        | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3309075 | PA      | $3139178.82   | 0.34%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.065 01/21/37                                                                                      | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    690000 | PA      | $674593.80    | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Constellation Oil Services Holding SA                                                            | COSHSA 9.375 11/07/29 144A                                                                              | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    334000 | PA      | $346074.10    | 0.04%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR3 TRUST                                                                             | AMSR 2021-SFR3 D                                                                                        | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $530988.21    | 0.06%             | 2038-10-19      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS V4.75 06/01/50                                                                                      | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1440195.77   | 0.15%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8317                                                                                               | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    831962 | PA      | $853316.32    | 0.09%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy Inc.                                                                             | Mesquite Energy Inc. 7.25% SNR SEC PERP NTS USD (144A)                                                  | CUSIP: 799ESCAK4<br>LEI: 549300SB0HTIM17TVR61 | Long             | DBT              | CORP              | US        |    375000 | PA      | $37.50        | 0.00%             | 2500-12-31      | Fixed         | 7.25%                 | No            |                  3 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                                       | ICECR 6 08/01/32 144a                                                                                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |   1155000 | PA      | $1125995.41   | 0.12%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.625 03/01/32 144A                                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    630000 | PA      | $642518.10    | 0.07%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                                          | NMEF 2026-A C                                                                                           | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2285000 | PA      | $2265551.22   | 0.24%             | 2034-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                                              | Ascend Learning First-lien Term Loan 300 2028-12-01                                                     | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    628025 | PA      | $612324.80    | 0.07%             | 2028-12-11      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V7 PERP 144                                                                                         | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1340000 | PA      | $1295405.48   | 0.14%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                                               | HLX 9.75 03/01/29 144A                                                                                  | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $735808.50    | 0.08%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.625 07/15/34 144A                                                                                 | CUSIP: 86765KAN9<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123088.23    | 0.01%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica Del Rio Lempa                                                  | CELELS 8.65 01/24/33 144A                                                                               | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    324000 | PA      | $332829.00    | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V6.915 01/14/46 144A                                                                             | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    235000 | PA      | $240308.89    | 0.03%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 7.375 04/25/30                                                                                    | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    531000 | PA      | $551178.00    | 0.06%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UPGRADE MASTER PASS-THRU TRUST SERIES 2025-ST4                                                   | UMPT 2025-ST4 A                                                                                         | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1427304 | PA      | $1430477.97   | 0.15%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.5 08/15/55 .                                                                                     | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1795549.50   | 0.19%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.375 08/01/33 144A                                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $793434.04    | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.875 06/22/30 12Y                                                                                 | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    326000 | PA      | $329097.00    | 0.04%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                                                 | North American Bancard Term Loan B 250 2028-11-01                                                       | CUSIP: 66345FAB7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |   1210804 | PA      | $1104519.63   | 0.12%             | 2028-11-24      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2024-1 LLC                                                                 | XCAP 2024-1A B                                                                                          | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1520000 | PA      | $1547560.49   | 0.17%             | 2031-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                               | SNLN 5.4 03/20/34                                                                                       | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1530000 | PA      | $1551882.08   | 0.17%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                                                | OGN 7.875 05/15/34 144a                                                                                 | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156427.48    | 0.02%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-1                                                                  | OCTL 2025-1A A2                                                                                         | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2120000 | PA      | $2117029.46   | 0.23%             | 2031-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V2.359 07/29/32                                                                                     | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    720000 | PA      | $620704.56    | 0.07%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                       | NTRS V5.117 11/19/40                                                                                    | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    800000 | PA      | $778889.62    | 0.08%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corporation                                                                             | WLK 5.55 11/15/35                                                                                       | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1749263.94   | 0.19%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ESC NMG Parent LLC                                                                               | ESC NMG Parent LLC                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       836 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Blue Owl Credit Income Corp.                                                                     | OCINCC 6.65 03/15/31                                                                                    | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1178664.16   | 0.13%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                        | TD V8.125 10/31/82                                                                                      | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1026507.67   | 0.11%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                 | GMABDC 7.25 12/15/33 144A                                                                               | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     80000 | PA      | $83738.48     | 0.01%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                                                                    | SM 6.625 04/15/34 144A                                                                                  | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204420.80    | 0.02%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LTD                                                                     | PHOAVI 9.25 07/15/30 144A                                                                               | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    690000 | PA      | $694340.10    | 0.07%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                                               | HBRLN 6.327 04/01/35 144A                                                                               | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1555000 | PA      | $1593542.67   | 0.17%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2021-3                                                         | GCAR 2021-3A E                                                                                          | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1960000 | PA      | $1958765.79   | 0.21%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                             | CENT 2025-CITY A                                                                                        | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2010000 | PA      | $2024414.51   | 0.22%             | 2040-07-12      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 8.6308 01/13/36 144A                                                                             | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    299000 | PA      | $310287.25    | 0.03%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 4.125 07/09/35                                                                                   | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3083000 | PA      | $2229009.00   | 0.24%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Prairie Acquiror LP                                                                              | TGE 9 08/01/29 144A                                                                                     | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |    755000 | PA      | $779904.43    | 0.08%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.875 01/25/34                                                                                   | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1144122.53   | 0.12%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                                | SFRFP 10 01/15/33 144A                                                                                  | CUSIP: 020956AA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    132000 | PA      | $119965.28    | 0.01%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 5.5 07/01/37 144A                                                                                | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |   1126000 | PA      | $1127970.50   | 0.12%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 4.125 12/01/30 144A                                                                              | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    795000 | PA      | $477070.43    | 0.05%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 10.375 12/09/34 144A                                                                             | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1080000 | PA      | $1235520.00   | 0.13%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                                                             | CENTURY DE BUYER LLC                                                                                    | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    913150 | PA      | $885946.82    | 0.09%             | 2030-10-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Limak Yenilenebilir Enerji AS                                                                    | LIMYEN 9.625 08/12/30 144A                                                                              | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    300000 | PA      | $290250.00    | 0.03%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Movida Europe S.A                                                                                | MOVIBZ 7.85 04/11/29 144A                                                                               | CUSIP: 62459LAC3<br>LEI: 549300YRJE0V6QKU7C86 | Long             | DBT              | CORP              | LU        |    416000 | PA      | $403813.28    | 0.04%             | 2029-04-11      | Fixed         | 7.85%                 | No            |                  2 | On Loan: —       |
| Block Inc                                                                                        | XYZ 6 08/15/33 144A                                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255705.72    | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES3                                                                    | RCKT 2024-CES3 A1A                                                                                      | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1170681 | PA      | $1181852.59   | 0.13%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                              | ETR V7.125 12/01/54                                                                                     | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1455042.76   | 0.16%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES2 A1A                                                                                     | CUSIP: 12674UAA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1427395 | PA      | $1431806.54   | 0.15%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Composecure Holdings, L.L.C.                                                                     | CompoSecure/Husky Technologies Term Loan B 225 2032-12-31                                               | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    290000 | PA      | $288732.70    | 0.03%             | 2033-01-14      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.174 05/25/34                                                                                       | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    719000 | PA      | $744250.14    | 0.08%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP / OTG Co Issuer Inc.                                                       | ONGAME 8 08/01/30 144A                                                                                  | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $603798.46    | 0.06%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 6.55 04/03/34 144A                                                                               | CUSIP: 221597CR6<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    373000 | PA      | $393421.75    | 0.04%             | 2034-04-03      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 7.875 10/09/33 144A                                                                              | CUSIP: 491798AP9<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    484000 | PA      | $449515.00    | 0.05%             | 2033-10-09      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST 2021-1                                                             | SGR 2021-1 A1                                                                                           | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1955583 | PA      | $1645785.28   | 0.18%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 9.875 08/15/30 144A                                                                              | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1179125.88   | 0.13%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC/Weekley Finance Corp.                                                          | WEEKHM 4.875 09/15/28 144A                                                                              | CUSIP: 948565AD8<br>LEI: 5493009MTTQO8ZN53F13 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1070003.88   | 0.11%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-1                                             | BLAST 2025-1 C                                                                                          | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1684302.45   | 0.18%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ESAB Corp.                                                                                       | ESAB 5.625 04/01/31 144A                                                                                | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146016.45    | 0.02%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Illuminate Buyer Llc / Illuminate Holdings IV Inc                                                | LUMMUS 9 07/01/28 144A                                                                                  | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |    462000 | PA      | $462373.30    | 0.05%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.375 07/24/44 30Y                                                                                 | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    203000 | PA      | $158593.75    | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.254 10/23/34                                                                                     | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    820000 | PA      | $881675.16    | 0.09%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2022-R2                                                                                | CIM 2022-R2 A1                                                                                          | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    730272 | PA      | $689664.60    | 0.07%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 7.0529 01/15/32 144A                                                                              | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    459000 | PA      | $434214.00    | 0.05%             | 2032-01-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIP FIN 2024-1 LLC                                                                  | CEFI 2024-1A A                                                                                          | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521820 | PA      | $524939.95    | 0.06%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                                                     | GRFSM 4.75 10/15/28 144a                                                                                | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1380000 | PA      | $1351668.32   | 0.14%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                                       | USALCO Term Loan B 350 2031-09-01                                                                       | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |    467800 | PA      | $465989.96    | 0.05%             | 2031-09-30      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                      | TRACTC 5.875 03/01/31 144A                                                                              | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123561.57    | 0.01%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 D                                                                                          | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    847000 | PA      | $800702.47    | 0.09%             | 2041-12-11      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                                 | CSGP 2.8 07/15/30 144A                                                                                  | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1749799.47   | 0.19%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                        | JMIKE 2024-1A A2                                                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1881000 | PA      | $1902287.65   | 0.20%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                            | CHBANI 8.75 10/01/29 144A                                                                               | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       658 | PA      | $700.44       | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC                                                                     | SCLGX 2025-1A A2                                                                                        | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2055000 | PA      | $2020623.14   | 0.22%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance PLC                                                                         | AZURGY 8.125 01/23/30 144A                                                                              | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $403920.00    | 0.04%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.125 02/09/38                                                                                      | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    626000 | PA      | $611602.00    | 0.07%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                               | IRM 6.25 01/15/33 144A                                                                                  | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1046642.42   | 0.11%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                                                                         | GVA 3.25 06/15/30                                                                                       | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |    143000 | PA      | $235235.00    | 0.03%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PALISADES MORTGAGE LOAN TRUST                                                                    | PALI 2021-RTL1 A1                                                                                       | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34923 | PA      | $34899.24     | 0.00%             | 2026-06-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nokia Corp                                                                                       | NOKIA 6.625 05/15/39                                                                                    | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    535000 | PA      | $560223.24    | 0.06%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| M6 Etx Holdings II Midco LLC                                                                     | M6 Midstream Term Loan B 250 2032-04-01                                                                 | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    536634 | PA      | $538061.78    | 0.06%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                            | SWTCH 2024-2A A2                                                                                        | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1886959.69   | 0.20%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-NQM2                                                               | JPMMT 2025-NQM2 A1                                                                                      | CUSIP: 46590SAC1<br>LEI: 529900LIO4UMWFLNQ670 | Long             | ABS-O            | CORP              | US        |   1257587 | PA      | $1262550.83   | 0.13%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3238                                                                                               | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229254 | PA      | $231081.78    | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                                     | BMRN 5.5 02/15/34 144A                                                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49227.83     | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                      | W 6.75 11/15/32 144A                                                                                    | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    390000 | PA      | $392960.83    | 0.04%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.85 07/02/32                                                                                       | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    875000 | PA      | $884187.50    | 0.09%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V4.789 06/01/33 MTN                                                                                 | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    680000 | PA      | $664500.75    | 0.07%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                        | APODS 5.875 08/30/30                                                                                    | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    868000 | PA      | $854344.27    | 0.09%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 4.75 09/10/34                                                                                     | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    720000 | PA      | $692280.00    | 0.07%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                                               | CIFR 7.125 11/15/30 144A                                                                                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $352249.86    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Suburban Propane Partners LP / Suburban Energy Finance Corporation                               | SPH 6.5 12/15/35 144A                                                                                   | CUSIP: 864486AM7<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1045067.16   | 0.11%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2018-CBM                                                                             | BBCMS 2018-CBM A                                                                                        | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2296000 | PA      | $2232490.80   | 0.24%             | 2037-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                   | BCRED 5.95 07/16/29                                                                                     | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    445000 | PA      | $438424.16    | 0.05%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| LUMMUS TECHNOLOGY HOLDINGS V LLC                                                                 | Lummus Technology Term Loan B 250 2029-12-01                                                            | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |    860665 | PA      | $853133.80    | 0.09%             | 2029-12-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.625 03/15/35                                                                                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1917000 | PA      | $1961091.00   | 0.21%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                             | CLF 7.625 01/15/34 144A                                                                                 | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    955000 | PA      | $933004.10    | 0.10%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                                                             | KSA 4.875 09/09/35 144A                                                                                 | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | US        |    659000 | PA      | $641207.00    | 0.07%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Houston Galleria Mall Trust 2025-HGLR                                                            | HGMT 2025-HGLR A                                                                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1770000 | PA      | $1808884.78   | 0.19%             | 2045-02-07      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES2                                                                    | RCKT 2023-CES2 A1A                                                                                      | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384037 | PA      | $385499.29    | 0.04%             | 2043-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL3 LLC                                                                               | PRET 2026-NPL3 A1                                                                                       | CUSIP: 69383QAA2<br>LEI: 254900YVPXC5UC5GP265 | Long             | ABS-O            | CORP              | US        |   2721733 | PA      | $2699420.58   | 0.29%             | 2056-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST 2023-1                                                                           | REACH 2024-1A B                                                                                         | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    954713 | PA      | $960185.43    | 0.10%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                                                   | SKX L 09/13/32 1                                                                                        | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    723188 | PA      | $724091.48    | 0.08%             | 2032-09-13      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2024-1                                              | ARIVO 2024-1A B                                                                                         | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1535070.23   | 0.16%             | 2030-06-17      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 8.25 02/01/29 144A                                                                               | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    380000 | PA      | $375664.81    | 0.04%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc                                                                  | CPXCN 6.189 06/01/35 144A                                                                               | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1315777.69   | 0.14%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-1                                                                 | TPMT 2017-1 M1                                                                                          | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1123853 | PA      | $1110536.05   | 0.12%             | 2056-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V6.136 08/24/34                                                                                    | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1085674.98   | 0.12%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 8.25 11/29/31 144A                                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    189000 | PA      | $193725.00    | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-Inv3                                                             | VERUS 2023-8 A1                                                                                         | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |    796960 | PA      | $800831.57    | 0.09%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 2019-3 TRUST                                                           | CAFL 2019-3 C                                                                                           | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $234176.45    | 0.03%             | 2052-10-18      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4 02/01/32 REGS                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   2854240 | PA      | $2055052.80   | 0.22%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8494                                                                                               | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7128999 | PA      | $7164924.30   | 0.77%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC                                                                           | DIN 2023-1A A2                                                                                          | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1926000 | PA      | $1941535.69   | 0.21%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                                         | Cloud Software Group (Citrix/TIBCO) Term Loan B 325 2031-03-01                                          | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    742519 | PA      | $677919.61    | 0.07%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                                                     | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438260.31    | 0.05%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BUSINESS JET SECURITIES 2024-2 LLC                                                               | BJETS 2024-2A A                                                                                         | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1255978 | PA      | $1252646.00   | 0.13%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                                              | RGA 6.722 05/15/55                                                                                      | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $520625.49    | 0.06%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 5.375 03/01/31                                                                                      | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68552.17     | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Databank Issuer LLC / Databank Co-Issuer LLC                                                     | COLO 2026-1A A2                                                                                         | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1875000 | PA      | $1863265.31   | 0.20%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MAPS TRUST 2026-1                                                                                | MAPSL 2026-1A A                                                                                         | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2420301 | PA      | $2364157.47   | 0.25%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6 10/20/33                                                                                       | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1458000 | PA      | $1459093.50   | 0.16%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)                              | Dechra Term Loan B 275 2032-01-01                                                                       | CUSIP: 24343EAC9<br>LEI: 213800J4UVB5OWG8VX82 | Long             | LON              | CORP              | US        |    674900 | PA      | $673887.65    | 0.07%             | 2032-01-27      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Senegal (Republic of)                                                                            | SENEGL 6.25 05/23/33 144A                                                                               | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    526000 | PA      | $277859.50    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.375 03/01/33 144A                                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1605782.60   | 0.17%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Altice France SAS                                                                                | SFRFP 6.5 04/15/32 144A                                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    556403 | PA      | $527182.93    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | GEL 8.875 04/15/30                                                                                      | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1613298.27   | 0.17%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS 6.45 05/01/36                                                                                        | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    355000 | PA      | $375445.50    | 0.04%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.25 05/15/29 144A                                                                                  | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    175000 | PA      | $180928.83    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | 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        |      4574 | NS      | $73226.54     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| POWERPAY ISSUANCE TRUST 2024-1                                                                   | PWRP 2024-1A A                                                                                          | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    588808 | PA      | $600150.94    | 0.06%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8.75 04/14/32 144A                                                                                | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    519000 | PA      | $503689.50    | 0.05%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil Del Norte SA Cayman Islands Branch                                               | BANORT V8.375 PERP 144a                                                                                 | CUSIP: 05971PAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    210000 | PA      | $216720.00    | 0.02%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MIRA TRUST 2023-MILE                                                                             | M1RA 2023-MILE A                                                                                        | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1290000 | PA      | $1324190.03   | 0.14%             | 2038-06-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                           | TRITOB 6.5 01/28/36 144A                                                                                | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    542000 | PA      | $536580.00    | 0.06%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                                     | Univision Communications/Televisa Term Loan B (Incremental) 350 2029-01-01                              | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    739592 | PA      | $731737.57    | 0.08%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Trust 2016-2                                                                      | CHASE 2016-SH2 M2                                                                                       | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    292111 | PA      | $272884.16    | 0.03%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Suriname (Republic of)                                                                           | SURINM 8.5 11/06/35 144A                                                                                | CUSIP: 86886PAF9<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    689000 | PA      | $712426.00    | 0.08%             | 2035-11-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 8.7002 03/01/49 REGS                                                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    396000 | PA      | $345605.04    | 0.04%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline LLC                                                                            | Blackfin Pipeline Term Loan B 300 2032-09-21                                                            | CUSIP: 09231PAB2<br>LEI: 254900F4BUS186SK8A51 | Long             | LON              | CORP              | US        |    778050 | PA      | $781208.88    | 0.08%             | 2032-09-29      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                                       | USALCO L 09/30/31 5                                                                                     | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     48806 | PA      | $48616.98     | 0.01%             | 2031-09-30      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 4 07/01/29 144A                                                                                     | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580546.52    | 0.06%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                                   | OPALBD 6.5 03/31/32 144A                                                                                | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    120000 | PA      | $120115.68    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V5.709 02/02/35                                                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    575000 | PA      | $586738.65    | 0.06%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                                       | RGA V6.65 09/15/55                                                                                      | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1254390.98   | 0.13%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.75 07/04/36 144A                                                                               | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    470000 | PA      | $435275.84    | 0.05%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 4.875 01/28/33 144A                                                                              | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    760000 | PA      | $733406.44    | 0.08%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 3.771 05/24/61                                                                                      | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    398000 | PA      | $237407.00    | 0.03%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.988 08/05/33 144A                                                                                | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1090000 | PA      | $1084752.10   | 0.12%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V6.123 11/21/34                                                                                     | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $739677.93    | 0.08%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pegasus Bidco Bv                                                                                 | PEGASUS BIDCO BV                                                                                        | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | US        |    583530 | PA      | $580793.39    | 0.06%             | 2029-07-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 4.95 01/05/36                                                                                     | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   2853000 | PA      | $2821617.00   | 0.30%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Coty Inc / Hfc Prestige Prods Inc / Hfc Pretige Intl U S LLC                                     | COTY 6.625 07/15/30 144A                                                                                | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    720000 | PA      | $714028.10    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ion Platform Finance Us, Inc.                                                                    | ION Platform Term Loan B 375 2032-09-16                                                                 | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |    600000 | PA      | $479664.00    | 0.05%             | 2032-10-07      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V6.377 06/08/34                                                                                     | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1011707.64   | 0.11%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                        | APA 6.75 02/15/55                                                                                       | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1848788.25   | 0.20%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Finastra Usa, Inc.                                                                               | Finastra (fka Misys plc) First-lien Term Loan 400 2032-07-19                                            | CUSIP: 31772YAD8<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    495000 | PA      | $464062.50    | 0.05%             | 2032-09-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 4.875 02/15/30 144A                                                                                 | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1580821.03   | 0.17%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.8 11/04/36                                                                                     | CUSIP: 900123DS6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    750000 | PA      | $707812.50    | 0.08%             | 2036-11-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation (f/k/a Terrier Media Buyer Inc)                                            | CMGMCO L 06/18/29 5                                                                                     | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    806599 | PA      | $753363.41    | 0.08%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                                 | THPT 2023-THL A                                                                                         | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525576 | PA      | $1536413.26   | 0.16%             | 2034-12-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                                 | AOMT 2022-5 A1                                                                                          | CUSIP: 03464HAA3<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |   2711914 | PA      | $2700318.16   | 0.29%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Zambia (Republic Of)                                                                             | ZAMBIN 5.75 06/30/33 144A                                                                               | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    441205 | PA      | $413492.22    | 0.04%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.389 04/24/34                                                                                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431364.88    | 0.05%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 4.2 10/15/50                                                                                      | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    673000 | PA      | $522046.10    | 0.06%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2024-A                                                                        | AQFIT 2024-A B                                                                                          | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1823418.51   | 0.19%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                     | FOCS 6.75 09/15/31 144A                                                                                 | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1157015.59   | 0.12%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 6.9 02/28/32 144A                                                                                 | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    709000 | PA      | $736069.62    | 0.08%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 5.227 02/23/34                                                                                   | CUSIP: 698299CB8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    272000 | PA      | $263157.96    | 0.03%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Caturus Energy LLC                                                                               | Caturus Energy LLC                                                                                      | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1265890.30   | 0.14%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fhf Issuer Trust 2024-1                                                                          | FHF 2024-1A B                                                                                           | CUSIP: 31568AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1111922.24   | 0.12%             | 2030-03-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.75 03/31/34 144A                                                                                  | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127185.02    | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                                     | Cotiviti Inc Term Loan B 325 2031-02-12                                                                 | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    490038 | PA      | $450530.68    | 0.05%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FHF ISSUER TRUST 2024-3                                                                          | FHF 2024-3A C                                                                                           | CUSIP: 30339EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1623507.48   | 0.17%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA5072                                                                                               | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1084229 | PA      | $1092734.82   | 0.12%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 7.5 03/01/31                                                                                     | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    199000 | PA      | $218701.00    | 0.02%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                                          | PRIMBP 8 03/15/31 144A                                                                                  | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164238.06    | 0.02%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V7.125 PERP G                                                                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $351149.63    | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                                                 | Ensemble Health Partners Term Loan B 300 2033-01-18                                                     | CUSIP: 29359BAH4<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    450000 | PA      | $444280.50    | 0.05%             | 2033-02-09      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                            | RGCARE 10 06/01/32 144A                                                                                 | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $434022.85    | 0.05%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                                             | GOINSO 7.5 04/15/32 144A                                                                                | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1459579.80   | 0.16%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 6.125 06/15/33 144A                                                                              | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    219000 | PA      | $205695.75    | 0.02%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 7 06/15/32 144A                                                                                    | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1547925.16   | 0.17%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VISIO 2022-1 TRUST                                                                               | VISIO 2022-1 A2                                                                                         | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665121 | PA      | $663735.23    | 0.07%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corporation                                                                     | NGGLN 5.994 03/06/33 144A                                                                               | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1524364.87   | 0.16%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                            | Level 3 Term Loan B-4 325 2032-03-01                                                                    | CUSIP: 52729KAU0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    675000 | PA      | $674298.00    | 0.07%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VISIO 2020-1R TRUST                                                                              | VISIO 2020-1R A2                                                                                        | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35319 | PA      | $34265.58     | 0.00%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI                                   | JPMCC 2024-OMNI A                                                                                       | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285000 | PA      | $1296718.94   | 0.14%             | 2039-10-07      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 5.875 10/28/35 144A                                                                              | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1236000 | PA      | $1176672.00   | 0.13%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-300P                                                          | NYC 2025-300P A                                                                                         | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1988039.60   | 0.21%             | 2042-07-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                              | IAGLN 2.9 03/15/35 144A                                                                                 | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-O            | CORP              | GB        |   1040221 | PA      | $954054.80    | 0.10%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                             | ROCC 2024-CNTR A                                                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $772606.73    | 0.08%             | 2041-11-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.5 11/15/54                                                                                          | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6420000 | PA      | $5997684.38   | 0.64%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 7.5 07/07/37 144A                                                                                | CUSIP: 05674RAR5<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    661000 | PA      | $642568.02    | 0.07%             | 2037-07-07      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.125 02/12/32 7Y                                                                                | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    456000 | PA      | $456684.00    | 0.05%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC V7 12/01/55                                                                                      | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    309000 | PA      | $293031.50    | 0.03%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 6.375 03/01/34 144A                                                                                | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1273509.80   | 0.14%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLP                                                                    | Freeport LNG Investments Term Loan B 325 2033-01-18                                                     | CUSIP: 35670CAE8<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    715000 | PA      | $714406.55    | 0.08%             | 2033-02-11      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 2025-1                                                           | PART 2025-1A C                                                                                          | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1815000 | PA      | $1824144.88   | 0.19%             | 2030-02-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Argent Finco LLC                                                                                 | ARGENT FINCO LLC                                                                                        | CUSIP: 000000000<br>LEI: 25490056WY4KUA3JI752 | Long             | LON              | CORP              | US        |    605000 | PA      | $604745.90    | 0.06%             | 2032-11-12      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                                                    | SURCEN 7.25 04/15/32 144A                                                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    725000 | PA      | $712075.64    | 0.08%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 8.75 09/30/51 144A                                                                                | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    758000 | PA      | $662492.00    | 0.07%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                    | WMB 5.15 03/15/34                                                                                       | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1431835.28   | 0.15%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1731                                                                                               | CUSIP: 3140W14R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3082829 | PA      | $3145629.81   | 0.34%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                                     | Pye-Barker Fire & Safety Term Loan B 250 2032-11-29                                                     | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    196667 | PA      | $196841.71    | 0.02%             | 2032-12-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM                                                                              | RFR 2025-SGRM A                                                                                         | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1517692.65   | 0.16%             | 2041-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 3.875 04/15/29 144A                                                                                 | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1340081.78   | 0.14%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 05/15/53                                                                                        | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | PA      | $857964.46    | 0.09%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2024-CP1                                                                         | NYMT 2024-CP1 A1                                                                                        | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2422363 | PA      | $2240804.25   | 0.24%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.125 05/15/30                                                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185789.77    | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                               | MGY 6.875 12/01/32 144A                                                                                 | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1595177.85   | 0.17%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.5 08/03/35                                                                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    760000 | PA      | $725492.65    | 0.08%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6 05/07/36                                                                                          | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1082000 | PA      | $1074967.00   | 0.11%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST 2025-3                                                                    | LFT 2025-3A A                                                                                           | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1290982.94   | 0.14%             | 2035-05-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 03/26/36 144A                                                                                | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1784000 | PA      | $1734940.00   | 0.19%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                                      | SAGLEN 11 12/15/29 144*                                                                                 | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    330000 | PA      | $412.50       | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| NYMT LOAN TRUST 2026-INV2                                                                        | NYMT 2026-INV2 A1                                                                                       | CUSIP: 62957XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1704965.47   | 0.18%             | 2061-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 5.5 06/16/34 144A                                                                                | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    550000 | PA      | $542696.00    | 0.06%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust 2024-3                                                             | LBZZ 2024-3A B                                                                                          | CUSIP: 52609YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1864693.21   | 0.20%             | 2030-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 07/03/26 144A                                                                                   | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      4480 | PA      | $4401.60      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                  | BNTNF 10 01/01/31 NTNF                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  20810000 | PA      | $3510332.85   | 0.37%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| U S Bank National Assn Minneapolis Minnesota                                                     | USCLN 2023-1 B                                                                                          | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    183572 | PA      | $185122.22    | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WOODWARD CAPITAL MANAGEMENT                                                                      | RCKT 2025-CES5 A1A                                                                                      | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |   1495926 | PA      | $1505255.39   | 0.16%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                                       | Amneal Pharmaceuticals Term Loan B 300 2032-08-01                                                       | CUSIP: 03167DAS3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    294262 | PA      | $294998.16    | 0.03%             | 2032-08-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Kingdom Of Bahrain Acting Through Ministry Of Finance (The)                                      | BHRAIN 6.625 10/06/37 144A                                                                              | CUSIP: 056909AA2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |    939000 | PA      | $851278.62    | 0.09%             | 2037-10-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                                               | STX 3.5 06/01/28                                                                                        | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     44000 | PA      | $208876.80    | 0.02%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 5.45 02/15/37 AA                                                                                    | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    850470 | PA      | $866585.01    | 0.09%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finco Pty Ltd                                                                     | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01                | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |    439324 | PA      | $428618.13    | 0.05%             | 2031-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIPMENT FINANCE 2025-1 LLC                                                          | CEFI 2025-1A A                                                                                          | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1639009 | PA      | $1639455.84   | 0.18%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2023-1 LLC                                                                              | DEXT 2023-1 A2                                                                                          | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94491 | PA      | $94831.46     | 0.01%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                     | UAL 4.875 03/01/29                                                                                      | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    255000 | PA      | $249410.83    | 0.03%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                                             | GFLCN 6.625 04/01/32 144A                                                                               | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $509692.21    | 0.05%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Parexel International Inc (f/k/a Phoenix Newco Inc)                                              | Parexel Term Loan B 275 2031-12-01                                                                      | CUSIP: 71911KAF1<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |    239400 | PA      | $238401.70    | 0.03%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ELM TRUST 2024-ELM                                                                               | ELM 2024-ELM A10                                                                                        | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1719000 | PA      | $1722390.73   | 0.18%             | 2039-06-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 8.25 04/12/21 REGS                                                                                | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    842000 | PA      | $201238.00    | 0.02%             | 2021-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                         | FG 6.5 06/04/29                                                                                         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1531372.78   | 0.16%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| YPF Sociedad Anonima                                                                             | YPFDAR 9.5 01/17/31 144A                                                                                | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    353000 | PA      | $371073.60    | 0.04%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                                        | DG INVESTMENT INTERMEDI                                                                                 | CUSIP: 23344MAM0<br>LEI: 5493000K4943E6XIGE81 | Long             | LON              | CORP              | US        |    749917 | PA      | $748979.24    | 0.08%             | 2032-07-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2023-1                                                                  | AOMT 2023-1 A1                                                                                          | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3006255 | PA      | $2997377.56   | 0.32%             | 2067-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Karman Holdings LLC                                                                              | Karman Holdings Term Loan B (Add-on) 275 2032-04-01                                                     | CUSIP: 48571CAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    144638 | PA      | $144547.82    | 0.02%             | 2032-04-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2023-1                                                                 | TPMT 2023-1 A1                                                                                          | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1291843 | PA      | $1234451.07   | 0.13%             | 2063-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                                                         | NSIT 6.625 05/15/32 144A                                                                                | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |    860000 | PA      | $830032.53    | 0.09%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-A                                                                 | AQFIT 2025-A A                                                                                          | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1322307 | PA      | $1338463.83   | 0.14%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                                                 | AlixPartners Term Loan B 200 2032-07-26                                                                 | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    433912 | PA      | $429391.13    | 0.05%             | 2032-08-12      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                                         | BroadStreet Partners Term Loan B-4 300 2031-06-01                                                       | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    828093 | PA      | $806670.02    | 0.09%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MMP CAPITAL 2025-A LLC                                                                           | MMP 2025-A B                                                                                            | CUSIP: 55317QAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1562000 | PA      | $1576719.82   | 0.17%             | 2031-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                          | CDEL 6.44 01/26/36 REGS                                                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1087000 | PA      | $1143985.98   | 0.12%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: —       |
| Regal Rexnord Corporation                                                                        | RRX 6.4 04/15/33                                                                                        | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1408967.18   | 0.15%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MPOWER EDUCATION TRUST 2025-A                                                                    | MPOWR 2025-A A                                                                                          | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1292105 | PA      | $1306680.76   | 0.14%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                 | Garda World Security Term Loan B 275 2029-02-01                                                         | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |    754638 | PA      | $748978.53    | 0.08%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/29 144A                                                                                | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    778518 | PA      | $544962.27    | 0.06%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                                                  | SOBOCN V7.5 03/01/55                                                                                    | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1755000 | PA      | $1827277.92   | 0.20%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS                                                                                | BX 2022-CLS A                                                                                           | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1773000 | PA      | $1779388.12   | 0.19%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                         | SVC 4.95 02/15/27                                                                                       | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    113000 | PA      | $112913.97    | 0.01%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                      | W 7.25 10/31/29 144A                                                                                    | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10207.84     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD6322                                                                                               | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4955076 | PA      | $4820391.88   | 0.51%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                        | PHILIP 4.75 03/05/35                                                                                    | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    568000 | PA      | $545280.00    | 0.06%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0534                                                                                               | CUSIP: 3140QKSY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5105385 | PA      | $4493254.81   | 0.48%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                                 | CRS 5.625 03/01/34 144A                                                                                 | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39631.56     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2018-2                                                                     | ARRW 2019-1 A1                                                                                          | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48112 | PA      | $46924.60     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 144A                                                                              | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2497000 | PA      | $2482018.00   | 0.27%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                                       | BAX 3.132 12/01/51                                                                                      | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $2244053.71   | 0.24%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.65 09/27/47 30Y                                                                                  | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2109000 | PA      | $1639747.50   | 0.18%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                     | THC 6 11/15/33 144A                                                                                     | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    735000 | PA      | $743706.81    | 0.08%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ENEL Finance International N.V.                                                                  | ENELIM 5.5 06/26/34 144A                                                                                | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    585000 | PA      | $594230.26    | 0.06%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vantor Holdings Inc.                                                                             | Vantor Holdings (fka Maxar Technologies) Term Loan B 450 2033-02-16                                     | CUSIP: 36355RAB1<br>LEI: 254900XMZ2ZZ33TF4651 | Long             | LON              | CORP              | US        |    885000 | PA      | $866193.75    | 0.09%             | 2033-03-03      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 4.125 04/30/28 144a                                                                                 | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1091647.64   | 0.12%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-2A A2                                                                                         | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1649029.77   | 0.18%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                                                  | TRAVERSE MIDSTREAM PARTN                                                                                | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    489022 | PA      | $488615.99    | 0.05%             | 2028-02-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.575 01/29/36                                                                                     | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1505834.89   | 0.16%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                             | DELMFD L 08/02/28 2                                                                                     | CUSIP: 24521WAB5<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |     88546 | PA      | $41837.96     | 0.00%             | 2028-08-02      | Floating      | 11.77%                | No            |                  3 | On Loan: No      |
| Universal Health Services, Inc.                                                                  | UHS 5.05 10/15/34                                                                                       | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1255491.77   | 0.13%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                                                               | UPSTREAM NEWCO INC                                                                                      | CUSIP: 91678HAJ1<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    340380 | PA      | $313384.43    | 0.03%             | 2029-11-20      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                      | MFF 2023-1A A                                                                                           | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    220138 | PA      | $220603.50    | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Motion Finco LLC                                                                                 | MOTION FINCO SARL                                                                                       | CUSIP: 000000000<br>LEI: 549300TQHWZQPJXTPK60 | Long             | LON              | CORP              | US        |    651816 | PA      | $567079.75    | 0.06%             | 2029-11-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.717 09/14/33                                                                                     | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $590160.48    | 0.06%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                          | KEY V6.401 03/06/35                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    415000 | PA      | $440000.37    | 0.05%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                              | ALLY 8 11/01/31 *                                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1746402.38   | 0.19%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM2                                                                                   | EFMT 2025-NQM2 A1                                                                                       | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-O            | CORP              | US        |   1281435 | PA      | $1286433.32   | 0.14%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Benin (The Republic of)                                                                          | BENIN 7.96 02/13/38 144A                                                                                | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    545000 | PA      | $533187.56    | 0.06%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.625 01/29/38                                                                                      | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    908000 | PA      | $923436.00    | 0.10%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 7.65 06/15/35 REGS                                                                               | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |   1620000 | PA      | $1585980.00   | 0.17%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Co.                                                         | FLTR 5.875 06/04/31 144A                                                                                | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2090000 | PA      | $2070542.10   | 0.22%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Teine Energy Ltd                                                                                 | TEINEN 6.875 04/15/29 144A                                                                              | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $414840.89    | 0.04%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                                 | NCRATL 9.5 04/01/29 144A                                                                                | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    510000 | PA      | $545925.60    | 0.06%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corporation                                                                    | Columbus McKinnon Term Loan B 350 2033-01-12                                                            | CUSIP: 19933MAS2<br>LEI: 549300W3HQB0HO1F3G69 | Long             | LON              | CORP              | US        |    304643 | PA      | $303120.18    | 0.03%             | 2033-02-03      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| COLT 2022-3 MORTGAGE LOAN TRUST                                                                  | COLT 2022-3 A1                                                                                          | CUSIP: 12659YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    484306 | PA      | $473809.30    | 0.05%             | 2067-02-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                                | Chamberlain Group Term Loan B 300 2032-07-12                                                            | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    836166 | PA      | $827503.49    | 0.09%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2026-1                                                                        | RCO 2026-1 A1                                                                                           | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1804387.91   | 0.19%             | 2031-03-25      | Fixed         | 5.54%                 | No            |                  3 | On Loan: No      |
| Universal Health Services, Inc.                                                                  | UHS 2.65 01/15/32                                                                                       | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    631000 | PA      | $549716.63    | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                                   | CMGMCO 8.875 06/18/29 144A                                                                              | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1919562.96   | 0.21%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2023-2                                                                | LADAR 2023-2A D                                                                                         | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $761101.73    | 0.08%             | 2031-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                                                            | NEENST 9.75 07/15/28 144A                                                                               | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    591000 | PA      | $590401.65    | 0.06%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 02/15/30 144A                                                                               | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51125.00     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/30 REGS                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     30329 | PA      | $17712.14     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                                           | COGECO COMMUNICATIONS USA II LP                                                                         | CUSIP: 19239BAD0<br>LEI: 549300SM780G0XC48K12 | Long             | LON              | CORP              | US        |    562481 | PA      | $532045.12    | 0.06%             | 2030-09-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                                      | KUEHG CORP                                                                                              | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    615271 | PA      | $548249.59    | 0.06%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc                                                                  | IBP 5.625 02/01/34 144A                                                                                 | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19515.92     | 0.00%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6.2 02/15/56                                                                                         | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    820000 | PA      | $812787.53    | 0.09%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2013-8                                                                    | SEMT 2013-8 B1                                                                                          | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-O            | CORP              | US        |     93630 | PA      | $91173.52     | 0.01%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                                             | LSF12 CROWN US COMMERCIA                                                                                | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    804351 | PA      | $804350.51    | 0.09%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Turquoise Topco LTD                                                                              | Tortuga Resorts (Turquoise) Term Loan B 325 2032-08-02                                                  | CUSIP: 89776TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    440000 | PA      | $425427.20    | 0.05%             | 2032-12-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC)                      | Genesys Telecommunications Laboratories Term Loan B 250 2032-01-01                                      | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    747371 | PA      | $714053.66    | 0.08%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 2.85 02/14/30                                                                                     | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1050000 | PA      | $974400.00    | 0.10%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                              | CLYDESDALE ACQUISITION                                                                                  | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | N/A       |    555000 | PA      | $528193.50    | 0.06%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                           | FTAI 7 05/01/31 144A                                                                                    | CUSIP: 34960PAF8<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169146.45    | 0.02%             | 2031-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.45 09/15/34                                                                                       | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $307854.56    | 0.03%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4 11/15/52                                                                                            | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $1838644.54   | 0.20%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBVA MEXICO SA TEXAS BRANCH                                                                      | BBVASM V8.125 01/08/39 144A                                                                             | CUSIP: 07336UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $414967.25    | 0.04%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Petroleos de Venezuela SA                                                                        | PDVSA 9 11/17/21 REGS                                                                                   | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | NUSS              | VE        |   6020000 | PA      | $2320710.00   | 0.25%             | 2021-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                                     | TRIVIU 8.25 07/15/30 144A                                                                               | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    105000 | PA      | $109859.72    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2021-B                                                                  | BHG 2021-B D                                                                                            | CUSIP: 08862BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $842275.35    | 0.09%             | 2034-10-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                                         | MGS 2.632 04/15/31 0220                                                                                 | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  22180000 | PA      | $5272693.80   | 0.56%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                            | DNKN 2025-1A A2I                                                                                        | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1271812 | PA      | $1259695.56   | 0.13%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 5.1 06/18/50                                                                                     | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1581000 | PA      | $1450820.46   | 0.15%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                      | VST V8 PERP 144A                                                                                        | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    902000 | PA      | $911561.20    | 0.10%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                             | LifePoint Health Term Loan B 375 2031-05-01                                                             | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    763731 | PA      | $763539.68    | 0.08%             | 2031-05-16      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 5.625 05/18/34 144A                                                                              | CUSIP: 05675M2J2<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    305000 | PA      | $268705.00    | 0.03%             | 2034-05-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8309                                                                                               | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2560908 | PA      | $2624093.44   | 0.28%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.075 04/01/36 144A                                                                              | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    255000 | PA      | $259102.21    | 0.03%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.125 11/15/31                                                                                      | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1560504.80   | 0.17%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 8.7 02/26/39 144A                                                                                | CUSIP: 491798AS3<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    838000 | PA      | $756923.50    | 0.08%             | 2039-02-26      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 11.75 01/31/29 144A                                                                              | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $997940.10    | 0.11%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                                                    | SBGI L 12/31/30 14                                                                                      | CUSIP: 829229AV5<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |    538640 | PA      | $479389.42    | 0.05%             | 2030-12-31      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                                        | NIPLIF V6.5 04/30/55 144a                                                                               | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $144350.64    | 0.02%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                  | IEP 10 11/15/29 144A                                                                                    | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1113217.47   | 0.12%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 6 02/01/31 144A                                                                                  | CUSIP: 431318AV6<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    485000 | PA      | $471386.92    | 0.05%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 7.25 02/15/35 144A                                                                               | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    795000 | PA      | $792547.03    | 0.08%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SAFCO AUTO RECV TR 2024-1                                                                        | SAFCO 2024-1A C                                                                                         | CUSIP: 78637EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1204734.72   | 0.13%             | 2030-01-18      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                                            | EHGVT 2023-A A                                                                                          | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426176 | PA      | $438199.11    | 0.05%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.25 02/15/54                                                                                         | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2195000 | PA      | $1966239.84   | 0.21%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd.                                                                      | ARDGRP 8.875 02/15/32 144A                                                                              | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |     35000 | PA      | $34291.69     | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                         | SNAP 6.875 03/15/34 144A                                                                                | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    490000 | PA      | $460878.71    | 0.05%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Samarco Mineracao SA                                                                             | SAMMIN 9.5 06/30/31 144A                                                                                | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    391605 | PA      | $385730.93    | 0.04%             | 2031-06-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Dentsply Sirona Inc                                                                              | XRAY 3.25 06/01/30                                                                                      | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1501232.85   | 0.16%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Ellington Financial Mortgage Trust 2019-2                                                        | EFMT 2019-2 A3                                                                                          | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12574 | PA      | $12255.09     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Eagle Broadband Investments LLC                                                                  | Eagle Broadband Investments LLC                                                                         | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   1495001 | PA      | $1421806.14   | 0.15%             | 2027-11-12      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 6.125 07/31/32 144A                                                                               | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2021910.04   | 0.22%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2018-2                                                      | DRMT 2025-INV1 A1                                                                                       | CUSIP: 24382EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1204782 | PA      | $1201306.87   | 0.13%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 TRUST                                                                              | OBX 2023-NQM5 A1A                                                                                       | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    990371 | PA      | $990701.50    | 0.11%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                                               | Green Infrastructure Partners Term Loan B 275 2032-09-08                                                | CUSIP: 39306DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    400000 | PA      | $399000.00    | 0.04%             | 2032-09-24      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 9.25 01/29/39 144A                                                                                 | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1501000 | PA      | $1472481.00   | 0.16%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp.                                                         | SAIC 4.875 04/01/28 144A                                                                                | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    650000 | PA      | $639682.36    | 0.07%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                                       | HGR L 10/23/31 2                                                                                        | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     94095 | PA      | $94259.81     | 0.01%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                         | SNAP 6.875 03/01/33 144A                                                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    975000 | PA      | $920663.45    | 0.10%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Angola (Republic of)                                                                             | ANGOL 8 11/26/29 144A                                                                                   | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    569000 | PA      | $560749.50    | 0.06%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.95 09/16/35                                                                                    | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1032000 | PA      | $989430.00    | 0.11%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                      | AGKLN 7 05/21/30 144A                                                                                   | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1310000 | PA      | $1338868.47   | 0.14%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ihs Holding Limited                                                                              | IHS 6.25 11/29/28 144A                                                                                  | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $99016.00     | 0.01%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.5 10/26/46 144A                                                                                   | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2181000 | PA      | $1767155.25   | 0.19%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                                | POWSOL 6.75 09/15/32 144A                                                                               | CUSIP: 18060TAE5<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $282240.00    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                                 | COOP 5.75 11/15/31 144A                                                                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $979700.00    | 0.10%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4 02/01/32 144A                                                                                  | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    427000 | PA      | $307440.00    | 0.03%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.5 04/04/53 30Y                                                                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    207000 | PA      | $190328.22    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                                   | USCLN 2026-RVM1 C                                                                                       | CUSIP: 90355PAL0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |   1775000 | PA      | $1767320.29   | 0.19%             | 2046-12-25      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                              | FITB V4.337 04/25/33                                                                                    | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    965000 | PA      | $929946.60    | 0.10%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                                               | F 4.75 01/15/43                                                                                         | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    475000 | PA      | $358803.51    | 0.04%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM3                                                    | NRZT 2026-NQM3 A1                                                                                       | CUSIP: 64832PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1655708 | PA      | $1640039.35   | 0.18%             | 2066-02-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FHF TRUST 2023-1                                                                                 | FHF 2023-1A A2                                                                                          | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70835 | PA      | $71080.28     | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Cimpress PLC                                                                                     | CMPR 7.375 09/15/32 144A                                                                                | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   1695000 | PA      | $1680196.02   | 0.18%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 7.375 04/08/31 144A                                                                              | CUSIP: 695847AT0<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |    888000 | PA      | $823176.00    | 0.09%             | 2031-04-08      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                       | ALVGR V5.6 09/03/54 144A                                                                                | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $446346.36    | 0.05%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.25 02/01/50                                                                                       | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1678403.19   | 0.18%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MFA 2022-INV1 TRUST                                                                              | MFRA 2022-INV1 A1                                                                                       | CUSIP: 55284TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999946 | PA      | $988053.04    | 0.11%             | 2066-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                                      | IMBLN 5.625 07/01/35 144A                                                                               | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1615000 | PA      | $1628644.26   | 0.17%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 5 07/03/35 REGS                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1456520 | PA      | $1238042.00   | 0.13%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                                                   | Proofpoint Term Loan B 300 2028-08-01                                                                   | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    981537 | PA      | $948822.20    | 0.10%             | 2028-08-31      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                                              | Rocket Software Term Loan B 475 2028-11-01                                                              | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    600216 | PA      | $574520.80    | 0.06%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Cameroon (Republic of)                                                                           | REPCAM 9.5 07/31/31 7Y                                                                                  | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    200000 | PA      | $195000.00    | 0.02%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.33 07/23/35                                                                                       | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    980000 | PA      | $983318.81    | 0.11%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL0627                                                                                               | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6371819 | PA      | $6508349.53   | 0.70%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Resilience Parent LLC                                                                            | RESILIENCE PARENT LLC                                                                                   | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    435000 | PA      | $432416.10    | 0.05%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                                        | McGraw-Hill Global Education Holdings Term Loan B 275 2031-08-01                                        | CUSIP: 58063DAG8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | LON              | CORP              | US        |    421875 | PA      | $420753.05    | 0.04%             | 2031-08-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bahrain (Kingdom of)                                                                             | BHRAIN 7.375 05/14/30 144A                                                                              | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    907000 | PA      | $908705.16    | 0.10%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 0.75 07/09/30                                                                                    | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1609920 | PA      | $1349112.96   | 0.14%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                                                           | NY 2025-299P A                                                                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1720301.49   | 0.18%             | 2047-02-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                         | EDF 6.9 05/23/53 144A                                                                                   | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1615000 | PA      | $1727656.20   | 0.18%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                         | NGL 8.125 02/15/29 144A                                                                                 | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169974.42    | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                             | ROCC 2024-CNTR C                                                                                        | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1595000 | PA      | $1643587.37   | 0.18%             | 2041-11-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| TSC Spv Funding LLC                                                                              | TROP 2024-1A A2                                                                                         | CUSIP: 898912AA8<br>LEI: 21380072ODEONQKNZ348 | Long             | ABS-O            | CORP              | US        |   1530625 | PA      | $1545014.56   | 0.17%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                            | SWTCH 2025-1A A2                                                                                        | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $385377.80    | 0.04%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL0019                                                                                               | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7886928 | PA      | $7926672.26   | 0.85%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST 2021-4                                                                | FCAT 2024-1 D                                                                                           | CUSIP: 33843VAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1544963.65   | 0.17%             | 2030-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                                     | GRAHAM PACKAGING/GPC CAP                                                                                | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    195000 | PA      | $192778.95    | 0.02%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 5.55 10/01/34                                                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    890000 | PA      | $905095.29    | 0.10%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V7.003 10/19/34 144A                                                                             | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1202170.05   | 0.13%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                                                                         | Fairbanks Morse Defense Term Loan B 275 2030-06-01                                                      | CUSIP: 03960DAJ2<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    903956 | PA      | $904209.24    | 0.10%             | 2030-06-23      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 5.662 02/23/38                                                                                   | CUSIP: 698299CC6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    901000 | PA      | $864386.33    | 0.09%             | 2038-02-23      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Venezuela (Republic Of)                                                                          | VENZ 12.75 08/23/22                                                                                     | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   2135000 | PA      | $1074043.78   | 0.11%             | 2022-08-23      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                            | PETMK 5.848 04/03/55 144A                                                                               | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1180000 | PA      | $1207234.40   | 0.13%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOMNT TECHNOLOGIES TRUST 2023-1                                                                  | MMNT 2023-1A A                                                                                          | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101287 | PA      | $101450.29    | 0.01%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                                            | Nielsen Term Loan B 500 2033-01-20                                                                      | CUSIP: 64069JAK8<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    920000 | PA      | $876760.00    | 0.09%             | 2033-01-28      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Guatemala (Republic of)                                                                          | GUATEM 4.65 10/07/41 REGS                                                                               | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    512000 | PA      | $430080.00    | 0.05%             | 2041-10-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| 180 Medical Inc.                                                                                 | CTECLN 5.3 10/08/35 144a                                                                                | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1847872.66   | 0.20%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                                                | PROJECT RUBY ULTIMATE PARENT CORP                                                                       | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    851399 | PA      | $846613.77    | 0.09%             | 2028-03-10      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                          | BAH 5.95 08/04/33                                                                                       | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1219509.46   | 0.13%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                              | CZGB 1.75 06/23/32 138                                                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        | 126040000 | PA      | $5018111.41   | 0.54%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                 | GMABDC 6.25 12/15/32 144A                                                                               | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     50000 | PA      | $51261.60     | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.6 02/15/38 144A                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    636610 | PA      | $568970.37    | 0.06%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V5.125 03/01/52                                                                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    344000 | PA      | $329165.03    | 0.04%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 6.75 09/15/33                                                                                       | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $186976.26    | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Virtus ETF Trust II                                                                              | Virtus Newfleet Securitized Income ETF                                                                  | CUSIP: 92790A603<br>LEI: 549300OXQOLOW6OELM19 | Long             | EC               | RF                | US        |    325842 | NS      | $7879185.40   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.25 11/09/32                                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    590000 | PA      | $605407.36    | 0.06%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hologic, Inc.                                                                                    | HOPPER MERGER SUB INC                                                                                   | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    650000 | PA      | $641875.00    | 0.07%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pye Barker Fire & Safety LLC                                                                     | PYFISA L 12/16/32 2                                                                                     | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |     29387 | PA      | $29413.11     | 0.00%             | 2032-12-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 3.5 07/09/41                                                                                     | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1665000 | PA      | $1113885.00   | 0.12%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                                                                                      | Indicor (Roper Industrial) Term Loan B 250 2029-11-01                                                   | CUSIP: 77669LAL7<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    691958 | PA      | $691286.69    | 0.07%             | 2029-11-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 3.7 11/25/30 144A                                                                                 | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    304000 | PA      | $275852.64    | 0.03%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                                               | CENTRAL PARENT INC                                                                                      | CUSIP: 15477BAE7<br>LEI: 5493000L10CYRTHIJ385 | Long             | LON              | CORP              | US        |    755354 | PA      | $536369.07    | 0.06%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                              | OMAN 6.5 03/08/47 144A                                                                                  | CUSIP: 682051AF4<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |   2526000 | PA      | $2580411.05   | 0.28%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                             | ALPGEN 6.25 01/15/34 144A                                                                               | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    740000 | PA      | $726934.26    | 0.08%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2023-2                                                                  | FFIN 2023-2A A                                                                                          | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    479577 | PA      | $497382.53    | 0.05%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2023-CES1                                                                    | RCKT 2023-CES1 A1A                                                                                      | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398722 | PA      | $398483.90    | 0.04%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Kingdom Of Bahrain Acting Through Ministry Of Finance (The)                                      | BHRAIN 7.1 02/03/38 144A                                                                                | CUSIP: 056909AB0<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | CORP              | BH        |   2766000 | PA      | $2593221.81   | 0.28%             | 2038-02-03      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 9.1297 01/13/46 144A                                                                             | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    257000 | PA      | $268051.00    | 0.03%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-3A A                                                                                         | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    841000 | PA      | $847007.18    | 0.09%             | 2028-02-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1                                              | ARIVO 2025-1A A2                                                                                        | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1611640 | PA      | $1616331.55   | 0.17%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 8 03/01/38                                                                                       | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    259000 | PA      | $296891.70    | 0.03%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PT Pertamina (Persero)                                                                           | PERTIJ 6.45 05/30/44 144A                                                                               | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    378000 | PA      | $381780.00    | 0.04%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 4.35 04/13/31                                                                                     | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    431000 | PA      | $423242.00    | 0.05%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V6.475 06/01/34                                                                                     | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1185000 | PA      | $1229825.88   | 0.13%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 6 08/01/29 144A                                                                                  | CUSIP: 00489LAH6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1488322.93   | 0.16%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN V8.5 01/15/84                                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $1254460.86   | 0.13%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V6.75 03/01/53                                                                                      | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    560000 | PA      | $579493.60    | 0.06%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                              | TPMT 2025-CES4 A1A                                                                                      | CUSIP: 89170UAA8<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |   1925939 | PA      | $1916125.80   | 0.20%             | 2065-10-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC                                                                      | IONPLA 9.5 05/30/29 144a                                                                                | CUSIP: 46206AAB8<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    485000 | PA      | $456558.92    | 0.05%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                              | CITADL 4.75 02/14/29 144A                                                                               | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1200236.55   | 0.13%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.27 11/17/33                                                                                        | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    615000 | PA      | $657304.96    | 0.07%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 5.5 08/11/32 144A                                                                                 | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    620000 | PA      | $628685.93    | 0.07%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 5 07/31/40 REGS                                                                                    | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    258000 | PA      | $200982.00    | 0.02%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                                         | APTV V6.875 12/15/54                                                                                    | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    150000 | PA      | $151397.66    | 0.02%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                                                 | Endeavor Term Loan B 300 2032-01-15                                                                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    506175 | PA      | $503770.67    | 0.05%             | 2032-03-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| USQ RAIL III LLC/ LLP                                                                            | STEAM 2024-1A A                                                                                         | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1661509 | PA      | $1626280.52   | 0.17%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.5 05/15/31 144A                                                                                   | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    875000 | PA      | $917698.25    | 0.10%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Lumexa Imaging, Inc.                                                                             | Lumexa Imaging (fka US Radiology) Term Loan B 300 2032-12-03                                            | CUSIP: 90372AAN8<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |    339150 | PA      | $339787.60    | 0.04%             | 2032-12-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                             | TKOCN 8.25 05/01/30 144A                                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $536918.40    | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hudson Yards 2025-Sprl Mortgage Trust                                                            | HY 2025-SPRL A                                                                                          | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1534901.40   | 0.16%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC                                                                   | RIVENT 6.25 10/15/30 144A                                                                               | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $204482.62    | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bristow Group Inc                                                                                | VTOL 6.75 02/01/33 144A                                                                                 | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363867.12    | 0.04%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                                       | ViaSat Term Loan B 450 2029-02-08                                                                       | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    673125 | PA      | $674343.70    | 0.07%             | 2029-03-02      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                                   | CRL 4.25 05/01/28 144A                                                                                  | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    410000 | PA      | $400763.73    | 0.04%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                                                  | MYT Holding LLC                                                                                         | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42729 | NS      | $10682.25     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Azorra Finance Ltd.                                                                              | AZORRA 7.25 01/15/31 144A                                                                               | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    830000 | PA      | $838042.70    | 0.09%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                                       | ALK 4.8 08/15/27 144A                                                                                   | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |    653056 | PA      | $653143.52    | 0.07%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8492                                                                                               | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11409268 | PA      | $11260510.67  | 1.20%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                                            | ALTICE 5 01/15/28 144A                                                                                  | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2575000 | PA      | $1789625.00   | 0.19%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.125 PERP GG                                                                                      | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    935000 | PA      | $938519.05    | 0.10%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 02/15/35                                                                                        | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6150000 | PA      | $6309996.06   | 0.67%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                          | HILCRP 5.75 02/01/29 144A                                                                               | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    485000 | PA      | $478215.63    | 0.05%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.25 01/30/37 144A                                                                               | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    678000 | PA      | $694004.73    | 0.07%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V6.7 PERP I                                                                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558856.10    | 0.06%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ecuador (Republic Of)                                                                            | ECUA 6.9 07/31/35 REGS                                                                                  | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   1026000 | PA      | $899802.00    | 0.10%             | 2035-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                                 | SOLADV 5.625 09/30/33 144A                                                                              | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59162.53     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.491 10/23/34                                                                                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $335653.70    | 0.04%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.424 07/21/34 MTN                                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350057.45    | 0.04%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2022-1                                                         | GCAR 2022-2A D                                                                                          | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432309 | PA      | $434770.88    | 0.05%             | 2028-04-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TRINIDAD AND TOBAGO, REPUBLIC OF - MINISTRY OF FINANCE                                           | TRITOB 6.4 06/26/34 144A                                                                                | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     93000 | PA      | $92442.00     | 0.01%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST                                                                   | FKH 2021-SFR1 D                                                                                         | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $454751.86    | 0.05%             | 2038-08-19      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                             | LifePoint Health Term Loan B (Incremental) 350 2031-05-01                                               | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    108354 | PA      | $108179.22    | 0.01%             | 2031-05-16      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4438                                                                                               | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    814139 | PA      | $806888.22    | 0.09%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2014-5 B2                                                                                         | CUSIP: 46643KBS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237532 | PA      | $229032.13    | 0.02%             | 2029-10-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                            | BELL 2025-1A A2I                                                                                        | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2067736.44   | 0.22%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                                 | GWCN 8.375 11/15/32 144A                                                                                | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $945641.66    | 0.10%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-2A D                                                                                         | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1959000 | PA      | $1988734.29   | 0.21%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                                          | Aggreko Term Loan B 300 2031-05-01                                                                      | CUSIP: 01330EAD0<br>LEI: 259400QTZA08U7DIP580 | Long             | LON              | CORP              | US        |   1012632 | PA      | $1011052.16   | 0.11%             | 2031-05-21      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2017-1                                                              | MST 2017-1A M1                                                                                          | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $385235.85    | 0.04%             | 2055-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                                         | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    645000 | PA      | $766950.20    | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 7.875 10/15/32 144A                                                                                 | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    305000 | PA      | $325892.50    | 0.03%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                            | NLSN 10.375 05/15/31 144A                                                                               | CUSIP: 640695AC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110990.88    | 0.01%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                                | UNGUZB 8.75 05/07/30 144A                                                                               | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    280000 | PA      | $294308.70    | 0.03%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                  | IEP 5.25 05/15/27                                                                                       | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    365000 | PA      | $357666.20    | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.625 03/15/31 144A                                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572362.65    | 0.06%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sweetwater Borrower LLC                                                                          | Sweetwater Sound Term Loan B 400 2033-02-01                                                             | CUSIP: 87168EAD6<br>LEI: 254900JJU57789DC8283 | Long             | LON              | CORP              | US        |    255000 | PA      | $254841.90    | 0.03%             | 2033-02-11      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                                                  | OCTL 2023-3A C                                                                                          | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $793996.87    | 0.08%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.5 02/07/35                                                                                          | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    810000 | PA      | $817273.44    | 0.09%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 6.625 03/15/32 144A                                                                                 | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    435000 | PA      | $445235.55    | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                                         | PMTLT 2025-INV7 A7                                                                                      | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1387173 | PA      | $1400152.43   | 0.15%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                                      | UPXHI 2025-1 A                                                                                          | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1287337 | PA      | $1281992.58   | 0.14%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2023-3A D                                                                                          | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $937003.81    | 0.10%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                                                                     | RealPage First-lien Term Loan 325 2028-02-09                                                            | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    483734 | PA      | $462623.54    | 0.05%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.5 06/01/33                                                                                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    740000 | PA      | $754757.44    | 0.08%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.25 05/29/32                                                                                    | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    457000 | PA      | $457900.29    | 0.05%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                                                 | ConnectWise Term Loan B 350 2028-09-07                                                                  | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    437163 | PA      | $402552.49    | 0.04%             | 2028-09-29      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                                                 | GLOVES BUYER INC                                                                                        | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    723188 | PA      | $719933.16    | 0.08%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TIC HOME IMPROVEMENT TRUST 2024-A                                                                | TIC 2024-A A                                                                                            | CUSIP: 87252DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583429 | PA      | $592408.86    | 0.06%             | 2046-10-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.95 01/28/60                                                                                     | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1012000 | PA      | $795533.20    | 0.08%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2019-OC11 B                                                                                          | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1071228.36   | 0.11%             | 2041-12-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.84 01/23/30                                                                                     | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1143000 | PA      | $1146886.20   | 0.12%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                                         | White Cap Term Loan B (Incremental) 350 2033-01-31                                                      | CUSIP: 96350TAK6<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    620000 | PA      | $588485.40    | 0.06%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.35 02/12/48                                                                                     | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1117000 | PA      | $853667.25    | 0.09%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Composecure Holdings LLC                                                                         | COMPOS 5.625 02/01/33 144A                                                                              | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9769.50      | 0.00%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 11.5 10/01/31 144A                                                                                 | CUSIP: 04288BAC4<br>LEI: 254900G9F9HA5EP57J39 | Long             | DBT              | CORP              | US        |    825000 | PA      | $891414.15    | 0.10%             | 2031-10-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST 2024-1                                                              | VEROS 2024-1 C                                                                                          | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1641462.72   | 0.18%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                                                   | DREYFUS GOVERNMENT CASH MANAGE                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5176152 | NS      | $5176152.42   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.805 05/01/50                                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $314186.08    | 0.03%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-INV4                                         | MSRM 2024-INV4 A1                                                                                       | CUSIP: 61776XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    616048 | PA      | $622593.12    | 0.07%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bojangles Inc                                                                                    | BOJA 2024-1A A2                                                                                         | CUSIP: 09748RAC2<br>LEI: 549300V7MGDZ6K056B43 | Long             | ABS-O            | CORP              | US        |   1825825 | PA      | $1836662.37   | 0.20%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 4.55 01/11/28                                                                                     | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    325000 | PA      | $325619.13    | 0.03%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                        | TIBX 9 09/30/29 144A                                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1509714.18   | 0.16%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM2 TRUST                                                                              | MFRA 2024-NQM2 A1                                                                                       | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-O            | CORP              | US        |   1362160 | PA      | $1361025.91   | 0.15%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-CES1                                                              | TPMT 2024-CES1 A1A                                                                                      | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    702010 | PA      | $703168.69    | 0.08%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST 2022-1                                                   | UACST 2023-1 D                                                                                          | CUSIP: 90945CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    393881 | PA      | $395949.33    | 0.04%             | 2028-07-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL1127                                                                                               | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7052027 | PA      | $7188605.07   | 0.77%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                                     | OGN 5.125 04/30/31 144A                                                                                 | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162997.98    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.2 03/15/40                                                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    865000 | PA      | $883453.91    | 0.09%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DTV 8.875 02/01/30 144a                                                                                 | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124721.91    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                                              | Applied Systems Second-lien Term Loan 450 2031-02-01                                                    | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     80000 | PA      | $78766.40     | 0.01%             | 2032-02-23      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V5.122 01/26/34 MTN                                                                                 | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    770000 | PA      | $767929.05    | 0.08%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                                  | MADIAQ 5.875 06/30/29 144A                                                                              | CUSIP: 55760LAB3<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    910000 | PA      | $892400.24    | 0.10%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.75 02/28/48 2048                                                                                 | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  84900000 | PA      | $4535091.20   | 0.48%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.625 01/13/35 REGS                                                                                 | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    770000 | PA      | $794570.70    | 0.08%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WSTN TR 2023-MAUI                                                                                | WSTN 2023-MAUI C                                                                                        | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $2166569.84   | 0.23%             | 2037-07-05      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| COLT 2024-5 MORTGAGE LOAN TRUST                                                                  | COLT 2024-5 A1                                                                                          | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-O            | CORP              | US        |   1092140 | PA      | $1090432.39   | 0.12%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                                         | NGL 8.375 02/15/32 144A                                                                                 | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1370623.52   | 0.15%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                                                                 | CPM Holdings Term Loan B 450 2028-09-13                                                                 | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    764798 | PA      | $764522.31    | 0.08%             | 2028-09-28      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/35 144A                                                                                | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     95604 | PA      | $49809.57     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos del Peru - Petroperu SA                                                                | PETRPE 4.75 06/19/32 REGS                                                                               | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    417000 | PA      | $327587.90    | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 5.375 02/08/35                                                                                     | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   1463000 | PA      | $1459342.50   | 0.16%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                                        | BAUSCH + LOMB CORP                                                                                      | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    498700 | PA      | $499323.38    | 0.05%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| COOPR RESIDENTIAL MORTGAGE TRUST 2026-CES1                                                       | COOPR 2026-CES1 A1A                                                                                     | CUSIP: 21689GAA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |    739752 | PA      | $733551.01    | 0.08%             | 2061-01-01      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                                    | CCSI 6.5 10/15/28 144A                                                                                  | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $629044.08    | 0.07%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 6.5 05/15/32                                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1115089.76   | 0.12%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                             | DELMFD L 08/02/28 4                                                                                     | CUSIP: 24521WAD1<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    464113 | PA      | $4641.13      | 0.00%             | 2028-08-02      | Floating      | 8.53%                 | No            |                  3 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 6.875 04/30/40 144A                                                                               | CUSIP: 038461AF6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    433000 | PA      | $357917.80    | 0.04%             | 2040-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                              | USLBMH 6.25 01/15/29 144A                                                                               | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1238649.22   | 0.13%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.375 09/15/27                                                                                      | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753666.75    | 0.08%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| LV TRUST 2024-SHOW                                                                               | Fashion Show Mall LLC                                                                                   | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2870000 | PA      | $2887239.23   | 0.31%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                                              | BPL 6.75 02/01/30 144A                                                                                  | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526325.61    | 0.06%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Voltagrid LLC                                                                                    | VOLTAG 7.375 11/01/30 144A                                                                              | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877887.65    | 0.09%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.375 07/15/30 144A                                                                              | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    325000 | PA      | $342075.86    | 0.04%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                                                     | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2914933.19   | 0.31%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                     | Focus Financial Term Loan B-8 (add-on) 275 2031-09-01                                                   | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    813840 | PA      | $786454.01    | 0.08%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Tidewater Inc New                                                                                | TDW 9.125 07/15/30 144A                                                                                 | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    740000 | PA      | $788345.68    | 0.08%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                                        | Hunter Douglas Term Loan B 325 2032-01-05                                                               | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    430957 | PA      | $428444.68    | 0.05%             | 2032-01-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1728                                                                                               | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6143517 | PA      | $6288243.15   | 0.67%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                                           | Magnera (fka Glatfelter) Term Loan B 425 2031-09-24                                                     | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    625124 | PA      | $597930.84    | 0.06%             | 2031-11-04      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2024-XL5 A                                                                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222571 | PA      | $1223971.92   | 0.13%             | 2041-03-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | WDC 3 11/15/28                                                                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     44000 | PA      | $314960.80    | 0.03%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 6.125 12/11/37 144A                                                                                | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    962000 | PA      | $893101.56    | 0.10%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LAFAYETE FEDERAL CREDIT UNION ASSET TRUST 2026-HI1                                               | LAFAYETE FEDERAL CREDIT UNION ASSET TRUST 2026-HI1 ABS 2048-02-25 USD                                   | CUSIP: 50625BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2196528 | PA      | $2181122.48   | 0.23%             | 2046-01-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                | HRI 6 03/15/34 144A                                                                                     | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    570000 | PA      | $551046.82    | 0.06%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL                                  | BNTNF 10 01/01/29 NTNF                                                                                  | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  10560000 | PA      | $1879742.08   | 0.20%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/36 144A                                                                                  | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    356000 | PA      | $162692.00    | 0.02%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TR 2024-2                                                                       | OPTN 2024-2 B                                                                                           | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    887964 | PA      | $888529.18    | 0.09%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/36 144A                                                                                | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8086 | PA      | $4132.08      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Rackspace Technology Global Incorporated                                                         | RAX 5.375 12/01/28 144A                                                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    555000 | PA      | $222000.00    | 0.02%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS INC                                                                        | ENDP 8.5 04/15/31 144A                                                                                  | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1575846.37   | 0.17%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2018-2                                                       | NRZT 2018-2A A1                                                                                         | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-O            | CORP              | US        |     19277 | PA      | $19034.46     | 0.00%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance Us Inc                                                                        | STLA 6.45 03/18/35 144A                                                                                 | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1452968.75   | 0.16%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GeoPark Ltd.                                                                                     | GEOPAR 8.75 01/31/30 144A                                                                               | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    462000 | PA      | $455070.00    | 0.05%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN FS8479                                                                                               | CUSIP: 3140XQM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3220834 | PA      | $3247905.76   | 0.35%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 5.5 04/15/34 144A                                                                                   | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    505000 | PA      | $497348.74    | 0.05%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                                            | DELMFD L 08/02/28 1                                                                                     | CUSIP: 24521WAC3<br>LEI: 549300U9K7TD84Q24R17 | Long             | LON              | CORP              | US        |    201572 | PA      | $6047.17      | 0.00%             | 2028-08-02      | Floating      | 8.02%                 | No            |                  3 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 4.625 11/02/31                                                                                   | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    539000 | PA      | $478044.49    | 0.05%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 05/31/29 M                                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  60970000 | PA      | $3394556.37   | 0.36%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.6 04/01/34                                                                                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $541258.62    | 0.06%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 5.6 01/15/35                                                                                      | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1964000 | PA      | $1993165.40   | 0.21%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.576 07/23/36                                                                                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1225374.62   | 0.13%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                                    | UVN 8 08/15/28 144A                                                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1588462.48   | 0.17%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                                          | INDON 5.1 02/10/54                                                                                      | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    182000 | PA      | $165165.00    | 0.02%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Peru (Republic Of)                                                                               | PERU 5.875 08/08/54                                                                                     | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    833000 | PA      | $802179.00    | 0.09%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.875 12/15/30 144A                                                                                 | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    885000 | PA      | $906813.48    | 0.10%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                  | CVS V6.75 12/10/54                                                                                      | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1037856.58   | 0.11%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                                     | TRIVIU 12.25 01/15/31 144A                                                                              | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $573835.77    | 0.06%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2022-2                                                       | STAR 2021-5 A2                                                                                          | CUSIP: 85573QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790225 | PA      | $1547497.64   | 0.17%             | 2066-09-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Dubai (Government Of)                                                                            | DUGB 3.9 09/09/50 EMTN                                                                                  | CUSIP: 000000000<br>LEI: 549300IY6A4IPIRLLX57 | Long             | DBT              | NUSS              | AE        |    480000 | PA      | $329616.00    | 0.04%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                                                       | POTOMAC ENERGY CENTER                                                                                   | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    717592 | PA      | $717591.88    | 0.08%             | 2032-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2024-5A B                                                                                          | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1784955 | PA      | $1786949.97   | 0.19%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2016-1                                                                 | TPMT 2019-2 A2                                                                                          | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2628000 | PA      | $2376772.66   | 0.25%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                             | GTLS 7.5 01/01/30 144A                                                                                  | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10389.07     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nourish Buyer I, Inc.                                                                            | Actus Nutrition (fka Milk Specialties) Term Loan B 400 2032-07-01                                       | CUSIP: 66979CAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215000 | PA      | $215135.45    | 0.02%             | 2032-07-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.75 07/01/34 144A                                                                                   | CUSIP: 03690AAN6<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103470.33    | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 7.3 11/13/54 144A                                                                                | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    603000 | PA      | $654255.00    | 0.07%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2017-1                                                             | MCMLT 2017-1 M2                                                                                         | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134165 | PA      | $133131.77    | 0.01%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Snacking Investments Bidco Pty Limited                                                           | SNACKING INVESTMENTS US                                                                                 | CUSIP: 000000000<br>LEI: 549300W8K88D3SM86Y18 | Long             | LON              | CORP              | US        |    205000 | PA      | $204913.90    | 0.02%             | 2032-10-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                                  | RAND PARENT LLC                                                                                         | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    441646 | PA      | $440572.53    | 0.05%             | 2030-03-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 6.875 04/15/32 144A                                                                                 | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1169490.53   | 0.12%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                                                | FINANCIERE MENDEL SASU                                                                                  | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |    177750 | PA      | $178916.04    | 0.02%             | 2030-11-08      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 5.375 03/22/33                                                                                      | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1081000 | PA      | $1056137.00   | 0.11%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                                        | HASI 6.375 07/01/34                                                                                     | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1767626.70   | 0.19%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM2                                                                     | ADMT 2025-NQM2 A1                                                                                       | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-O            | CORP              | US        |    933976 | PA      | $939256.90    | 0.10%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Vista Management Holding Inc.                                                                    | VistaJet Term Loan B 375 2031-03-17                                                                     | CUSIP: 92842EAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    168287 | PA      | $166289.33    | 0.02%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-RPL4 TRUST                                                                             | CSMC 2020-RPL4 A1                                                                                       | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1438661 | PA      | $1296978.09   | 0.14%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| RIDE TRUST 2025-SHRE                                                                             | RIDE 2025-SHRE B                                                                                        | CUSIP: 765692AC2<br>LEI: 5493000HCHF3YP6AGZ15 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1525842.45   | 0.16%             | 2047-02-14      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                                                   | HAMILTON PROJECTS ACQUIROR LLC                                                                          | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    493512 | PA      | $493951.48    | 0.05%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.95 03/15/37 REGS                                                                               | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1743000 | PA      | $1772589.69   | 0.19%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 5.95 01/28/31                                                                                     | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    330000 | PA      | $315628.50    | 0.03%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                                     | APO V6 12/15/54                                                                                         | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1814255.23   | 0.19%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                               | UA 7.25 07/15/30 144A                                                                                   | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    645000 | PA      | $651579.35    | 0.07%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.95 03/15/37 144A                                                                               | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    892000 | PA      | $907142.86    | 0.10%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Boeing Co.                                                                                       | BA 5.93 05/01/60                                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1300648.38   | 0.14%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Texas Capital Bancshares, Inc.                                                                   | TCBI V5.301 02/27/32                                                                                    | CUSIP: 88224QAC1<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    495000 | PA      | $488047.75    | 0.05%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2017-2                                                       | NRZT 2017-2A A3                                                                                         | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    966650 | PA      | $936924.32    | 0.10%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Bayport Polymers LLC                                                                             | BRLS 5.14 04/14/32 144A                                                                                 | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1444945.18   | 0.15%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                                          | MRP 6.25 09/15/32 144A                                                                                  | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $726389.77    | 0.08%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                                                 | HACLN 2024-1 B1                                                                                         | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    437757 | PA      | $443962.75    | 0.05%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts 2020-1 Llc                                                                      | WESTR 2024-1A A                                                                                         | CUSIP: 96034KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    658563 | PA      | $666410.60    | 0.07%             | 2038-01-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V6.5 03/15/54                                                                                       | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    610000 | PA      | $624852.28    | 0.07%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings LLC                                                                             | Amentum (AECOM management business) Term Loan B 225 2031-07-22                                          | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    869531 | PA      | $868809.53    | 0.09%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Incorporated                                                             | AIMEGR 7.375 10/01/32 144A                                                                              | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    630000 | PA      | $654217.20    | 0.07%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2II                                                                                     | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1817000 | PA      | $1832785.01   | 0.20%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL 7.95 06/15/33 144A                                                                               | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    907000 | PA      | $972706.54    | 0.10%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-2                                                                     | ARRW 2019-2 A1                                                                                          | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115344 | PA      | $112229.44    | 0.01%             | 2049-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                          | SON 5 09/01/34                                                                                          | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    980000 | PA      | $958603.91    | 0.10%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL2922                                                                                               | CUSIP: 31427QG89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4574641 | PA      | $4605791.97   | 0.49%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.125 09/18/34 10Y                                                                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    544000 | PA      | $545088.00    | 0.06%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                                            | DIRECTV Term Loan B 525 2029-08-01                                                                      | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    793361 | PA      | $794479.30    | 0.08%             | 2029-08-02      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                                       | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1686367.73   | 0.18%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                                         | DISH 11.75 11/15/27 144A                                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    875000 | PA      | $901464.38    | 0.10%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 9.625 06/09/31 144A                                                                              | CUSIP: 65412AFC1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    263000 | PA      | $287787.75    | 0.03%             | 2031-06-09      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.7 02/16/32                                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1043000 | PA      | $1020836.25   | 0.11%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MVW 2024-1 LLC                                                                                   | MVWOT 2024-1A A                                                                                         | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763111 | PA      | $770478.22    | 0.08%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 8.5 01/31/47 144A                                                                                 | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1654000 | PA      | $1425543.40   | 0.15%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                                            | ECL Entertainment Term Loan B 300 2030-08-01                                                            | CUSIP: 26826TAM5<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    510231 | PA      | $506404.53    | 0.05%             | 2030-08-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 5.875 03/15/34 144A                                                                              | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    750000 | PA      | $723141.83    | 0.08%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST                                                            | ODART 2022-1A C                                                                                         | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1220000 | PA      | $1221873.68   | 0.13%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC SERIES 2018-1                                                   | PLNT 2024-1A A2I                                                                                        | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1713900 | PA      | $1724867.76   | 0.18%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RESOURCE OPERATING PARTNERS LP / ALLIANCE RESOURCE FINANCE CORP                         | ARLP 8.625 06/15/29 144A                                                                                | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1168603.88   | 0.12%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                                       | Genmab A/S Term Loan B 300 2032-11-05                                                                   | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | US        |    200000 | PA      | $200562.00    | 0.02%             | 2032-12-10      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                                  | SBGI 8.125 02/15/33 144A                                                                                | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1163966.93   | 0.12%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                        | FMBT 2024-FBLU A                                                                                        | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1099656.25   | 0.12%             | 2039-12-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                                              | ROCSOF 9 11/28/28 144A                                                                                  | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1747371.94   | 0.19%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                                | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |   1338000 | PA      | $1341345.00   | 0.14%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company, Inc.                                                                  | ACHC 5.5 07/01/28 144A                                                                                  | CUSIP: 00404AAN9<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1210888.67   | 0.13%             | 2028-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                                           | LITE 1.5 12/15/29                                                                                       | CUSIP: 55024UAH2<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     49000 | PA      | $495592.27    | 0.05%             | 2029-12-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.1 05/07/41                                                                                      | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    539000 | PA      | $407484.00    | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 01/03/30 144A                                                                                   | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     22565 | PA      | $18982.40     | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 7.125 01/17/33 144A                                                                              | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    501000 | PA      | $524486.88    | 0.06%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Coronado Finance Pty Limited                                                                     | CRNAU 9.25 10/01/29 144A                                                                                | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   1305000 | PA      | $1177306.59   | 0.13%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lebanese Republic                                                                                | LEBAN 7 03/23/32 15YR                                                                                   | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1029000 | PA      | $244387.50    | 0.03%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings Llc                                                                         | GRA 5.625 08/15/29 144A                                                                                 | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1597552.65   | 0.17%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                                 | WAND NEWCO 3 INC                                                                                        | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    493895 | PA      | $489267.63    | 0.05%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                                        | SOBOCN 5.584 10/01/34                                                                                   | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521409.02    | 0.06%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 7.875 02/26/34 144A                                                                              | CUSIP: 491798AR5<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    646000 | PA      | $586955.60    | 0.06%             | 2034-02-26      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 3.75 01/21/55 144A                                                                                  | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1600000 | PA      | $1078000.00   | 0.12%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA LLC                                                                             | ASHWOO 4.625 04/01/30 144A                                                                              | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1178724.85   | 0.13%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.342 10/18/33                                                                                      | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    710000 | PA      | $759681.41    | 0.08%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Oak-Eagle AcquireCo Inc.                                                                         | EA 8.75 07/01/34 144A                                                                                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    265000 | PA      | $277426.29    | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Ltd.                                                                    | RIG 8.75 02/15/30 144A                                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    280000 | PA      | $292071.64    | 0.03%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.35 03/15/33 144A                                                                               | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    179823 | PA      | $149567.91    | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                                           | Radiology Partners Term Loan B 450 2032-06-18                                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    541701 | PA      | $532703.78    | 0.06%             | 2032-06-30      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 8 11/14/35                                                                                        | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3097000 | PA      | $3242713.85   | 0.35%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                                                    | WHTCAP 7.375 11/15/30 144A                                                                              | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320097.62    | 0.03%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6.338 05/04/53                                                                                      | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1210000 | PA      | $1126957.70   | 0.12%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM3                                                                     | ADMT 2023-NQM3 A1                                                                                       | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271534 | PA      | $1275856.37   | 0.14%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                                        | Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) First-lien Term Loan 400 2027-08-03 | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    835561 | PA      | $809800.87    | 0.09%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Prime Healthcare Services Inc                                                                    | PRIHEA 9.375 09/01/29 144A                                                                              | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1161440.00   | 0.12%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                                     | Acrisure Term Loan B 300 2030-11-01                                                                     | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    595230 | PA      | $575735.99    | 0.06%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ETHIOPIA, REPUBLIC OF                                                                            | ETHOPI 6.625 12/11/24 144A                                                                              | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |    260000 | PA      | $265200.00    | 0.03%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.125 07/31/34 144A                                                                                 | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98354.24     | 0.01%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4 PERP H                                                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    849000 | PA      | $785356.57    | 0.08%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 2.125 09/22/31 REGS                                                                              | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    315000 | PA      | $266805.00    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/29 REGS                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     98070 | PA      | $68649.09     | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1378                                                                                               | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1282980 | PA      | $1215194.37   | 0.13%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                                           | TK Elevator (fka Thyssenkrupp Elevator) Term Loan B (Incremental) 275 2030-04-01                        | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |    330000 | PA      | $330343.20    | 0.04%             | 2030-04-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                                             | Grifols Worldwide Term Loan B 200 2027-10-26                                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    865000 | PA      | $863676.55    | 0.09%             | 2027-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.5 01/31/34                                                                                      | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    365000 | PA      | $329230.00    | 0.04%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC                                                  | SRFC 2023-2A B                                                                                          | CUSIP: 82650BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    211080 | PA      | $215644.88    | 0.02%             | 2040-04-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2024-NQM6                                                                     | ADMT 2024-NQM6 A1                                                                                       | CUSIP: 00249YAC0<br>LEI: 984500ZC5CFCDPFA8942 | Long             | ABS-O            | CORP              | US        |   1142950 | PA      | $1147328.65   | 0.12%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                           | COLOM 7.75 11/07/36                                                                                     | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    768000 | PA      | $785702.40    | 0.08%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Achv ABS Trust 2024-1PL                                                                          | ACHV 2024-1PL A                                                                                         | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110288 | PA      | $110627.90    | 0.01%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | COOPR 2025-CES3 A1A                                                                                     | CUSIP: 216926AA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1597272 | PA      | $1585084.35   | 0.17%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                                              | Gray Television Term Loan D (Incremental) 300 2028-10-17                                                | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    369363 | PA      | $369108.32    | 0.04%             | 2028-12-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/30 144A                                                                                  | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4464 | PA      | $2607.11      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                                                  | STAR PARENT INC                                                                                         | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    549396 | PA      | $542627.38    | 0.06%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                               | NWL 6.625 09/15/29                                                                                      | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1300144.01   | 0.14%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 4.5 02/01/36 REGS                                                                                | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     62015 | PA      | $31689.63     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                                                | Ineos Group Term Loan B 325 2030-02-01                                                                  | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    839528 | PA      | $728987.15    | 0.08%             | 2030-02-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ascot Group Limited                                                                              | ASCOTG 4.25 12/15/30 144A                                                                               | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   1020000 | PA      | $948737.91    | 0.10%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Modivcare                                                                                        | Modivcare                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $37950.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Southern Veterinary Partners LLC                                                                 | Mission Pet (fka Southern Veterinary Partners) Term Loan B 250 2031-12-01                               | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    900078 | PA      | $891283.88    | 0.10%             | 2031-12-04      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Sri Lanka (Democratic Socialist Republic of)                                                     | SRILAN 3.6 06/15/35 144A                                                                                | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1388422 | PA      | $1051729.67   | 0.11%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| MSSG Trust 2017-237P                                                                             | MSSG 2017-237P A                                                                                        | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2411000 | PA      | $2303541.01   | 0.25%             | 2039-09-13      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DTV 5.875 08/15/27 144A                                                                                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332000 | PA      | $331650.14    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Flex Intermediate Holdco LLC                                                                     | FLEXIH 3.363 06/30/31 144A                                                                              | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1957646.25   | 0.21%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES4                                                                                   | EFMT 2025-CES4 A1                                                                                       | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |   1378938 | PA      | $1381037.10   | 0.15%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 3.5 02/12/34                                                                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    384000 | PA      | $326926.08    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                 | CYH 5.25 05/15/30 144A                                                                                  | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    680000 | PA      | $640887.99    | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bulgaria (Republic Of)                                                                           | BGARIA 5 03/05/37 13Y                                                                                   | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    232000 | PA      | $223436.88    | 0.02%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.375 07/15/31 144A                                                                                 | CUSIP: 86765KAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74397.46     | 0.01%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                            | DTV 8.875 02/01/30 144A                                                                                 | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870000 | PA      | $865945.71    | 0.09%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL2                                                                                   | PRET 2026-NPL2 A1                                                                                       | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615614 | PA      | $610768.46    | 0.07%             | 2056-02-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOMES 2023-NQM2 TRUST                                                                            | HOMES 2023-NQM2 A1                                                                                      | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266913 | PA      | $266386.24    | 0.03%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management Funds                                                         | Dreyfus Government Cash Management Funds SH BEN INT                                                     | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |   7682694 | NS      | $7682693.77   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Asp Unifrax Holdings Inc                                                                         | FRAX 5.25 09/30/28 144A                                                                                 | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $55575.00     | 0.01%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Melco Resorts Finance Limited                                                                    | MPEL 5.375 12/04/29 144A                                                                                | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $651950.00    | 0.07%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-4                                                                 | TPMT 2017-4 A2                                                                                          | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $811016.54    | 0.09%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust 2019-A                                                                        | AQFIT 2019-A C                                                                                          | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342511 | PA      | $335230.62    | 0.04%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP/DRAWBRIDGE SPECIAL OPPORTUNITIES FINANCE CORP           | DRAWBR 5.95 09/17/30 144A                                                                               | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1323996.22   | 0.14%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Telesat Canada /Telesat LLC                                                                      | TELSAT 6.5 10/15/27 144A                                                                                | CUSIP: 87952VAM8<br>LEI: 5493004V5GLBY6SO5Y34 | Long             | DBT              | CORP              | CA        |    365000 | PA      | $169484.56    | 0.02%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-6                                                                 | TPMT 2018-6 A2                                                                                          | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1775608.26   | 0.19%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Limited                                                                       | ESKOM 8.45 08/10/28 144A                                                                                | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    595000 | PA      | $623928.90    | 0.07%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc.                                                                             | LANNETT CO INC                                                                                          | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |     21322 | PA      | $17018.85     | 0.00%             | 2030-06-16      | Floating      | 2.00%                 | No            |                  3 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                                     | Aspire Bakeries (Aryzta) Term Loan B 300 2030-12-01                                                     | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    777150 | PA      | $777150.00    | 0.08%             | 2030-12-23      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                | PNC V5.423 01/25/41                                                                                     | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489824.28    | 0.05%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                         | AXP V5.625 07/28/34                                                                                     | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1762866.23   | 0.19%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                                                               | Agiliti (Universal Hospital Services) Term Loan B 300 2030-04-22                                        | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    425828 | PA      | $413053.28    | 0.04%             | 2030-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                                             | DYNAMO US BIDCO INC                                                                                     | CUSIP: 26806DAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    157609 | PA      | $136922.81    | 0.01%             | 2031-09-30      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                                              | CPGX 6.036 11/15/33 144A                                                                                | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1338154.89   | 0.14%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                                           | TK Elevator (fka Thyssenkrupp Elevator) Term Loan B 300 2030-04-01                                      | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |    669553 | PA      | $670624.59    | 0.07%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| El Salvador (Republic of)                                                                        | ELSALV 7.625 02/01/41 REGS                                                                              | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    785000 | PA      | $744180.00    | 0.08%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS ESCROW LLC                                                                            | FGP 5.875 04/01/29 144A                                                                                 | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1300156.87   | 0.14%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                               | HBAN V6.141 11/18/39                                                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1013415.48   | 0.11%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                                         | ICLR 6 05/08/34                                                                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1695000 | PA      | $1717034.68   | 0.18%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                                       | AMNPHA 6.875 08/01/32 144A                                                                              | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51472.40     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 6.75 10/01/35 144A                                                                                  | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    520000 | PA      | $528274.24    | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                                          | UKG Term Loan B 350 2031-01-20                                                                          | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    635512 | PA      | $606361.28    | 0.06%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| South Field Energy LLC                                                                           | South Field Term Loan B 300 2031-08-01                                                                  | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    195109 | PA      | $195231.47    | 0.02%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4 PERP I                                                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    535000 | PA      | $531360.40    | 0.06%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.75 11/15/65                                                                                      | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1369985.47   | 0.15%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast                                                                              | Klockner Pentaplast                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102798 | NS      | $121918.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                                                                       | LIBMUT V4.125 12/15/51 144A                                                                             | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1992888.79   | 0.21%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vistajet Malta Finance Plc/Vista Management Holding Inc.                                         | VSTJET 9.5 06/01/28 144A                                                                                | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |   1645000 | PA      | $1607078.31   | 0.17%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS7751                                                                                               | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4948249 | PA      | $4679240.84   | 0.50%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 5.8 01/15/36                                                                                        | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |    536360 | PA      | $552064.20    | 0.06%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                                             | DEL MONTE FOODS CORP II INC                                                                             | CUSIP: 24521WAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    102126 | PA      | $79658.43     | 0.01%             | 2026-04-02      | Floating      | 13.28%                | No            |                  3 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.625 02/17/45 31Y                                                                               | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    953000 | PA      | $807667.50    | 0.09%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 3.6 01/15/72                                                                                       | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    831000 | PA      | $513425.04    | 0.05%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V7 06/01/54 B                                                                                         | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    630000 | PA      | $666344.70    | 0.07%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Omnia Partners, LLC                                                                              | OMNIA Partners Term Loan B 275 2030-07-01                                                               | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    727484 | PA      | $726123.66    | 0.08%             | 2032-12-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.25 08/15/54                                                                                         | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $904581.25    | 0.10%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                        | APODS 6.9 04/13/29                                                                                      | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    715000 | PA      | $731581.99    | 0.08%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER V6.95 03/10/55                                                                                      | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    577000 | PA      | $590546.24    | 0.06%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 7.625 05/15/34 10Y                                                                               | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2359000 | PA      | $2392026.00   | 0.26%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 07/31/30                                                                                        | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4320000 | PA      | $4312743.74   | 0.46%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Maxam Prill S.a r.l.                                                                             | MXPRLL 7.75 07/15/30 144A                                                                               | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   1095000 | PA      | $1112917.49   | 0.12%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                        | JMIKE 2026-1A A2I                                                                                       | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    910000 | PA      | $897537.28    | 0.10%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                                              | APPLIED SYSTEMS INC                                                                                     | CUSIP: 000000000<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |    802529 | PA      | $786028.53    | 0.08%             | 2031-02-24      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| West Marine / Rising Tide - Common Stock                                                         | West Marine / Rising Tide - Common Stock                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       650 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.948 01/19/38                                                                                      | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    352000 | PA      | $360592.80    | 0.04%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-1A A                                                                                         | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1481853.75   | 0.16%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Kazakhstan (Republic Of)                                                                         | KAZAKS 4.412 10/28/30 144A                                                                              | CUSIP: 486661BQ3<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    464000 | PA      | $454214.24    | 0.05%             | 2030-10-28      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Trust 2016-2                                                                      | CHASE 2016-SH2 M4                                                                                       | CUSIP: 16164AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1298529 | PA      | $1198057.91   | 0.13%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                              | CITADL 5.15 02/14/31 144A                                                                               | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146469.90    | 0.02%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V6.066 01/19/35 144A                                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1316615.99   | 0.14%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.375 02/12/35 10Y                                                                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1688000 | PA      | $1715852.00   | 0.18%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                            | FN MA4785                                                                                               | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1468797 | PA      | $1456393.49   | 0.16%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ghana (Republic of)                                                                              | GHANA 0 07/03/26 REGS                                                                                   | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      1920 | PA      | $1886.40      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                                              | US LBM Term Loan B (Incremental) 375 2031-05-16                                                         | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    558579 | PA      | $445399.47    | 0.05%             | 2031-06-06      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 5.875 01/30/29 144A                                                                              | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1632000 | PA      | $1640453.76   | 0.18%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                                 | GEL 6.75 03/15/34                                                                                       | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    205000 | PA      | $204031.50    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.95 11/19/54 144A                                                                                 | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    599000 | PA      | $591961.75    | 0.06%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Finbe USA Trust 2025-1                                                                           | FINBE 2025-1A B                                                                                         | CUSIP: 317967AB3<br>LEI: 4469000001BR51E83192 | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2021096.21   | 0.22%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET V6.5 PERP H                                                                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $658675.61    | 0.07%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL3344                                                                                               | CUSIP: 31427QWE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4397655 | PA      | $4340430.00   | 0.46%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                        | KSA 4.875 01/12/36 144A                                                                                 | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2279000 | PA      | $2208920.75   | 0.24%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6 05/25/34 144A                                                                                  | CUSIP: 77586RAP5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    257000 | PA      | $249130.66    | 0.03%             | 2034-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT DEVELOPMENT LTD                                                         | POSWDL 7.875 02/19/40 REGS                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    298667 | PA      | $297044.91    | 0.03%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mozambique (Republic of)                                                                         | MOZAM 9 09/15/31 144A                                                                                   | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |    299000 | PA      | $224133.39    | 0.02%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2022-NQM3                                                           | IMPRL 2022-NQM3 A1                                                                                      | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1222592 | PA      | $1218448.45   | 0.13%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                 | CYH 4.75 02/15/31 144A                                                                                  | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1392104.89   | 0.15%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Azerbaijan (Republic of)                                                                         | AZERBJ 3.5 09/01/32 REGS                                                                                | CUSIP: 000000000<br>LEI: 7890009G02BUL1M3LS88 | Long             | DBT              | NUSS              | AZ        |    388000 | PA      | $355454.09    | 0.04%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VCAT 2026-NPL2                                                                                   | VCAT 2026-NPL2 A1                                                                                       | CUSIP: 921968AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1823449 | PA      | $1815237.08   | 0.19%             | 2056-02-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 9.125 07/13/30                                                                                   | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1463000 | PA      | $1597230.25   | 0.17%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Kenya (Republic of)                                                                              | KENINT 9.5 03/05/36 144A                                                                                | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    707000 | PA      | $688123.10    | 0.07%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL V7.95 10/15/54 144A                                                                              | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317744.43    | 0.03%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc                                                                              | DXP Enterprises Term Loan B 325 2030-10-01                                                              | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    179100 | PA      | $179809.24    | 0.02%             | 2030-10-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST 2019-2                                                         | BHLD 2019-2 A1                                                                                          | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69748 | PA      | $68572.89     | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | SWK V6.707 03/15/60                                                                                     | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1206142.00   | 0.13%             | 2060-03-15      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Argentina (Republic Of)                                                                          | ARGENT 4.125 07/09/46                                                                                   | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   2439500 | PA      | $1674716.75   | 0.18%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                                             | Westinghouse Electric Co Term Loan B 275 2031-01-03                                                     | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    572732 | PA      | $571477.57    | 0.06%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                                       | Hanger Inc Term Loan B 350 2031-10-06                                                                   | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    726185 | PA      | $727455.38    | 0.08%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                                     | IT 3.75 10/01/30 144A                                                                                   | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1750379.67   | 0.19%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                                              | CHDN 6.75 05/01/31 144A                                                                                 | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    515000 | PA      | $524682.52    | 0.06%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8382                                                                                               | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5958185 | PA      | $5891360.38   | 0.63%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                                           | ASCRES 6.625 07/15/33 144A                                                                              | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |    840000 | PA      | $854424.48    | 0.09%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2024-INV1                                                                         | PMTLT 2024-INV1 A2                                                                                      | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145060 | PA      | $1158657.39   | 0.12%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Adani Ports And Special Economic Zone Ltd.                                                       | ADSEZ 4.375 07/03/29 144A                                                                               | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $668500.00    | 0.07%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                        | AES V7.6 01/15/55                                                                                       | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    660000 | PA      | $654665.95    | 0.07%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Capital Farm Credit ACA                                                                          | CFCFCS V8.393 PERP 1                                                                                    | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    525000 | PA      | $519750.00    | 0.06%             | N/A             | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-1                                                                       | DTAOT 2023-1A D                                                                                         | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777000 | PA      | $786842.41    | 0.08%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.875 03/15/34 144A                                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365912.94    | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                                                                               | DOMREP 6.6 06/01/36 144a                                                                                | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    627000 | PA      | $628724.25    | 0.07%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SEASONED MORTGAGE TRUST 2024-1                                                         | JPSMT 2024-1 A4                                                                                         | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1121676 | PA      | $1096692.16   | 0.12%             | 2063-01-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2018-RP1                                                           | CMLTI 2018-RP1 A1                                                                                       | CUSIP: 17326QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    261440 | PA      | $258041.67    | 0.03%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                                       | DTAOT 2023-3A C                                                                                         | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430556 | PA      | $433751.55    | 0.05%             | 2029-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                 | DB V5.403 09/11/35                                                                                      | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1253582.82   | 0.13%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6 09/26/35 144A                                                                                  | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    897000 | PA      | $909270.96    | 0.10%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Home Company Inc                                                                             | NWHM 8.5 11/01/30 144A                                                                                  | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112449.45    | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2                                                     | WLAKE 2024-2A B                                                                                         | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1871538.51   | 0.20%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 11/15/32 144A                                                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65056.88     | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2016-4                                                                 | TPMT 2016-4 B1                                                                                          | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $471201.60    | 0.05%             | 2056-07-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| MARINER FINANCE ISSUANCE TRUST 2025-A                                                            | MFIT 2025-AA A                                                                                          | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070000 | PA      | $2085404.11   | 0.22%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fs Luxembourg SARL                                                                               | FSBIOE 8.625 06/25/33 144A                                                                              | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    325000 | PA      | $320336.25    | 0.03%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6857                                                                                               | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2030710 | PA      | $1966498.30   | 0.21%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-4                                                                  | JPMMT 2017-4 A13                                                                                        | CUSIP: 46648UAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2062415 | PA      | $1879190.53   | 0.20%             | 2048-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                                              | IVC Evidensia (Independent Vetcare) Term Loan B 375 2028-12-01                                          | CUSIP: 000000000<br>LEI: 5493000Y4FS5LU4IPV32 | Long             | LON              | CORP              | US        |    340655 | PA      | $338525.81    | 0.04%             | 2028-12-12      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2                                                    | NRZT 2022-NQM2 A1                                                                                       | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1297143 | PA      | $1223957.72   | 0.13%             | 2062-03-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                                   | ATWALD 5.25 01/15/33                                                                                    | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1738405.59   | 0.19%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 7 03/15/33 144A                                                                                     | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1090168.13   | 0.12%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                                                 | TPMT 2019-4 A2                                                                                          | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1627148.02   | 0.17%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                                      | Allied Universal Term Loan B 325 2032-07-29                                                             | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    781075 | PA      | $780645.41    | 0.08%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ukraine (Republic of)                                                                            | UKRAIN 0 02/01/34 REGS                                                                                  | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    113339 | PA      | $48282.41     | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MFA TRUST 2022-INV2                                                                              | MFRA 2022-INV2 A1                                                                                       | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2020375 | PA      | $2014771.97   | 0.22%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Treehouse Foods Inc                                                                              | TreeHouse Foods Term Loan B 425 2033-01-19                                                              | CUSIP: 89468XAX3<br>LEI: 5493007M7EVHE470Q576 | Long             | LON              | CORP              | US        |    500000 | PA      | $497085.00    | 0.05%             | 2033-02-04      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.1 11/19/36 144A                                                                                  | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   1280000 | PA      | $1311526.40   | 0.14%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL1 TRUST                                                                             | PRET 2024-RPL1 A1                                                                                       | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1292710 | PA      | $1233521.85   | 0.13%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                             | TRFIG 2024-1A A2                                                                                        | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   1400000 | PA      | $1402051.00   | 0.15%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                  | ENELIM 7.5 10/14/32 144A                                                                                | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    585000 | PA      | $658697.01    | 0.07%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Egypt (Arab Republic of)                                                                         | EGYPT 8.625 02/04/30 144A                                                                               | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    243000 | PA      | $250992.27    | 0.03%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                  | CDS CDX.NA.HY.46.V1                                                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $436529.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R                                                   | NRZT 2021-NQ2R A1                                                                                       | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257351 | PA      | $247402.05    | 0.03%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                                                                      | Epicor Term Loan B 325 2031-05-14                                                                       | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |    473797 | PA      | $464203.07    | 0.05%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Centerfield Media Parent Inc                                                                     | Millennium Escrow Corp                                                                                  | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1827816.44   | 0.20%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 6.7 01/26/36                                                                                     | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    326000 | PA      | $343939.78    | 0.04%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.9 11/09/52                                                                                       | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    640000 | PA      | $604242.31    | 0.06%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 6.25 05/22/36                                                                                    | CUSIP: 105756CQ1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    780000 | PA      | $765589.50    | 0.08%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018-6                                                                 | TPMT 2018-6 A1A                                                                                         | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8278 | PA      | $8242.20      | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Opportunities Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer