# EDGAR Filing Document

**Accession Number:** 0001005020
**File Stem:** 0000940400-25-009435
**Filing Date:** 2025-11
**Character Count:** 375085
**Document Hash:** 87eee1dfdba38b6ed81576e702588c98
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-009435.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0000940400-25-009435

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**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:** 251512160

**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:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $856176402.60

**Total Liabilities:** $16822498.72

**Net Assets:** $839353903.88

**Delayed Delivery Securities:** $384818.10

**Cash Not Reported:** $5948438.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -11397.25903000 | **10-Year:** -68951.25592000 | **30-Year:** -141731.98340000

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

- **3-Month:** 0.00000000 | **1-Year:** -352.84369420 | **5-Year:** -30201.62924000 | **10-Year:** -46322.65731000 | **30-Year:** -31332.76238000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000081781 | 0.48%                | 1.14%                | 0.89%                |
| Class ID C000049917 | 0.40%                | 1.04%                | 0.80%                |
| Class ID C000049915 | 0.35%                | 1.22%                | 0.87%                |
| Class ID C000148855 | 0.38%                | 1.25%                | 0.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $605257.49               | $-1124525.88                               |
| Month 2  | $-2718420.24             | $8314517.77                                |
| Month 3  | $112004.88               | $3341770.84                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mercury Financial Credit Card                                               | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430000 | PA      | $1441202.33   | 0.17%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                         | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1227132.09   | 0.15%             | 2034-10-19      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INDICOR LLC                                                                 | ROPER INDUSTRIAL PRODUCT                                                        | CUSIP: 77669LAK9<br>LEI: 254900RXO1EICEHOLG29 | Long             | LON              | CORP              | US        |    693705 | PA      | $694287.97    | 0.08%             | 2029-11-22      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2023-CES1                                                   | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553812 | PA      | $557403.11    | 0.07%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                           | Newell Brands Inc                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1339605.72   | 0.16%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                    | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1064000 | PA      | $1080492.00   | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                       | Guatemala Government Bond                                                       | CUSIP: 401494BB4<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |   1121000 | PA      | $1174527.75   | 0.14%             | 2055-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                         | Reach Abs Trust 2024-1                                                          | CUSIP: 75526PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1560000 | PA      | $1574966.64   | 0.19%             | 2031-02-18      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DQS31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249538 | PA      | $252580.20    | 0.03%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    496000 | PA      | $521420.00    | 0.06%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                                            | Teine Energy Ltd                                                                | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $408299.37    | 0.05%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                 | PRKCM 2022-AFC1 Trust                                                           | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850191 | PA      | $1840403.54   | 0.22%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                                              | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1659424.28   | 0.20%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | PA      | $883753.13    | 0.11%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3041306 | PA      | $3119138.83   | 0.37%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                              | BHG Securitization Trust 2024-1CON                                              | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465350 | PA      | $477699.71    | 0.06%             | 2035-04-17      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Secur                                              | Bridgecrest Lending Auto Securitization Trust 2025-1                            | CUSIP: 10806HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1675000 | PA      | $1684119.04   | 0.20%             | 2029-12-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2023-3                                      | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $941340.14    | 0.11%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                                              | Arivo Acceptance Auto Loan Receivables Trust 2025-1                             | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1791683.85   | 0.21%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                          | FS Luxembourg Sarl                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $209480.00    | 0.02%             | 2031-02-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                                                    | Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl             | CUSIP: 42329HAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $445676.51    | 0.05%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                                     | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   1280000 | PA      | $1266584.61   | 0.15%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Chase Mortgage Finance Corpora                                              | Chase Home Lending Mortgage Trust 2024-RPL4                                     | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2053014 | PA      | $1858051.28   | 0.22%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                    | FHF Issuer Trust 2024-1                                                         | CUSIP: 31568AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1111033.44   | 0.13%             | 2030-03-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1971000 | PA      | $1032804.00   | 0.12%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                    | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1539778.06   | 0.18%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                           | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |   1029000 | PA      | $227409.00    | 0.03%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Omnia Partners, LLC                                                         | OMNIA PARTNERS LLC                                                              | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    731140 | PA      | $731022.78    | 0.09%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts                                                            | Westgate Resorts 2024-1 LLC                                                     | CUSIP: 96034KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    792159 | PA      | $804369.65    | 0.10%             | 2038-01-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                    | Service Properties Trust                                                        | CUSIP: 44106MAW2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453283.61    | 0.05%             | 2027-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1075000 | PA      | $1087631.25   | 0.13%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                             | DAE Funding LLC                                                                 | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1033568.80   | 0.12%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                           | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1185000 | PA      | $1246474.29   | 0.15%             | 2034-06-01      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                                    | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp              | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1590633.25   | 0.19%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |    710615 | PA      | $705590.71    | 0.08%             | 2028-01-18      | Floating      | 8.65%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                                              | COOPR Residential Mortgage Trust 2025-CES2                                      | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1546536 | PA      | $1561280.56   | 0.19%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                     | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1322610.66   | 0.16%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                           | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    333000 | PA      | $266296.77    | 0.03%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                     | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585337.49    | 0.07%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| TASEKO MINES LTD                                                            | Taseko Mines Ltd                                                                | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    515000 | PA      | $545459.14    | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1832000 | PA      | $1903906.00   | 0.23%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                         | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    534000 | PA      | $430703.04    | 0.05%             | 2031-06-10      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                              | BBCMS Trust 2018-CBM                                                            | CUSIP: 05549RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2296000 | PA      | $2241118.48   | 0.27%             | 2037-07-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ENDO FINANCE HOLDINGS                                                       | Endo Finance Holdings Inc                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1614667.85   | 0.19%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                    | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1640147.43   | 0.20%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    762000 | PA      | $757428.00    | 0.09%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                    | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $481679.72    | 0.06%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                            | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1260000 | PA      | $1284827.80   | 0.15%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                                                         | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    820000 | PA      | $825365.84    | 0.10%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Agiliti Health Inc                                                          | AGILITI HEALTH INC                                                              | CUSIP: 00847YAE2<br>LEI: 25490002CCQ55NKGNB14 | Long             | LON              | CORP              | US        |    688012 | PA      | $657911.34    | 0.08%             | 2030-05-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORPORATION                                                       | CMG Media Corp                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2038892.40   | 0.24%             | 2029-06-18      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1057839 | PA      | $1027844.96   | 0.12%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                    | Altice France Holding SA                                                        | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    660000 | PA      | $234096.51    | 0.03%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 31427MAV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8880732 | PA      | $8957248.20   | 1.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1268836 | PA      | $612213.19    | 0.07%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                                                        | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    378262 | PA      | $380153.78    | 0.05%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CMG Media Corporation (f/k/a Terrier Media Buyer Inc)                       | CMG MEDIA CORP                                                                  | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    810702 | PA      | $773660.64    | 0.09%             | 2029-06-18      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   1784000 | PA      | $1796844.80   | 0.21%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Capita                                              | MSSG Trust 2017-237P                                                            | CUSIP: 55375KAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2411000 | PA      | $2301746.26   | 0.27%             | 2039-09-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    903000 | PA      | $917515.73    | 0.11%             | 2035-06-15      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                         | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1219824.12   | 0.15%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                                   | ALA Trust 2025-OANA                                                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2211000.00   | 0.26%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    345000 | PA      | $359455.89    | 0.04%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                  | HANGER INC                                                                      | CUSIP: 41043BAH1<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |    731686 | PA      | $732783.49    | 0.09%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                    | OCP SA                                                                          | CUSIP: 67091TAB1<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    605000 | PA      | $631644.20    | 0.08%             | 2044-04-25      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                                                        | WR Grace Holdings LLC                                                           | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $963889.22    | 0.11%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10155000 | PA      | $9982047.66   | 1.19%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CORONADO FINANCE PTY LTD                                                    | Coronado Finance Pty Ltd                                                        | CUSIP: 21979LAB2<br>LEI: 549300NS5FS0W548RE27 | Long             | DBT              | CORP              | AU        |   1305000 | PA      | $1148838.35   | 0.14%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF CHILE                                                           | Chile Government International Bond                                             | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    709000 | PA      | $443125.00    | 0.05%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    710000 | PA      | $514165.67    | 0.06%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                              | PRET 2025-NPL1 Trust                                                            | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1621211 | PA      | $1627266.50   | 0.19%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                                                    | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51710.62     | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                                       | Tricon American Homes 2019-SFR1 Trust                                           | CUSIP: 89612LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    610000 | PA      | $604780.78    | 0.07%             | 2038-03-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                                      | Marlette Funding Trust 2023-2                                                   | CUSIP: 57109LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34640 | PA      | $34657.06     | 0.00%             | 2033-06-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                           | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |   1206000 | PA      | $1234401.30   | 0.15%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                                    | Broadstreet Partners Group LLC                                                  | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |    665000 | PA      | $663063.19    | 0.08%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CENT Trust                                                                  | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2032733.70   | 0.24%             | 2040-07-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                          | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    475000 | PA      | $378725.01    | 0.05%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    740000 | PA      | $768815.16    | 0.09%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                     | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  36100000 | PA      | $1710011.67   | 0.20%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                 | Visio 2022-1 Trust                                                              | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740395 | PA      | $737674.39    | 0.09%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc                                                      | RADIOLOGY PARTNERS INC                                                          | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    775000 | PA      | $772419.25    | 0.09%             | 2032-06-30      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                    | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1890500 | PA      | $1926570.93   | 0.23%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                                         | Sumitomo Life Insurance Co                                                      | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1655000 | PA      | $1684965.43   | 0.20%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                    | Univision Communications Inc                                                    | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1098393.20   | 0.13%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                    | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1543704.10   | 0.18%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                            | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $229714.00    | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NEW ENTERPRISE STONE & L                                                    | New Enterprise Stone & Lime Co Inc                                              | CUSIP: 644274AG7<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |    591000 | PA      | $592311.60    | 0.07%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                              | EFMT 2025-CES4                                                                  | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |   1606446 | PA      | $1618693.02   | 0.19%             | 2060-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                        | Abu Dhabi Government International Bond                                         | CUSIP: 29135LAT7<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    607000 | PA      | $643495.88    | 0.08%             | 2034-04-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                         | Nigeria Government International Bond                                           | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1012000 | PA      | $957230.56    | 0.11%             | 2033-09-28      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                    | OCP SA                                                                          | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    270000 | PA      | $224675.10    | 0.03%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                     | UKG INC                                                                         | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    638706 | PA      | $637881.82    | 0.08%             | 2031-02-10      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                  | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $783040.01    | 0.09%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                      | Global Atlantic Fin Co                                                          | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    330000 | PA      | $349169.37    | 0.04%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024                                                              | ELM Trust 2024-ELM                                                              | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1719000 | PA      | $1736558.21   | 0.21%             | 2039-06-10      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                         | Buckeye Partners LP                                                             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    510000 | PA      | $529710.99    | 0.06%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847000 | PA      | $801047.45    | 0.10%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                    | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    873797 | PA      | $898805.51    | 0.11%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                       | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    770000 | PA      | $782319.69    | 0.09%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    849000 | PA      | $796670.02    | 0.09%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                    | FHF Issuer Trust 2024-3                                                         | CUSIP: 30339EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1681745.57   | 0.20%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42006 | PA      | $40824.14     | 0.00%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                                              | THPT 2023-THL Mortgage Trust                                                    | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1617102 | PA      | $1641896.80   | 0.20%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| HELIX ENERGY SOLUTIONS                                                      | Helix Energy Solutions Group Inc                                                | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |    700000 | PA      | $737431.10    | 0.09%             | 2029-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Commercial Equipment Finance                                                | Commercial Equipment Finance 2024-1 LLC                                         | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759946 | PA      | $768383.46    | 0.09%             | 2029-07-16      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1316917 | PA      | $1283008.85   | 0.15%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                                                          | ARDONAGH GROUP FINCO PTY LTD                                                    | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    691525 | PA      | $687493.41    | 0.08%             | 2031-02-18      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                      | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    907000 | PA      | $1051038.37   | 0.13%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                          | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   2109000 | PA      | $1692472.50   | 0.20%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                                    | Prime Healthcare Services Inc                                                   | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $858000.00    | 0.10%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                           | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      3840 | PA      | $3705.60      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                                                    | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |    496000 | PA      | $536920.00    | 0.06%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324695.73    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    531000 | PA      | $567639.00    | 0.07%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    767598 | PA      | $765601.86    | 0.09%             | 2031-05-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAU4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    355000 | PA      | $359639.57    | 0.04%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                                    | Octane Receivables Trust 2023-3                                                 | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $799871.12    | 0.10%             | 2029-08-20      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                         | Meritage Homes Corp                                                             | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1340497.80   | 0.16%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Secur                                              | BHG Securitization Trust 2021-B                                                 | CUSIP: 08862BAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $835932.39    | 0.10%             | 2034-10-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                        | LifePoint Health Inc                                                            | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    425000 | PA      | $446232.58    | 0.05%             | 2032-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    352000 | PA      | $369064.95    | 0.04%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| M6 Etx Holdings Ii Midco LLC                                                | M6 ETX HOLDINGS II MIDCO LLC                                                    | CUSIP: 55285DAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    595000 | PA      | $595000.00    | 0.07%             | 2032-04-01      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    577000 | PA      | $603944.24    | 0.07%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                       | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1511974.53   | 0.18%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                          | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1431037.22   | 0.17%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $396610.56    | 0.05%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     95604 | PA      | $52438.68     | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UPX HIL 2025-1 Issuer Trust                                                 | UPX HIL 2025-1 Issuer Trust                                                     | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1586716 | PA      | $1593477.22   | 0.19%             | 2047-01-25      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                     | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1254931.21   | 0.15%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |   1024422 | PA      | $747315.85    | 0.09%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                     | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102931.00    | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     30329 | PA      | $15877.23     | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    207000 | PA      | $200686.50    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Grifols Worldwide Operations USA Inc                                        | Grifols Worldwide Operations USA Inc                                            | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    865000 | PA      | $861972.50    | 0.10%             | 2027-11-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5996051 | PA      | $5961835.61   | 0.71%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    775000 | PA      | $799520.23    | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    409000 | PA      | $422906.00    | 0.05%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                     | KazMunayGas National Co JSC                                                     | CUSIP: 48667QAS4<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    516000 | PA      | $512073.24    | 0.06%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                      | Venture Global LNG Inc                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1252031.68   | 0.15%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                       | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60095 | PA      | $58666.24     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                         | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    965000 | PA      | $940499.84    | 0.11%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Business Jet Securities, LLC                                                | Business Jet Securities 2024-2 LLC                                              | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1342035 | PA      | $1347658.66   | 0.16%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PETROLEUM                                                     | International Petroleum Corp                                                    | CUSIP: 000000000<br>LEI: 54930025D80LU0SMR645 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1217364.52   | 0.15%             | 2027-02-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 31427NHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8006009 | PA      | $8182326.26   | 0.97%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                         | Honduras Government International Bond                                          | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |    297000 | PA      | $326818.80    | 0.04%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                     | VistaJet Malta Finance PLC / Vista Management Holding Inc                       | CUSIP: 92841HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1645000 | PA      | $1712485.45   | 0.20%             | 2028-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| AZULE ENERGY FINANCE PLC                                                    | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $404750.00    | 0.05%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Red SPV LLC                                                                 | RED SPV LLC                                                                     | CUSIP: 75701MAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    753112 | PA      | $751387.87    | 0.09%             | 2032-03-15      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                                       | Nabors Industries Inc                                                           | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1375471.34   | 0.16%             | 2027-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1027000 | PA      | $1108646.50   | 0.13%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                    | South Bow Canadian Infrastructure Holdings Ltd                                  | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |   1755000 | PA      | $1863569.57   | 0.22%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    486000 | PA      | $491710.50    | 0.06%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2023-1                                                 | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3183495 | PA      | $3169275.04   | 0.38%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                    | Sinclair Television Group Inc                                                   | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    965000 | PA      | $990350.52    | 0.12%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                        | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    585000 | PA      | $605675.86    | 0.07%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DTGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4936271 | PA      | $4995189.55   | 0.60%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     62015 | PA      | $33550.08     | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                             | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1448270.75   | 0.17%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                                                 | Vistra Corp                                                                     | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    902000 | PA      | $922617.92    | 0.11%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159537.02    | 0.02%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93184 | PA      | $44262.52     | 0.01%             | 2028-08-02      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                      | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2029416.46   | 0.24%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                                            | GLOVES BUYER INC                                                                | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    505000 | PA      | $489345.00    | 0.06%             | 2032-05-21      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                                      | MPOWER Education Trust 2025-A                                                   | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1438720 | PA      | $1453372.35   | 0.17%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TransDigm Inc                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    885000 | PA      | $916979.48    | 0.11%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                           | Post Holdings Inc                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1645173.67   | 0.20%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   1463000 | PA      | $1653921.50   | 0.20%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DUAX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5205945 | PA      | $5091027.69   | 0.61%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                    | Prime Security Services Borrower LLC / Prime Finance Inc                        | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1129010.46   | 0.13%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2024-NQM9 Trust                                                             | CUSIP: 67119DAA6<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-MBS          | CORP              | US        |    721232 | PA      | $729951.07    | 0.09%             | 2064-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                  | Elara HGV Timeshare Issuer 2023-A LLC                                           | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    497046 | PA      | $513364.89    | 0.06%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                  | Allianz SE                                                                      | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1072411.00   | 0.13%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2022-INV1 Trust                                                             | CUSIP: 55284TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400182 | PA      | $397701.74    | 0.05%             | 2066-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                         | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1568934.04   | 0.19%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL BOND                                                        | Kyrgyz Republic International Bond                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |    971000 | PA      | $977068.75    | 0.12%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1204000 | PA      | $1118973.52   | 0.13%             | 2031-02-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VFI ABS LLC                                                                 | VFI ABS 2023-1 LLC                                                              | CUSIP: 92555QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101620 | PA      | $102133.64    | 0.01%             | 2029-03-26      | Fixed         | 7.27%                 | No            |                  2 | On Loan: No      |
| MIRA Trust                                                                  | MIRA Trust 2023-MILE                                                            | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290000 | PA      | $1343314.67   | 0.16%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                       | Costa Rica Government International Bond                                        | CUSIP: 221597CV7<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    603000 | PA      | $660285.00    | 0.08%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                           | Newell Brands Inc                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760227.00    | 0.09%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                | UNIVISION COMMUNICATIONS INC                                                    | CUSIP: 914908BG2<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    745238 | PA      | $741742.60    | 0.09%             | 2029-01-31      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1012000 | PA      | $834343.40    | 0.10%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2023-2                                               | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $766569.53    | 0.09%             | 2031-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                                                | Veros Auto Receivables Trust 2024-1                                             | CUSIP: 92512WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1643412.16   | 0.20%             | 2028-12-15      | Fixed         | 7.57%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                      | Pertamina Persero PT                                                            | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    378000 | PA      | $405594.00    | 0.05%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     98070 | PA      | $66687.68     | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     11747 | PA      | $5656.18      | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Dynamo Us Bidco Inc.                                                        | DYNAMO US BIDCO INC                                                             | CUSIP: 26806DAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158400 | PA      | $158796.00    | 0.02%             | 2031-10-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Limited (f/k/a Freya Bidco Limited)         | DECHRA FINANCE US                                                               | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    676600 | PA      | $677587.84    | 0.08%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                                     | Capital Farm Credit ACA                                                         | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    525000 | PA      | $514500.00    | 0.06%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     24518 | PA      | $16671.92     | 0.00%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC                                                          | CENTRAL PARENT INC                                                              | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    757266 | PA      | $653346.34    | 0.08%             | 2029-07-06      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                                         | Reach ABS Trust 2023-1                                                          | CUSIP: 75525AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    177093 | PA      | $177565.96    | 0.02%             | 2031-02-18      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| OFFICE PPTY INCOME TRST                                                     | Office Properties Income Trust                                                  | CUSIP: 67623CAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    844000 | PA      | $540160.00    | 0.06%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                              | Czech Republic Government Bond                                                  | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |  80170000 | PA      | $3299319.16   | 0.39%             | 2032-06-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Proofpoint Inc                                                              | PROOFPOINT INC                                                                  | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    841545 | PA      | $843741.09    | 0.10%             | 2028-08-31      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT                                                    | Science Applications International Corp                                         | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643420.70    | 0.08%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1394717 | PA      | $1290903.75   | 0.15%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                | ASPIRE BAKERIES HOLDING                                                         | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    779103 | PA      | $781291.92    | 0.09%             | 2030-12-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                                     | NYMT Loan Trust 2024-CP1                                                        | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2177066 | PA      | $2020198.82   | 0.24%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2024-NQM2 Trust                                                             | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |   1926606 | PA      | $1929786.80   | 0.23%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                                    | Primo Water Holdings Inc / Triton Water Holdings Inc                            | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1578694.76   | 0.19%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1778800.10   | 0.21%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                         | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    630000 | PA      | $683100.81    | 0.08%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                                         | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    632783 | PA      | $631859.37    | 0.08%             | 2028-12-11      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                              | BBCMS 2018-TALL Mortgage Trust                                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1539755.43   | 0.18%             | 2037-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc                                                             | STAR PARENT INC                                                                 | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    827899 | PA      | $827551.01    | 0.10%             | 2030-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                    | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1181840.75   | 0.14%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                | Enbridge Inc                                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1115000 | PA      | $1275242.23   | 0.15%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    325000 | PA      | $328250.00    | 0.04%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                      | Switch ABS Issuer LLC                                                           | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $396286.60    | 0.05%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trus                                              | Prestige Auto Receivables Trust 2025-1                                          | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1815000 | PA      | $1841546.55   | 0.22%             | 2030-02-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2016-4                                                | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $472400.91    | 0.06%             | 2056-07-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                          | Aqua Finance Trust 2024-A                                                       | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1839492.20   | 0.22%             | 2050-04-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                                                  | Grifols SA                                                                      | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |   1380000 | PA      | $1340479.67   | 0.16%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                         | Ashtead Capital Inc                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    620000 | PA      | $641603.84    | 0.08%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                       | Genesis Energy LP / Genesis Energy Finance Corp                                 | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1635652.88   | 0.19%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 445545AQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    457000 | PA      | $464597.63    | 0.06%             | 2034-06-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                        | OneMain Finance Corp                                                            | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192410.15    | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                          | Aqua Finance Trust 2019-A                                                       | CUSIP: 038370AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404188 | PA      | $396380.75    | 0.05%             | 2040-07-16      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2177000 | PA      | $2200532.72   | 0.26%             | 2027-10-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2021-SFR2 Trust                                                            | CUSIP: 00179VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510000 | PA      | $496190.27    | 0.06%             | 2038-08-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                      | Cloud Software Group Inc                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1203159.42   | 0.14%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $467084.20    | 0.06%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                               | TransDigm Inc                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    630000 | PA      | $648613.35    | 0.08%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                                            | ENDEAVOR OPERATING CO LLC                                                       | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    508725 | PA      | $508470.64    | 0.06%             | 2032-03-24      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1245000 | PA      | $1428543.00   | 0.17%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                                        | Capstone Copper Corp                                                            | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $952776.83    | 0.11%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                       | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $169177.47    | 0.02%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL REP OF ETHIOPIA                                                     | Ethiopia International Bond                                                     | CUSIP: 29766LAA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ET        |   1185000 | PA      | $1134637.50   | 0.14%             | 2024-12-11      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    570000 | PA      | $587797.54    | 0.07%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307680 | PA      | $294270.04    | 0.04%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust Series 2024-NQM1                                       | CUSIP: 465983AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870629 | PA      | $876941.27    | 0.10%             | 2064-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    159000 | PA      | $168142.50    | 0.02%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust                                                             | FinBe USA Trust 2025-1                                                          | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $2025912.06   | 0.24%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                    | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $637794.64    | 0.08%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                    | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    395000 | PA      | $416527.50    | 0.05%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1210000 | PA      | $1176858.10   | 0.14%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                                            | Maxam Prill Sarl                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    720000 | PA      | $724812.31    | 0.09%             | 2030-07-15      | Fixed         | 7.75%                 | 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      | $587218.75    | 0.07%             | 2032-03-28      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                         | ROCKET SOFTWARE INC                                                             | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    603240 | PA      | $604162.77    | 0.07%             | 2028-11-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| TELESAT CANADA/TELESAT L                                                    | Telesat Canada / Telesat LLC                                                    | CUSIP: 87952VAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    365000 | PA      | $179762.50    | 0.02%             | 2027-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hanger Inc                                                                  | HANGER INC                                                                      | CUSIP: 41043BAJ7<br>LEI: 254900ZJJJYVLHJXSZ60 | Long             | LON              | CORP              | US        |     94374 | PA      | $94515.32     | 0.01%             | 2031-10-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                                                | Pawneee Equipment Receivables Series 2022-1 LLC                                 | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1395000 | PA      | $1398103.18   | 0.17%             | 2028-07-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                           | Ghana Government International Bond                                             | CUSIP: 374422AN3<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     25383 | PA      | $21639.33     | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                  | USALCO LLC                                                                      | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |    746473 | PA      | $744607.13    | 0.09%             | 2031-09-30      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                         | New Home Co Inc/The                                                             | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51903.05     | 0.01%             | 2030-11-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                    | Midcap Financial Issuer Trust                                                   | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1072603.08   | 0.13%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FAT Brands Royalty I, LLC                                                   | FAT Brands Royalty LLC                                                          | CUSIP: 31189TAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    796800 | PA      | $478127.89    | 0.06%             | 2051-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    530000 | PA      | $573640.73    | 0.07%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                         | Gray Television Inc                                                             | CUSIP: 389376AZ7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    369363 | PA      | $369093.54    | 0.04%             | 2028-12-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Rec                                              | Arivo Acceptance Auto Loan Receivables Trust 2024-1                             | CUSIP: 039943AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510000 | PA      | $1549329.61   | 0.18%             | 2030-06-17      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                          | Serbia International Bond                                                       | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    851000 | PA      | $921888.30    | 0.11%             | 2033-09-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust Series 2025-NQM2                                       | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1445512 | PA      | $1457734.80   | 0.17%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1007000 | PA      | $1073965.50   | 0.13%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                         | PENINSULA PACIFIC ENTERTAINMENT DEVELOPMENT LLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37975 | PA      | $37879.74     | 0.00%             | 2032-08-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                         | Benin Government International Bond                                             | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    637000 | PA      | $665665.00    | 0.08%             | 2041-01-23      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                     | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1615000 | PA      | $1647180.28   | 0.20%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1483756.58   | 0.18%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                     | Great Canadian Gaming Corp/Raptor LLC                                           | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    345000 | PA      | $341148.49    | 0.04%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Potomac Energy Center, LLC                                                  | POTOMAC ENERGY CENTER LLC                                                       | CUSIP: 000000000<br>LEI: 549300BHYFK6M9HVNA29 | Long             | LON              | CORP              | US        |    780000 | PA      | $782441.40    | 0.09%             | 2032-08-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                      | Venture Global LNG Inc                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1313180.47   | 0.16%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    569000 | PA      | $552897.30    | 0.07%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS                                                              | Eskom Holdings                                                                  | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    595000 | PA      | $636834.45    | 0.08%             | 2028-08-10      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   2238000 | PA      | $2258142.00   | 0.27%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                    | Ajax Mortgage Loan Trust 2022-B                                                 | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1152216 | PA      | $1118527.04   | 0.13%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RFR Trust                                                                   | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1533726.00   | 0.18%             | 2041-03-11      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                         | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588316.99    | 0.07%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    660000 | PA      | $662461.80    | 0.08%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Proofpoint/Project Kafka Merger Sub                                         | PROOFPOINT INC                                                                  | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    145000 | PA      | $145378.45    | 0.02%             | 2028-08-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2017-4                                                | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $806578.60    | 0.10%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Project Ruby Ultimate Parent Corp                                           | PROJECT RUBY ULTIMATE PARENT CORP                                               | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |    855677 | PA      | $855831.04    | 0.10%             | 2028-03-10      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                              | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16609 | PA      | $15867.31     | 0.00%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                        | Chart Industries Inc                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10407.35     | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $625174.38    | 0.07%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1075000 | PA      | $1149443.75   | 0.14%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                       | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1283454.89   | 0.15%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2017-1                                                | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1133221.62   | 0.14%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                      | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    555000 | PA      | $565094.91    | 0.07%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                                              | NCR Atleos Corp                                                                 | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |    510000 | PA      | $552086.22    | 0.07%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                         | Nigeria Government International Bond                                           | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |   1636000 | PA      | $1820868.00   | 0.22%             | 2034-12-09      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                 | Houston Galleria Mall Trust 2025-HGLR                                           | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1499292.61   | 0.18%             | 2045-02-05      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                | AES Corp/The                                                                    | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    660000 | PA      | $683664.96    | 0.08%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                              | Morgan Stanley Residential Mortgage Loan Trust 2024-INV4                        | CUSIP: 61776XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    775611 | PA      | $787145.77    | 0.09%             | 2054-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                           | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $572046.20    | 0.07%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                       | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    575000 | PA      | $599308.03    | 0.07%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                   | BAUSCH + LOMB CORP                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    274400 | PA      | $274057.00    | 0.03%             | 2028-09-29      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                    | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447968.79    | 0.05%             | 2043-04-30      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust 2014-5                                                 | CUSIP: 46643KBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237532 | PA      | $226595.28    | 0.03%             | 2029-10-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                   | ENDO FINANCE HOLDINGS                                                           | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198000 | PA      | $198289.08    | 0.02%             | 2031-04-23      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Upstream Newco Inc                                                          | Upstream Newco Inc                                                              | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |    339913 | PA      | $290839.40    | 0.03%             | 2026-11-20      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                               | Lendbuzz Securitization Trust 2024-3                                            | CUSIP: 52609YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865000 | PA      | $1863134.63   | 0.22%             | 2030-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                          | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    980000 | PA      | $969321.19    | 0.12%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                           | Chile Government International Bond                                             | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    365000 | PA      | $334705.00    | 0.04%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                 | ALLIED UNIVERSAL HOLDCO                                                         | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    785000 | PA      | $787496.30    | 0.09%             | 2032-08-20      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                    | Builders FirstSource Inc                                                        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1328836.74   | 0.16%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                                                         | Republic of Armenia International Bond                                          | CUSIP: 042207AD2<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |    450000 | PA      | $404775.00    | 0.05%             | 2031-02-02      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                        | Petronas Capital Ltd                                                            | CUSIP: 716743AP4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    466000 | PA      | $453236.26    | 0.05%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    421000 | PA      | $462363.25    | 0.06%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    355000 | PA      | $390571.88    | 0.05%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitizat                                              | United Auto Credit Securitization Trust 2023-1                                  | CUSIP: 90945CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    882221 | PA      | $890446.84    | 0.11%             | 2028-07-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWG23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    979520 | PA      | $1006197.07   | 0.12%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                       | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   1092000 | PA      | $1045863.00   | 0.12%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                    | Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $853995.63    | 0.10%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                                              | LSB Industries Inc                                                              | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1953214.96   | 0.23%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $932356.25    | 0.11%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Modivcare Inc                                                               | MODIVCARE INC                                                                   | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |    153454 | PA      | $69054.16     | 0.01%             | 2031-07-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                           | Herc Holdings Inc                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    345000 | PA      | $360146.19    | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    673000 | PA      | $555898.00    | 0.07%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BIFM US Finance LLC                                                         | BIFM CA BUYER INC                                                               | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | US        |    665733 | PA      | $667397.63    | 0.08%             | 2028-05-31      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Gainwell Acquisition Corp                                                   | Gainwell Acquisition Corp                                                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    839971 | PA      | $825481.03    | 0.10%             | 2027-10-01      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                      | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1451766.24   | 0.17%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Epic Crude Services LP                                                      | EPIC CRUDE SERVICES LP                                                          | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    632967 | PA      | $632966.66    | 0.08%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                      | BP Capital Markets PLC                                                          | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1638337.80   | 0.20%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                         | Churchill Downs Inc                                                             | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    515000 | PA      | $527800.42    | 0.06%             | 2031-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                      | Emirate of Dubai Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    480000 | PA      | $363148.80    | 0.04%             | 2050-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2023-1                                                | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1378873 | PA      | $1337599.88   | 0.16%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                                    | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1977591.69   | 0.24%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312866.08    | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2022-NQM2                                   | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1364453 | PA      | $1295364.98   | 0.15%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                  | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595000 | PA      | $1656643.40   | 0.20%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust 2025-INV7                                                        | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726586 | PA      | $1755925.08   | 0.21%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                          | A&D Mortgage Trust 2023-NQM3                                                    | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1551809 | PA      | $1566726.60   | 0.19%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                        | OneMain Finance Corp                                                            | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1633248.23   | 0.19%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                | Ecopetrol SA                                                                    | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    539000 | PA      | $483860.30    | 0.06%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                         | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1111074.93   | 0.13%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Trugreen Limited Partnership                                                | TruGreen LP                                                                     | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    730423 | PA      | $716121.66    | 0.09%             | 2027-11-02      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                        | Neptune Bidco US Inc                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1452901.20   | 0.17%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2022-2                                        | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780323 | PA      | $786154.94    | 0.09%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential                                               | Starwood Mortgage Residential Trust 2021-5                                      | CUSIP: 85573QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1846571 | PA      | $1603360.29   | 0.19%             | 2066-09-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| TIC Home Improvement Trust                                                  | TIC Home Improvement Trust 2024-A                                               | CUSIP: 87252DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    699088 | PA      | $717280.57    | 0.09%             | 2046-10-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                        | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    585000 | PA      | $674425.07    | 0.08%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                                    | Albion Financing 1 SARL / Aggreko Holdings Inc                                  | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1015000 | PA      | $1049814.50   | 0.13%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MESQUITE ENERGY INC                                                         | MESQUITE ENERGY INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $37.50        | 0.00%             | 2023-02-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| LV Trust                                                                    | Fashion Show Mall LLC                                                           | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2911015.17   | 0.35%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                                             | MYT Holding LLC                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42729 | NS      | $8545.80      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2024-CES1                                             | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385901 | PA      | $1395645.19   | 0.17%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| USQ Rail                                                                    | USQ Rail III LLC                                                                | CUSIP: 912928AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1711569 | PA      | $1709787.30   | 0.20%             | 2054-09-28      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    455000 | PA      | $476612.50    | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Klockner Pentaplast of America Inc                                          | Kloeckner Pentaplast of America Inc                                             | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |    811912 | PA      | $390229.08    | 0.05%             | 2026-02-12      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                       | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    631000 | PA      | $548901.01    | 0.07%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                           | Ghana Government International Bond                                             | CUSIP: 374422AL7<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      8960 | PA      | $8646.40      | 0.00%             | 2026-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                                    | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1347931.91   | 0.16%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $358775.37    | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      8086 | PA      | $4374.66      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                           | Jordan Government International Bond                                            | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |   1399000 | PA      | $1391954.92   | 0.17%             | 2030-07-07      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2023-NQM9 Trust                                                             | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |   1864106 | PA      | $1895224.19   | 0.23%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                                       | CCG Receivables Trust 2023-1                                                    | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    159915 | PA      | $160758.89    | 0.02%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1959000 | PA      | $2003153.51   | 0.24%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    425000 | PA      | $441600.79    | 0.05%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                      | Sequoia Mortgage Trust 2013-8                                                   | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |    103704 | PA      | $100873.03    | 0.01%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                              | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313749 | PA      | $294142.09    | 0.04%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                    | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $51650.50     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                                       | Illuminate Buyer LLC / Illuminate Holdings IV Inc                               | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2126699.20   | 0.25%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freeport LNG Investments, LLP                                               | FREEPORT LNG INVESTMENTS LLLP                                                   | CUSIP: 35670CAC2<br>LEI: 549300LR5YVRZH4YPQ33 | Long             | LON              | CORP              | US        |    746225 | PA      | $745560.86    | 0.09%             | 2028-12-21      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                         | CNT HOLDINGS I CORP                                                             | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |    767602 | PA      | $766933.89    | 0.09%             | 2032-11-08      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                        | Bayport Polymers LLC                                                            | CUSIP: 073096AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1440615.16   | 0.17%             | 2032-04-14      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                                  | Opal Bidco SAS                                                                  | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |    120000 | PA      | $122969.52    | 0.01%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                    | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1589976.29   | 0.19%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                              | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1285000 | PA      | $1310823.23   | 0.16%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                    | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    525000 | PA      | $527821.69    | 0.06%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                                                    | Ashton Woods USA LLC / Ashton Woods Finance Co                                  | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1202283.22   | 0.14%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 80413TAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2181000 | PA      | $1892017.50   | 0.23%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2022-NQM2 Trust                                                             | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1264800 | PA      | $1247231.60   | 0.15%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                                                  | GLS Auto Receivables Issuer Trust 2021-3                                        | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1960000 | PA      | $1932349.50   | 0.23%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                           | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    315000 | PA      | $321300.00    | 0.04%             | 2031-01-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MILLENNIUM ESCROW CORP                                                      | Millennium Escrow Corp                                                          | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1877566.97   | 0.22%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC                                                        | TSC SPV Funding LLC                                                             | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1538375 | PA      | $1562658.56   | 0.19%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                                    | Solstice Advanced Materials Inc                                                 | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60198.23     | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1499645.83   | 0.18%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                       | Directv Financing LLC                                                           | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $123465.16    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                                        | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   1190000 | PA      | $1207873.80   | 0.14%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hamilton Projects Acquiror LLC                                              | HAMILTON PROJECTS ACQUIROR LLC                                                  | CUSIP: 000000000<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    511304 | PA      | $512367.38    | 0.06%             | 2031-05-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                | ACRISURE LLC                                                                    | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    598244 | PA      | $596562.52    | 0.07%             | 2030-11-06      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    705000 | PA      | $692376.28    | 0.08%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                                                    | Comision Ejecutiva Hidroelectrica del Rio Lempa                                 | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |    324000 | PA      | $338628.60    | 0.04%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                                              | Galton Funding Mortgage Trust 2017-1                                            | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25761 | PA      | $23478.21     | 0.00%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                        | Petronas Capital Ltd                                                            | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   1443000 | PA      | $1526686.79   | 0.18%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BNSF FUNDING TRUST I                                                        | BNSF Funding Trust I                                                            | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1088879.37   | 0.13%             | 2055-12-15      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2227000 | PA      | $2110082.50   | 0.25%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                          | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1074740.47   | 0.13%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    290000 | PA      | $345351.43    | 0.04%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                                   | Forvia SE                                                                       | CUSIP: 31209DAC9<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    970000 | PA      | $984122.13    | 0.12%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage                                              | Deephaven Residential Mortgage Trust 2022-1                                     | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240138 | PA      | $220373.88    | 0.03%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22089 | PA      | $21934.77     | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $602789.75    | 0.07%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2140000 | PA      | $1893816.41   | 0.23%             | 2052-11-15      | Fixed         | 4.00%                 | 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      |
| U.S. Bank National Association                                              | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325837 | PA      | $329628.56    | 0.04%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                      | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367859.08    | 0.04%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                       | Directv Financing LLC / Directv Financing Co-Obligor Inc                        | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    332000 | PA      | $331627.50    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CATURUS ENERGY LLC                                                          | Caturus Energy LLC                                                              | CUSIP: 49446BAA2<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    845000 | PA      | $879787.42    | 0.10%             | 2030-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1134991.89   | 0.14%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                              | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    710000 | PA      | $780319.43    | 0.09%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    182000 | PA      | $174059.34    | 0.02%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                                     | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    415000 | PA      | $450358.50    | 0.05%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                    | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $762241.56    | 0.09%             | 2026-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arcline FM Holdings, LLC                                                    | ARCLINE FM HOLDINGS LLC                                                         | CUSIP: 03960DAH6<br>LEI: 2549000HKCEC1E8UTO17 | Long             | LON              | CORP              | US        |    593499 | PA      | $593035.70    | 0.07%             | 2030-06-24      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                      | Switch ABS Issuer LLC                                                           | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1925000 | PA      | $1934718.56   | 0.23%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                  | Verus Securitization Trust 2023-8                                               | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |   1006017 | PA      | $1016929.62   | 0.12%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                    | BX Trust 2022-CLS                                                               | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1773000 | PA      | $1786011.87   | 0.21%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2023-CES2                                                   | CUSIP: 748956AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500693 | PA      | $506847.56    | 0.06%             | 2043-09-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                        | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1606497.20   | 0.19%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                 | Ivory Coast Government International Bond                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    744000 | PA      | $773760.00    | 0.09%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      4464 | PA      | $2337.03      | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 03846JAF7<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    758000 | PA      | $676280.02    | 0.08%             | 2051-09-30      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2024-CES1                                                   | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811039 | PA      | $819254.13    | 0.10%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| IVC Acquisition Ltd                                                         | VETSTRATEGY CANADA HOLDINGS INC                                                 | CUSIP: 000000000<br>LEI: 254900WZMD2JOGND1Z32 | Long             | LON              | CORP              | CA        |    342393 | PA      | $343748.82    | 0.04%             | 2028-12-12      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                           | Trinidad & Tobago Government International Bond                                 | CUSIP: 896292AM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    187000 | PA      | $190412.75    | 0.02%             | 2034-06-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                                                    | Turkcell Iletisim Hizmetleri AS                                                 | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |    450000 | PA      | $470250.00    | 0.06%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                                                    | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |   7054000 | PA      | $1130403.50   | 0.13%             | 2024-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                | Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    589794 | PA      | $599459.07    | 0.07%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                 | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   1087000 | PA      | $1175047.00   | 0.14%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                      | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    935000 | PA      | $957483.94    | 0.11%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    168610 | PA      | $149810.16    | 0.02%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc FKA Osmosis Buyer Limited                            | AI AQUA MERGER SUB INC                                                          | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    669735 | PA      | $670933.41    | 0.08%             | 2028-07-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                         | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |   2306543 | PA      | $2044843.55   | 0.24%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                          | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1530000 | PA      | $1579648.26   | 0.19%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Century DE Buyer LLC                                                        | CENTURY DE BUYER LLC                                                            | CUSIP: 15651FAE6<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    917738 | PA      | $918022.74    | 0.11%             | 2030-10-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust                                               | Palisades Mortgage Loan Trust 2021-RTL1                                         | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58321 | PA      | $58320.66     | 0.01%             | 2026-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    770000 | PA      | $821012.50    | 0.10%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                                     | Alaska Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    698051 | PA      | $699028.27    | 0.08%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                       | Nippon Life Insurance Co                                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $150743.18    | 0.02%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                          | Panama Government International Bond                                            | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    294000 | PA      | $335245.50    | 0.04%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    113339 | PA      | $46752.34     | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                            | COLT 2024-5 Mortgage Loan Trust                                                 | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |   1330597 | PA      | $1332652.10   | 0.16%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR                                                         | Limak Yenilenebilir Enerji AS                                                   | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    300000 | PA      | $298891.98    | 0.04%             | 2030-08-12      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                  | AMSR 2021-SFR3 Trust                                                            | CUSIP: 00180UAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $524432.72    | 0.06%             | 2038-10-17      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                                              | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1220000 | PA      | $1223348.78   | 0.15%             | 2029-06-14      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Visio Trust                                                                 | Visio 2020-1R Trust                                                             | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45007 | PA      | $43391.39     | 0.01%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                 | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    760000 | PA      | $781816.54    | 0.09%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                      | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   1696000 | PA      | $1726065.43   | 0.21%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                    | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    486218 | PA      | $485479.17    | 0.06%             | 2028-01-31      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                               | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    334994 | PA      | $329958.39    | 0.04%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93155 | PA      | $74523.86     | 0.01%             | 2026-04-02      | Floating      | 13.76%                | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                    | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2003674.09   | 0.24%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd.                                                        | WEC US HOLDINGS INC                                                             | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    575639 | PA      | $575794.53    | 0.07%             | 2031-01-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                    | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    610000 | PA      | $652762.83    | 0.08%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ION TRADING TECHNOLOGIES                                                    | ION Trading Technologies Sarl                                                   | CUSIP: 46205YAB7<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | DBT              | CORP              | LU        |   1745000 | PA      | $1843023.79   | 0.22%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CE Intermediate I LLC                                                       | CE INTERMEDIATE I LLC                                                           | CUSIP: 12523EAD4<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |    803925 | PA      | $804262.65    | 0.10%             | 2032-03-25      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                                    | Saks Global Enterprises LLC                                                     | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    330000 | PA      | $117150.00    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| CONSENSUS CLOUD SOLUTION                                                    | Consensus Cloud Solutions Inc                                                   | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $109787.70    | 0.01%             | 2026-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                                     | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    248000 | PA      | $237226.88    | 0.03%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                  | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1097735.41   | 0.13%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                                 | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    462000 | PA      | $421575.00    | 0.05%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                            | COLT 2022-4 Mortgage Loan Trust                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921436 | PA      | $918185.07    | 0.11%             | 2067-03-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                          | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1555000 | PA      | $1596853.26   | 0.19%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W1Q89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1322801 | PA      | $1249703.45   | 0.15%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                                                     | Park River Holdings Inc                                                         | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167091.25    | 0.02%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                                    | Dext ABS 2023-1 LLC                                                             | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217434 | PA      | $218459.05    | 0.03%             | 2032-03-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                    | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    630000 | PA      | $626011.53    | 0.07%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    781000 | PA      | $664631.00    | 0.08%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                       | NGL Energy Operating LLC / NGL Energy Finance Corp                              | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1362779.18   | 0.16%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                     | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1008855.25   | 0.12%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                    | Snap Inc                                                                        | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495944.40    | 0.06%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust 2024-INV2                                                        | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820494 | PA      | $831711.99    | 0.10%             | 2059-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                             | MVW 2024-1 LLC                                                                  | CUSIP: 62847RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    960761 | PA      | $980552.44    | 0.12%             | 2043-02-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government International Bond                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    658000 | PA      | $673792.00    | 0.08%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                                       | Nippon Life Insurance Co                                                        | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1335000 | PA      | $1416306.51   | 0.17%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                        | LIFEPOINT HEALTH INC                                                            | CUSIP: 75915TAL6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |    108902 | PA      | $108324.02    | 0.01%             | 2031-05-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1097000 | PA      | $1095903.00   | 0.13%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                  | MFA 2022-INV2 Trust                                                             | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2169775 | PA      | $2165207.61   | 0.26%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                                       | Melco Resorts Finance Ltd                                                       | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    680000 | PA      | $664326.00    | 0.08%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                                             | TRAVERSE MIDSTREAM PARTN                                                        | CUSIP: 000000000<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    489022 | PA      | $489329.96    | 0.06%             | 2028-02-16      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| GLOBAL INFRASTRUCTURE SO                                                    | Global Infrastructure Solutions Inc                                             | CUSIP: 37960XAB3<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1477862.40   | 0.18%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                         | Rocket Software Inc                                                             | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1803938.50   | 0.21%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL BOND                                                        | Republic of Uzbekistan International Bond                                       | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    709000 | PA      | $761870.13    | 0.09%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WCG Intermediate Corp                                                       | WCG INTERMEDIATE CORP                                                           | CUSIP: 23343FAE4<br>LEI: 254900CEZYHAWVXDTS47 | Long             | LON              | CORP              | US        |    394012 | PA      | $390537.31    | 0.05%             | 2032-02-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    627000 | PA      | $657096.00    | 0.08%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                       | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    390000 | PA      | $413215.07    | 0.05%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| DirectV Financing LLC                                                       | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    838127 | PA      | $838738.91    | 0.10%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                        | Altice France SA/France                                                         | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    162917 | PA      | $149883.32    | 0.02%             | 2026-01-31      | Floating      | 9.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1193717 | PA      | $1205476.09   | 0.14%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                            | DELIVERY HERO FINCO LLC                                                         | CUSIP: 000000000<br>LEI: 529900KR9IO53KSCSQ67 | Long             | LON              | CORP              | US        |    852025 | PA      | $860545.25    | 0.10%             | 2029-12-12      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| CHOBANI HOLDCO II LLC                                                       | Chobani Holdco II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       629 | PA      | $666.97       | 0.00%             | 2029-10-01      | Fixed         | 8.75%                 | 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      |
| Mariner Finance Issuance Trust                                              | Mariner Finance Issuance Trust 2025-A                                           | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070000 | PA      | $2092734.60   | 0.25%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                                                        | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |    334000 | PA      | $342767.50    | 0.04%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XK4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852582 | PA      | $849563.05    | 0.10%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                     | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1355136.10   | 0.16%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Limited                                                   | HUSKY INJECTION MOLDING                                                         | CUSIP: 000000000<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |    620949 | PA      | $622153.20    | 0.07%             | 2029-02-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                       | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147089 | PA      | $143151.97    | 0.02%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                    | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    560000 | PA      | $603913.52    | 0.07%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SKECHERS U.S.A. INC. (Beach Acquisition Bidco)                              | BEACH ACQUISITION BIDCO                                                         | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |    725000 | PA      | $728023.25    | 0.09%             | 2032-09-12      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222717 | PA      | $1107619.33   | 0.13%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                                    | Kraken Oil & Gas Partners LLC                                                   | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1194373.47   | 0.14%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   3490000 | PA      | $3616361.38   | 0.43%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                        | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2519774.61   | 0.30%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NBC Funding LLC                                                             | NBC Funding LLC                                                                 | CUSIP: 62878YAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2425000 | PA      | $2478630.57   | 0.30%             | 2055-07-30      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                       | Directv Financing LLC                                                           | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1031378.40   | 0.12%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    176677 | PA      | $165723.17    | 0.02%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    680000 | PA      | $615158.04    | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                        | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1207475.87   | 0.14%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                     | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $550184.88    | 0.07%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                      | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1191674.25   | 0.14%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                                                     | Gulfport Energy Operating Corp                                                  | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |    490000 | PA      | $502834.84    | 0.06%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Albion Financing 3 SARL                                                     | AGGREKO HOLDINGS INC                                                            | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |   1017733 | PA      | $1019646.63   | 0.12%             | 2031-05-21      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group/Chariot Buyer                                             | CHARIOT BUYER LLC                                                               | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    842485 | PA      | $842838.64    | 0.10%             | 2032-09-08      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                                                | METLIFE SECURITIZATION TRUST                                                    | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $388208.30    | 0.05%             | 2055-04-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                       | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    995000 | PA      | $1051646.10   | 0.13%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2022-1                                               | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17487 | PA      | $17491.97     | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                    | SGUS LLC                                                                        | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425999 | PA      | $401579.04    | 0.05%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                                    | FOCUS FINANCIAL PARTNERS LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    817940 | PA      | $818021.49    | 0.10%             | 2031-09-15      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                      | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1904740.50   | 0.23%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                  | LAD Auto Receivables Trust 2023-1                                               | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780000 | PA      | $795078.10    | 0.09%             | 2030-06-17      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                                    | Cheplapharm Arzneimittel GmbH                                                   | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |   1448000 | PA      | $1410720.66   | 0.17%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                                                        | Republic of Cameroon International Bond                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |    959000 | PA      | $921838.75    | 0.11%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1254385.22   | 0.15%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                                | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1270348.63   | 0.15%             | 2047-02-10      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| WRANGLER HOLDCO CORP                                                        | Wrangler Holdco Corp                                                            | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $516136.01    | 0.06%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                                        | YPF SA                                                                          | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    353000 | PA      | $361472.00    | 0.04%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                    | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1695000 | PA      | $1779245.31   | 0.21%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                         | Benin Government International Bond                                             | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |    247000 | PA      | $252288.27    | 0.03%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    953000 | PA      | $854010.27    | 0.10%             | 2045-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                      | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    404000 | PA      | $397055.24    | 0.05%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                                       | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   1098000 | PA      | $953064.00    | 0.11%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1365000 | PA      | $1199493.75   | 0.14%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Glatfelter Corporation                                                      | TREASURE HOLDCO INC                                                             | CUSIP: 89458XAB3<br>LEI: 549300LDQLQBT38QDY28 | Long             | LON              | CORP              | US        |    647257 | PA      | $641432.16    | 0.08%             | 2031-11-04      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                              | PMT Loan Trust 2024-INV1                                                        | CUSIP: 73015BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1304185 | PA      | $1326841.08   | 0.16%             | 2059-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    179823 | PA      | $154288.26    | 0.02%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                         | Oportun Issuance Trust 2024-2                                                   | CUSIP: 68377KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1816869.13   | 0.22%             | 2032-02-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                                       | Trivium Packaging Finance BV                                                    | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $122675.56    | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                  | USALCO LLC                                                                      | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     77490 | PA      | $77295.86     | 0.01%             | 2031-09-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| NAB Holdings LLC                                                            | NORTHAB LLC                                                                     | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1216935 | PA      | $1174086.40   | 0.14%             | 2028-11-24      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                       | CUSIP: 283875AH5<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    644000 | PA      | $682839.64    | 0.08%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                    | Mill City Mortgage Loan Trust 2017-1                                            | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197442 | PA      | $195437.53    | 0.02%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                                        | LHOME Mortgage Trust 2024-RTL1                                                  | CUSIP: 50205DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1213227.84   | 0.14%             | 2029-01-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| PAR PHARMACEUTICAL INC                                                      | PAR PHARMACEUTICAL INC                                                          | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $0.00         | 0.00%             | 2027-04-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| RIVERS ENTERPRISE                                                           | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $206827.87    | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Connectwise, LLC                                                            | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439446 | PA      | $439915.71    | 0.05%             | 2028-09-29      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    720000 | PA      | $621472.44    | 0.07%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                           | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |   1447520 | PA      | $1212298.00   | 0.14%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                        | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1601362.96   | 0.19%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CVR CHC LP                                                                  | CVR CHC LP                                                                      | CUSIP: 12663SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    357788 | PA      | $357788.46    | 0.04%             | 2027-12-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                     | Philippine Government International Bond                                        | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    623000 | PA      | $662716.25    | 0.08%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                                      | SOUTH FIELD ENERGY LLC                                                          | CUSIP: 83783XAF3<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |     13003 | PA      | $13013.30     | 0.00%             | 2031-08-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                               | Corevest American Finance 2019-3 Trust                                          | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $235756.80    | 0.03%             | 2052-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                   | Block Inc                                                                       | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266250.40    | 0.03%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                    | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  20810000 | PA      | $3421739.16   | 0.41%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                 | GLOBAL MEDICAL RESPONSE                                                         | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    898596 | PA      | $898640.43    | 0.11%             | 2032-10-01      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                    | Ferrellgas LP / Ferrellgas Finance Corp                                         | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $967867.58    | 0.12%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                    | Foundation Finance Trust 2023-2                                                 | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541110 | PA      | $564862.39    | 0.07%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |   1378337 | PA      | $756018.11    | 0.09%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                          | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    178016 | PA      | $85714.70     | 0.01%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                              | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    841000 | PA      | $853230.16    | 0.10%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                              | Upgrade Master Pass-Thru Trust Series 2025-ST4                                  | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1856330 | PA      | $1864164.65   | 0.22%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                          | A&D Mortgage Trust 2025-NQM2                                                    | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |   1031003 | PA      | $1040370.57   | 0.12%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                         | DT Auto Owner Trust 2023-1                                                      | CUSIP: 23346KAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    777000 | PA      | $789894.94    | 0.09%             | 2028-11-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                          | Dominican Republic International Bond                                           | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    892000 | PA      | $953771.00    | 0.11%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                                                       | Venezuela Government International Bond                                         | CUSIP: 922646BL7<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |   2011000 | PA      | $537942.50    | 0.06%             | 2034-01-13      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools USA Inc                                                | HARBOR FREIGHT TOOLS USA INC                                                    | CUSIP: 41151PAR6<br>LEI: 549300Y48HLCFTTB4249 | Long             | LON              | CORP              | US        |    772200 | PA      | $757721.25    | 0.09%             | 2031-06-11      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                                                                 | HOMES 2023-NQM2 Trust                                                           | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306295 | PA      | $307957.44    | 0.04%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                                          | NOURYON FINANCE BV                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    557104 | PA      | $557454.99    | 0.07%             | 2028-04-03      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    315000 | PA      | $270394.96    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    890000 | PA      | $903010.87    | 0.11%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                     | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  30450000 | PA      | $1684505.94   | 0.20%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8099143 | PA      | $8168928.10   | 0.97%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    831000 | PA      | $528931.50    | 0.06%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                     | Adani Ports & Special Economic Zone Ltd                                         | CUSIP: 00652MAE2<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    700000 | PA      | $683375.00    | 0.08%             | 2029-07-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                    | Graham Packaging Co Inc                                                         | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1495653.06   | 0.18%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                                   | Auxilior Term Funding 2024-1 LLC                                                | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1520000 | PA      | $1559132.10   | 0.19%             | 2031-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                    | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    945000 | PA      | $931325.79    | 0.11%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                               | Sierra Timeshare 2023-2 Receivables Funding LLC                                 | CUSIP: 82650BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265169 | PA      | $272487.43    | 0.03%             | 2040-04-20      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods Corporation II Inc                                          | DEL MONTE FOODS CORP II INC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    104332 | PA      | $99463.24     | 0.01%             | 2026-04-02      | Floating      | 13.77%                | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                     | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    549520 | PA      | $568297.79    | 0.07%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                              | CPS Auto Receivables Trust 2023-D                                               | CUSIP: 12598VAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1014922.10   | 0.12%             | 2030-01-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2199000 | PA      | $2329290.75   | 0.28%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CIM Trust                                                                   | CIM TRUST 2022-R2                                                               | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767334 | PA      | $732166.89    | 0.09%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $776942.93    | 0.09%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                                                      | British Airways 2021-1 Class A Pass Through Trust                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1083979 | PA      | $983740.29    | 0.12%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                          | BX Trust 2019-OC11                                                              | CUSIP: 05606FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1077043.00   | 0.13%             | 2041-12-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Genesys Cloud Services Holdings II LLC (f/k/a Greeneden US Holdings II LLC) | GENESYS CLOUD SERVICES                                                          | CUSIP: 39479UAY9<br>LEI: 254900CRMBG6WX4HX396 | Long             | LON              | CORP              | US        |    295000 | PA      | $292849.45    | 0.03%             | 2032-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                    | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    865000 | PA      | $879152.27    | 0.10%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                        | Colombia Government International Bond                                          | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2513000 | PA      | $2699590.25   | 0.32%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                                                    | Momnt Technologies Trust 2023-1                                                 | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215936 | PA      | $216221.58    | 0.03%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1050000 | PA      | $992250.00    | 0.12%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W14N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6956013 | PA      | $7121289.35   | 0.85%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc.                                          | GREEN INFRASTRUCTURE PARTNERS INC                                               | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |    400000 | PA      | $400000.00    | 0.05%             | 2032-09-24      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    398000 | PA      | $251934.00    | 0.03%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                              | Rocket Cos Inc                                                                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $810209.49    | 0.10%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                              | Gray Media Inc                                                                  | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1190208.27   | 0.14%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                                                  | Flagship Credit Auto Trust 2023-1                                               | CUSIP: 337955AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1780000 | PA      | $1754169.89   | 0.21%             | 2029-05-15      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Virtus Newfleet ABS/MBS ETF                                                 | Virtus Newfleet ABS/MBS ETF                                                     | CUSIP: 92790A603<br>LEI: 549300OXQOLOW6OELM19 | Long             | EC               | RF                | US        |    325842 | NS      | $7927735.86   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| PEX Holdings LLC                                                            | PEX HOLDINGS LLC                                                                | CUSIP: 69381MAB1<br>LEI: 2138006XMWHEBFQ55Z05 | Long             | LON              | CORP              | US        |    646750 | PA      | $646478.37    | 0.08%             | 2031-11-20      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    429000 | PA      | $341187.99    | 0.04%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Kuehg Corp.                                                                 | KUEHG CORP                                                                      | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |    393371 | PA      | $392961.56    | 0.05%             | 2030-06-12      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                         | Sprint Capital Corp                                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    645000 | PA      | $785793.06    | 0.09%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   2359000 | PA      | $2499737.94   | 0.30%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                                              | Azorra Finance Ltd                                                              | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |    830000 | PA      | $864271.53    | 0.10%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                       | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1546079.78   | 0.18%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne                                              | PRET 2024-RPL1 Trust                                                            | CUSIP: 693989AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1365435 | PA      | $1320908.21   | 0.16%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Motion Finco LLC                                                            | MOTION FINCO SARL                                                               | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |    655087 | PA      | $585811.67    | 0.07%             | 2029-11-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                                      | Nationstar Mortgage Holdings Inc                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $980187.91    | 0.12%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140W14R1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3894652 | PA      | $3984291.09   | 0.47%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLIED SYSTEMS INC                                                         | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBC4<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     80000 | PA      | $81716.80     | 0.01%             | 2032-02-23      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| NEW HOME CO INC/THE                                                         | New Home Co Inc/The                                                             | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1002782.47   | 0.12%             | 2029-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                                             | Spin Holdco Inc                                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |    940691 | PA      | $784470.63    | 0.09%             | 2028-03-04      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                         | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   2575000 | PA      | $2002062.50   | 0.24%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                               | New Residential Mortgage Loan Trust 2018-2                                      | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |     21012 | PA      | $20798.52     | 0.00%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                          | Panama Government International Bond                                            | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1884000 | PA      | $1220832.00   | 0.15%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Lannett Company Inc.                                                        | LANNETT CO INC                                                                  | CUSIP: 000000000<br>LEI: 5299001DJ6C90XX17G45 | Long             | LON              | CORP              | US        |     21109 | PA      | $16171.41     | 0.00%             | 2030-06-16      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| BPCE SA                                                                     | BPCE SA                                                                         | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    235000 | PA      | $252241.95    | 0.03%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    615000 | PA      | $671189.98    | 0.08%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                                               | Scalelogix Abs Us Issuer LLC                                                    | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2055000 | PA      | $2055443.67   | 0.24%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                              | Transocean International Ltd                                                    | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    615000 | PA      | $602718.87    | 0.07%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                       | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1243347.53   | 0.15%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    441000 | PA      | $480249.00    | 0.06%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                           | Imperial Fund Mortgage Trust 2022-NQM3                                          | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    981125 | PA      | $977599.04    | 0.12%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                     | FTAI Aviation Investors LLC                                                     | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1580248.22   | 0.19%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                               | Tidewater Inc                                                                   | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |    660000 | PA      | $707816.82    | 0.08%             | 2030-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                    | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1015000 | PA      | $1132401.03   | 0.13%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                                       | Petco Health & Wellness Co Inc                                                  | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    675000 | PA      | $656829.00    | 0.08%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                          | ADMT 2024-NQM6                                                                  | CUSIP: 00249YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216415 | PA      | $1225768.62   | 0.15%             | 2070-01-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                                    | Saks Global Enterprises LLC                                                     | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |    660000 | PA      | $336600.00    | 0.04%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                              | RIDE 2025-SHRE                                                                  | CUSIP: 765692AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1541658.60   | 0.18%             | 2047-02-14      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                       | LEVEL 3 FINANCING INC                                                           | CUSIP: 52729KAT3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |    675000 | PA      | $675000.00    | 0.08%             | 2032-03-27      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                  | Allianz SE                                                                      | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    450000 | PA      | $461709.90    | 0.06%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7604646 | PA      | $7791673.22   | 0.93%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                                                        | Rackspace Technology Global Inc                                                 | CUSIP: 750098AA3<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |    555000 | PA      | $144300.00    | 0.02%             | 2028-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4515000 | PA      | $4167556.66   | 0.50%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                              | NRG Energy Inc                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1007000 | PA      | $1113437.89   | 0.13%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                                             | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   1020000 | PA      | $927833.77    | 0.11%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                                       | Bojangles Issuer LLC                                                            | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835000 | PA      | $1860651.83   | 0.22%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco Gmbh                                                      | TK ELEVATOR US NEWCO INC                                                        | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    671231 | PA      | $672694.66    | 0.08%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| DG Investment Intermediate Holdings 2 Inc                                   | DG INVESTMENT INTERMEDI                                                         | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    751796 | PA      | $752735.88    | 0.09%             | 2032-07-09      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS GR                                                    | Merlin Entertainments Group US Holdings Inc                                     | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |    780000 | PA      | $672127.64    | 0.08%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                                         | DT Auto Owner Trust 2023-3                                                      | CUSIP: 23345WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $491262.27    | 0.06%             | 2029-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    207000 | PA      | $199872.99    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                                                    | Phoenix Aviation Capital Ltd                                                    | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |    690000 | PA      | $734100.66    | 0.09%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                                                           | Ghana Government International Bond                                             | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     10879 | PA      | $9274.09      | 0.00%             | 2030-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    378000 | PA      | $374692.50    | 0.04%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    545000 | PA      | $539707.23    | 0.06%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                   | Block Inc                                                                       | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1143681.63   | 0.14%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                               | NYC Commercial Mortgage Trust 2025-300P                                         | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2009667.40   | 0.24%             | 2042-07-13      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                    | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    905000 | PA      | $940340.25    | 0.11%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140QSTP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2085084 | PA      | $2034313.10   | 0.24%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                                                    | BROADSTREET PARTNERS INC                                                        | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    831820 | PA      | $832477.55    | 0.10%             | 2031-06-13      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                                                         | UAE International Government Bond                                               | CUSIP: 31424EAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    344000 | PA      | $331640.08    | 0.04%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                                    | Banco de Credito del Peru S.A.                                                  | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    227000 | PA      | $236080.00    | 0.03%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                            | Societe Generale SA                                                             | CUSIP: 83368RBX9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1275000 | PA      | $1339590.24   | 0.16%             | 2035-01-19      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    271000 | PA      | $249929.75    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                             | Sealed Air Corp                                                                 | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $357319.61    | 0.04%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Eagle Broadband Investments LLC                                             | Eagle Broadband Investments LLC                                                 | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |   1502891 | PA      | $1488808.51   | 0.18%             | 2027-11-12      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                       | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2163000 | PA      | $1971697.14   | 0.23%             | 2055-03-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc.                                                       | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201572 | PA      | $8062.89      | 0.00%             | 2028-08-02      | Floating      | 8.50%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123DQ0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    601000 | PA      | $625641.00    | 0.07%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UZBEKNEFTEGAZ                                                               | Uzbekneftegaz JSC                                                               | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | CORP              | UZ        |    611000 | PA      | $652992.39    | 0.08%             | 2030-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC OPPOR FU                                                    | Drawbridge Special Opportunities Fund LP / Drawbridge Special Opportunities Fin | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1205457.92   | 0.14%             | 2030-09-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                    | Mill City Mortgage Loan Trust 2019-1                                            | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    778566 | PA      | $722621.26    | 0.09%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                         | CLYDESDALE ACQUISITION                                                          | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    555000 | PA      | $554062.05    | 0.07%             | 2029-04-13      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| JP Morgan Seasoned Mortgage Tr                                              | JP Morgan Seasoned Mortgage Trust Series 2024-1                                 | CUSIP: 61777HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215360 | PA      | $1190321.51   | 0.14%             | 2063-01-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fugue Finance B.V.                                                          | FUGUE FINANCE LLC                                                               | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | HK        |    443152 | PA      | $443785.56    | 0.05%             | 2032-01-09      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                           | Gabon Government International Bond                                             | CUSIP: 362420AD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    326000 | PA      | $262886.40    | 0.03%             | 2031-02-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                       | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    310000 | PA      | $344438.74    | 0.04%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                                      | Mauser Packaging Solutions Holding Co                                           | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1087482.48   | 0.13%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                              | Transocean International Ltd                                                    | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    175000 | PA      | $172526.59    | 0.02%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    464000 | PA      | $468920.72    | 0.06%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                         | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    820000 | PA      | $903578.41    | 0.11%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                              | Westlake Automobile Receivables Trust 2024-2                                    | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1883670.55   | 0.22%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PORT OF SPAIN WATERFRONT                                                    | Port Of Spain Waterfront Development                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | TT        |    309333 | PA      | $312743.73    | 0.04%             | 2040-02-19      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                    | MSCI Inc                                                                        | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1365830.79   | 0.16%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2023-CES3                                                   | CUSIP: 749407AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131131 | PA      | $1151210.15   | 0.14%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                           | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $757522.48    | 0.09%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                                                     | PowerPay Issuance Trust 2024-1                                                  | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675879 | PA      | $697506.77    | 0.08%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                       | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1177196.43   | 0.14%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco Us Inc.                                                       | Neptune Bidco US Inc                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |    591052 | PA      | $562019.85    | 0.07%             | 2029-04-11      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| FS LUXEMBOURG SARL                                                          | FS Luxembourg Sarl                                                              | CUSIP: 30315XAD6<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $155400.00    | 0.02%             | 2033-06-25      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                                              | Upgrade Master Pass-Thru Trust Series 2025-ST3                                  | CUSIP: 91534LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1372527 | PA      | $1387785.54   | 0.17%             | 2032-06-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                            | Peruvian Government International Bond                                          | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    628000 | PA      | $640936.80    | 0.08%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cogeco Communications Finance (USA) LP                                      | COGECO COMMUNICATIONS USA II LP                                                 | CUSIP: 19239BAD0<br>LEI: 549300UVJTPYOZ6XKH79 | Long             | LON              | CORP              | US        |    566148 | PA      | $564806.34    | 0.07%             | 2030-09-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                       | Molina Healthcare Inc                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409499.15    | 0.05%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UAE INT'L GOVT BOND                                                         | UAE International Government Bond                                               | CUSIP: 31424EAD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    344000 | PA      | $345283.12    | 0.04%             | 2032-07-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                            | GARDA WORLD SECURITY                                                            | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    758450 | PA      | $758260.01    | 0.09%             | 2029-02-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                            | CoStar Group Inc                                                                | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1158080.52   | 0.14%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Peninsula Pacific Entertainment LLC                                         | PENINSULA PACIFIC ENTERTAINMENT DEVELOPMENT LLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162025 | PA      | $161620.26    | 0.02%             | 2032-08-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                              | ACHV ABS TRUST 2024-1PL                                                         | CUSIP: 00092BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259537 | PA      | $261950.19    | 0.03%             | 2031-04-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                           | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    820000 | PA      | $758754.20    | 0.09%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                             | IHS Holding Ltd                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    377000 | PA      | $397263.75    | 0.05%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                 | Wayfair LLC                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10310.41     | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                | UBS Group AG                                                                    | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1090000 | PA      | $1101955.35   | 0.13%             | 2033-08-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust                                                        | FirstKey Homes 2021-SFR1 Trust                                                  | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    460000 | PA      | $448714.59    | 0.05%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                        | Cornerstone Building Brands Inc                                                 | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1311714.00   | 0.16%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                                    | FHF Trust 2023-1                                                                | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167200 | PA      | $168448.47    | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC(f/k/a White Cap Buyer LLC)                    | WHITE CAP BUYER LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    759262 | PA      | $759103.05    | 0.09%             | 2029-10-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer L                                              | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1722600 | PA      | $1756554.34   | 0.21%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                          | Subway Funding LLC                                                              | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1826200 | PA      | $1873174.06   | 0.22%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                   | Towd Point Mortgage Trust 2019-2                                                | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1798000 | PA      | $1634065.19   | 0.19%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                    | JP Morgan Mortgage Trust Series 2025-CES2                                       | CUSIP: 46595TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1683997 | PA      | $1698645.34   | 0.20%             | 2055-06-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                         | Senegal Government International Bond                                           | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    463000 | PA      | $334230.44    | 0.04%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ineos Finance PLC                                                           | INEOS US FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    843789 | PA      | $761519.87    | 0.09%             | 2030-02-18      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Tru                                              | COOPR Residential Mortgage Trust 2025-CES3                                      | CUSIP: 216926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1710000 | PA      | $1706837.51   | 0.20%             | 2060-09-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                                                  | WSTN Trust 2023-MAUI                                                            | CUSIP: 92943AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $2184573.08   | 0.26%             | 2037-07-05      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                                              | Trafigura Securitisation Finance PLC                                            | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   1400000 | PA      | $1423693.60   | 0.17%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Lernen Bidco Limited                                                        | LERNEN US FINCO LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    605436 | PA      | $606950.02    | 0.07%             | 2031-10-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                         | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1801582.24   | 0.21%             | 2034-07-28      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                         | SG Residential Mortgage Trust 2021-1                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2042105 | PA      | $1703383.80   | 0.20%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 445545AW6<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    878000 | PA      | $919160.64    | 0.11%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                            | WAND NEWCO 3 INC                                                                | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |    501370 | PA      | $499394.32    | 0.06%             | 2031-01-30      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    370000 | PA      | $356263.75    | 0.04%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                            | CSC Holdings LLC                                                                | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1160502.86   | 0.14%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Oasis Securitisation                                                        | Libra Solutions 2024-1 LLC                                                      | CUSIP: 53161XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1720000 | PA      | $1716759.69   | 0.20%             | 2038-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                           | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32961.00     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                                          | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |    310000 | PA      | $310968.75    | 0.04%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                    | Uruguay Government International Bond                                           | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    463000 | PA      | $422719.00    | 0.05%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                            | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1614986.91   | 0.19%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                   | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1353638.31   | 0.16%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1882000 | PA      | $1909118.11   | 0.23%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lsf12 Crown Us Commercial Bidco, LLC                                        | LSF12 CROWN US COMMERCIAL BIDCO LLC                                             | CUSIP: 50221UAD3<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |    830000 | PA      | $830522.90    | 0.10%             | 2031-12-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                      | Taco Bell Funding LLC                                                           | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2094323.66   | 0.25%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                    | CLOUD SOFTWARE GRP INC                                                          | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    746250 | PA      | $748817.10    | 0.09%             | 2031-03-21      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                 | RCKT Mortgage Trust 2025-CES5                                                   | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |   1824425 | PA      | $1849440.71   | 0.22%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                    | CHS/Community Health Systems Inc                                                | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1305769.78   | 0.16%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                              | Transocean International Ltd                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $315651.31    | 0.04%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                          | Aqua Finance Issuer Trust 2025-A                                                | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1506139 | PA      | $1532902.13   | 0.18%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                            | Altice France SA                                                                | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    730000 | PA      | $623420.00    | 0.07%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                    | Angel Oak Mortgage Trust 2022-5                                                 | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2848413 | PA      | $2832174.96   | 0.34%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                    | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    975000 | PA      | $996546.17    | 0.12%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                         | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1279000 | PA      | $1163186.55   | 0.14%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Financiere Mendel                                                           | FINANCIERE MENDEL SASU                                                          | CUSIP: 000000000<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |    178650 | PA      | $178725.03    | 0.02%             | 2030-11-08      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                              | EFMT 2025-NQM2                                                                  | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |   1451383 | PA      | $1463675.42   | 0.17%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                     | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1632000 | PA      | $1676802.48   | 0.20%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                                | Cimpress PLC                                                                    | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   1695000 | PA      | $1689092.21   | 0.20%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                                                  | HIN Timeshare Trust 2020-A                                                      | CUSIP: 40439HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355762 | PA      | $348566.33    | 0.04%             | 2039-10-09      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                            | ALIXPARTNERS LLP                                                                | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    760000 | PA      | $754512.80    | 0.09%             | 2032-08-12      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| KSA IJARAH SUKUK LTD                                                        | KSA Ijarah Sukuk Ltd                                                            | CUSIP: 50116FAB8<br>LEI: 558600OCHJOSSXHWLV71 | Long             | DBT              | NUSS              | KY        |   1164000 | PA      | $1174232.49   | 0.14%             | 2035-09-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Holding BV                                                   | HUNTER DOUGLAS INC                                                              | CUSIP: 000000000<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    433139 | PA      | $433139.22    | 0.05%             | 2032-01-17      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                      | Pertamina Persero PT                                                            | CUSIP: 69370PAL5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    591000 | PA      | $524217.00    | 0.06%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Merchants Fleet Funding LLC                                                 | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AA3<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    395235 | PA      | $397624.03    | 0.05%             | 2036-05-20      | Fixed         | 7.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5128674 | PA      | $4836079.03   | 0.58%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 3140XQM53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3565250 | PA      | $3607108.89   | 0.43%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                    | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1038406.39   | 0.12%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                  | Viasat Inc                                                                      | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    676622 | PA      | $666899.04    | 0.08%             | 2029-03-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| WEEKLEY HOMES LLC/ FINAN                                                    | Weekley Homes LLC / Weekley Finance Corp                                        | CUSIP: 948565AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1081923.62   | 0.13%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                         | Zaxbys Funding LLC                                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    859200 | PA      | $810376.82    | 0.10%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                                         | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   1087275 | PA      | $1087579.44   | 0.13%             | 2031-02-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                        | Cleveland-Cliffs Inc                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597634.91    | 0.07%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                             | CVS Health Corp                                                                 | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1058040.88   | 0.13%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                                            | CPM HOLDINGS INC                                                                | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    768710 | PA      | $766188.29    | 0.09%             | 2028-09-28      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                                             | Cornerstone Building Brands Inc                                                 | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    580876 | PA      | $550577.77    | 0.07%             | 2028-04-12      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                 | Freddie Mac Pool                                                                | CUSIP: 3132DWF65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1939521 | PA      | $1964624.42   | 0.23%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners LLC                                            | SOUTHERN VETERINARY PARTNERS LLC                                                | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    904601 | PA      | $902492.94    | 0.11%             | 2031-12-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ion Trading Finance Limited                                                 | ION TRADING TECHNOLOGIES SA                                                     | CUSIP: 000000000<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | LU        |    599227 | PA      | $598855.12    | 0.07%             | 2028-04-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA INFRASTRUCTURE PA                                                    | Sempra Infrastructure Partners LP                                               | CUSIP: 81685VAA1<br>LEI: 549300L0B3MD11PUAA07 | Long             | DBT              | CORP              | US        |    814000 | PA      | $721926.69    | 0.09%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                    | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1190000 | PA      | $1215762.31   | 0.14%             | 2054-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sigma Holdco BV                                                             | FLORA FOOD MANAG                                                                | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |    614275 | PA      | $590318.20    | 0.07%             | 2028-01-03      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                                                         | Turkiye Government International Bond                                           | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    669000 | PA      | $673430.72    | 0.08%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5595000 | PA      | $5713456.67   | 0.68%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                                                       | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     85673 | PA      | $82074.44     | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                    | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $457766.33    | 0.05%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                                            | ENSEMBLE RCM LLC                                                                | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    246867 | PA      | $247390.51    | 0.03%             | 2029-08-01      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                    | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1731907.87   | 0.21%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                                       | Tricon American Homes 2020-SFR2 Trust                                           | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $792099.34    | 0.09%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                                                     | ASP Unifrax Holdings Inc                                                        | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $406006.25    | 0.05%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                      | Republic of Uzbekistan International Bond                                       | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |    304000 | PA      | $280385.28    | 0.03%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                     | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    300000 | PA      | $286689.00    | 0.03%             | 2041-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                                                          | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    441205 | PA      | $421095.30    | 0.05%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                          | Republic of Poland Government International Bond                                | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   1386000 | PA      | $1416630.60   | 0.17%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COTIVITI INC                                                                | COTIVITI INC                                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    492525 | PA      | $483290.16    | 0.06%             | 2031-05-01      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding                                                    | Purchasing Power Funding 2024-A LLC                                             | CUSIP: 745935AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1580000 | PA      | $1594052.05   | 0.19%             | 2028-08-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1550095.80   | 0.18%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Tr                                              | Bunker Hill Loan Depositary Trust 2019-2                                        | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101299 | PA      | $99312.20     | 0.01%             | 2049-07-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1788325.23   | 0.21%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                        | Garda World Security Corp                                                       | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $980935.19    | 0.12%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                       | Indonesia Government International Bond                                         | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    720000 | PA      | $718560.00    | 0.09%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                              | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1100343.75   | 0.13%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                          | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |   1695000 | PA      | $1617674.10   | 0.19%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                       | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1035408.72   | 0.12%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                                            | Under Armour Inc                                                                | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    645000 | PA      | $644202.79    | 0.08%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                       | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    384000 | PA      | $333600.00    | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                      | Brazilian Government International Bond                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1458000 | PA      | $1490805.00   | 0.18%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                                    | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    280000 | PA      | $286204.80    | 0.03%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                               | Exeter Automobile Receivables Trust 2024-5                                      | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810000 | PA      | $1812408.02   | 0.22%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                    | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC            | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    720000 | PA      | $735666.48    | 0.09%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                                      | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $405485.75    | 0.05%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                      | Egypt Government International Bond                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    243000 | PA      | $257808.42    | 0.03%             | 2030-02-04      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    855000 | PA      | $852762.30    | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                                      | SOUTH FIELD ENERGY LLC                                                          | CUSIP: 83783XAG1<br>LEI: 549300M3RBW5ZIH20760 | Long             | LON              | CORP              | US        |    202195 | PA      | $202362.91    | 0.02%             | 2031-08-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                      | Acrisure LLC / Acrisure Finance Inc                                             | CUSIP: 00489LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1562440.87   | 0.19%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                      | WESCO Distribution Inc                                                          | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    435000 | PA      | $452060.83    | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                     | American National Group Inc                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    309000 | PA      | $318448.60    | 0.04%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                    | Saudi Government International Bond                                             | CUSIP: 80413TBL2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2100000 | PA      | $2239125.00   | 0.27%             | 2035-01-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding, LLC                                                  | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608730 | PA      | $607910.71    | 0.07%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Numericable U.S. LLC                                                        | Altice France SA/France                                                         | CUSIP: 67053NAK0<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   1030909 | PA      | $940704.72    | 0.11%             | 2025-09-30      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                      | Aviation Capital Group LLC                                                      | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $629405.62    | 0.07%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                  | Fannie Mae Pool                                                                 | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1550688 | PA      | $1545357.18   | 0.18%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUGHES SATELLITE SYSTEMS                                                    | Hughes Satellite Systems Corp                                                   | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $965215.27    | 0.11%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Rand Parent LLC                                                             | RAND PARENT LLC                                                                 | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    443882 | PA      | $441582.60    | 0.05%             | 2030-03-18      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ECL Entertainment LLC                                                       | ECL ENTERTAINMENT LLC                                                           | CUSIP: 000000000<br>LEI: 254900UPSGHOBB360Z85 | Long             | LON              | CORP              | US        |    512795 | PA      | $511897.85    | 0.06%             | 2030-08-30      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                                                     | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp        | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1190854.13   | 0.14%             | 2029-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                    | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |  67900000 | PA      | $3397692.80   | 0.40%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                    | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    344000 | PA      | $345245.97    | 0.04%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                                          | AMN Healthcare Inc                                                              | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10030.90     | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                          | Panama Government International Bond                                            | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    655000 | PA      | $644520.00    | 0.08%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                     | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    680000 | PA      | $677698.91    | 0.08%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                                                  | AMNEAL PHARMACEUTICALS LLC                                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |    295000 | PA      | $294507.35    | 0.04%             | 2032-08-02      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                          | Energy Transfer LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $356487.47    | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                         | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1499847.78   | 0.18%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goat Holdco LLC                                                             | GOAT HOLDCO LLC                                                                 | CUSIP: 38021CAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    791025 | PA      | $791452.15    | 0.09%             | 2032-01-27      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                     | Hungary Government International Bond                                           | CUSIP: 445545AS5<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   2134000 | PA      | $2285514.00   | 0.27%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                                                    | JH North America Holdings Inc                                                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1618352.92   | 0.19%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8015000 | PA      | $8329338.28   | 0.99%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA GOVERNMENT                                                         | Malaysia Government Bond                                                        | CUSIP: 000000000<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |  14460000 | PA      | $3312795.11   | 0.39%             | 2031-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3100000 | PA      | $2984839.84   | 0.36%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                     | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533913.27    | 0.06%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                       | Nabors Industries Ltd                                                           | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    630000 | PA      | $629545.58    | 0.08%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                       | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   4952000 | PA      | $3345076.00   | 0.40%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                              | DREYFUS GOVERNMENT CASH MANAGE                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8012300 | NS      | $8012300.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                                    | BX Commercial Mortgage Trust 2024-XL5                                           | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409021 | PA      | $1409901.20   | 0.17%             | 2041-03-15      | Floating      | 5.54%                 | 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      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Applebees/IHOP Funding LLC                                                  | Applebee's Funding LLC / IHOP Funding LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1926000 | PA      | $1959516.64   | 0.23%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                    | OBX 2023-NQM5 Trust                                                             | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1207227 | PA      | $1216028.77   | 0.14%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                               | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    719000 | PA      | $765025.71    | 0.09%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                         | Ashtead Capital Inc                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    890000 | PA      | $932519.41    | 0.11%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                    | Hilcorp Energy I LP / Hilcorp Finance Co                                        | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $477773.02    | 0.06%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Del Monte Foods, Inc                                                        | DEL MONTE FOODS CORP II                                                         | CUSIP: 24521WAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    464113 | PA      | $4641.13      | 0.00%             | 2028-08-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                      | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $788825.73    | 0.09%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                             | United States Treasury Note/Bond                                                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2080000 | PA      | $2092512.49   | 0.25%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                                                | SAFCO Auto Receivables Trust 2024-1                                             | CUSIP: 78637EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1213172.04   | 0.14%             | 2030-01-18      | Fixed         | 6.96%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-24

**Name of Applicant:** Virtus Opportunities Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer